| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,801.0 |
12,750.0 |
-51.0 |
-0.4% |
12,811.5 |
| High |
12,841.0 |
12,787.5 |
-53.5 |
-0.4% |
12,820.5 |
| Low |
12,772.0 |
12,544.5 |
-227.5 |
-1.8% |
12,666.5 |
| Close |
12,800.5 |
12,628.0 |
-172.5 |
-1.3% |
12,765.5 |
| Range |
69.0 |
243.0 |
174.0 |
252.2% |
154.0 |
| ATR |
114.1 |
124.2 |
10.1 |
8.9% |
0.0 |
| Volume |
113,100 |
118,597 |
5,497 |
4.9% |
336,004 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,382.3 |
13,248.2 |
12,761.7 |
|
| R3 |
13,139.3 |
13,005.2 |
12,694.8 |
|
| R2 |
12,896.3 |
12,896.3 |
12,672.6 |
|
| R1 |
12,762.2 |
12,762.2 |
12,650.3 |
12,707.8 |
| PP |
12,653.3 |
12,653.3 |
12,653.3 |
12,626.1 |
| S1 |
12,519.2 |
12,519.2 |
12,605.7 |
12,464.8 |
| S2 |
12,410.3 |
12,410.3 |
12,583.5 |
|
| S3 |
12,167.3 |
12,276.2 |
12,561.2 |
|
| S4 |
11,924.3 |
12,033.2 |
12,494.4 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212.8 |
13,143.2 |
12,850.2 |
|
| R3 |
13,058.8 |
12,989.2 |
12,807.9 |
|
| R2 |
12,904.8 |
12,904.8 |
12,793.7 |
|
| R1 |
12,835.2 |
12,835.2 |
12,779.6 |
12,793.0 |
| PP |
12,750.8 |
12,750.8 |
12,750.8 |
12,729.8 |
| S1 |
12,681.2 |
12,681.2 |
12,751.4 |
12,639.0 |
| S2 |
12,596.8 |
12,596.8 |
12,737.3 |
|
| S3 |
12,442.8 |
12,527.2 |
12,723.2 |
|
| S4 |
12,288.8 |
12,373.2 |
12,680.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,843.5 |
12,544.5 |
299.0 |
2.4% |
123.8 |
1.0% |
28% |
False |
True |
85,864 |
| 10 |
12,843.5 |
12,544.0 |
299.5 |
2.4% |
129.5 |
1.0% |
28% |
False |
False |
78,476 |
| 20 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
110.1 |
0.9% |
76% |
False |
False |
77,926 |
| 40 |
12,843.5 |
11,878.5 |
965.0 |
7.6% |
117.2 |
0.9% |
78% |
False |
False |
80,048 |
| 60 |
12,843.5 |
11,751.0 |
1,092.5 |
8.7% |
111.8 |
0.9% |
80% |
False |
False |
60,178 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.0 |
0.9% |
84% |
False |
False |
45,263 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.2% |
103.3 |
0.8% |
85% |
False |
False |
36,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,820.3 |
|
2.618 |
13,423.7 |
|
1.618 |
13,180.7 |
|
1.000 |
13,030.5 |
|
0.618 |
12,937.7 |
|
HIGH |
12,787.5 |
|
0.618 |
12,694.7 |
|
0.500 |
12,666.0 |
|
0.382 |
12,637.3 |
|
LOW |
12,544.5 |
|
0.618 |
12,394.3 |
|
1.000 |
12,301.5 |
|
1.618 |
12,151.3 |
|
2.618 |
11,908.3 |
|
4.250 |
11,511.8 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,666.0 |
12,694.0 |
| PP |
12,653.3 |
12,672.0 |
| S1 |
12,640.7 |
12,650.0 |
|