| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,750.0 |
12,565.0 |
-185.0 |
-1.5% |
12,811.5 |
| High |
12,787.5 |
12,641.5 |
-146.0 |
-1.1% |
12,820.5 |
| Low |
12,544.5 |
12,491.5 |
-53.0 |
-0.4% |
12,666.5 |
| Close |
12,628.0 |
12,591.5 |
-36.5 |
-0.3% |
12,765.5 |
| Range |
243.0 |
150.0 |
-93.0 |
-38.3% |
154.0 |
| ATR |
124.2 |
126.0 |
1.8 |
1.5% |
0.0 |
| Volume |
118,597 |
76,573 |
-42,024 |
-35.4% |
336,004 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,024.8 |
12,958.2 |
12,674.0 |
|
| R3 |
12,874.8 |
12,808.2 |
12,632.8 |
|
| R2 |
12,724.8 |
12,724.8 |
12,619.0 |
|
| R1 |
12,658.2 |
12,658.2 |
12,605.3 |
12,691.5 |
| PP |
12,574.8 |
12,574.8 |
12,574.8 |
12,591.5 |
| S1 |
12,508.2 |
12,508.2 |
12,577.8 |
12,541.5 |
| S2 |
12,424.8 |
12,424.8 |
12,564.0 |
|
| S3 |
12,274.8 |
12,358.2 |
12,550.3 |
|
| S4 |
12,124.8 |
12,208.2 |
12,509.0 |
|
|
| 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 |
12,491.5 |
352.0 |
2.8% |
131.1 |
1.0% |
28% |
False |
True |
88,479 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
132.6 |
1.1% |
28% |
False |
True |
78,269 |
| 20 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
113.8 |
0.9% |
71% |
False |
False |
77,615 |
| 40 |
12,843.5 |
11,878.5 |
965.0 |
7.7% |
119.6 |
0.9% |
74% |
False |
False |
79,135 |
| 60 |
12,843.5 |
11,751.0 |
1,092.5 |
8.7% |
113.6 |
0.9% |
77% |
False |
False |
61,445 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.8 |
0.9% |
81% |
False |
False |
46,205 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.2% |
104.3 |
0.8% |
82% |
False |
False |
37,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,279.0 |
|
2.618 |
13,034.2 |
|
1.618 |
12,884.2 |
|
1.000 |
12,791.5 |
|
0.618 |
12,734.2 |
|
HIGH |
12,641.5 |
|
0.618 |
12,584.2 |
|
0.500 |
12,566.5 |
|
0.382 |
12,548.8 |
|
LOW |
12,491.5 |
|
0.618 |
12,398.8 |
|
1.000 |
12,341.5 |
|
1.618 |
12,248.8 |
|
2.618 |
12,098.8 |
|
4.250 |
11,854.0 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,583.2 |
12,666.3 |
| PP |
12,574.8 |
12,641.3 |
| S1 |
12,566.5 |
12,616.4 |
|