| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,565.0 |
12,625.0 |
60.0 |
0.5% |
12,815.5 |
| High |
12,641.5 |
12,655.5 |
14.0 |
0.1% |
12,843.5 |
| Low |
12,491.5 |
12,594.0 |
102.5 |
0.8% |
12,491.5 |
| Close |
12,591.5 |
12,636.0 |
44.5 |
0.4% |
12,636.0 |
| Range |
150.0 |
61.5 |
-88.5 |
-59.0% |
352.0 |
| ATR |
126.0 |
121.6 |
-4.4 |
-3.5% |
0.0 |
| Volume |
76,573 |
68,368 |
-8,205 |
-10.7% |
441,091 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,813.0 |
12,786.0 |
12,669.8 |
|
| R3 |
12,751.5 |
12,724.5 |
12,652.9 |
|
| R2 |
12,690.0 |
12,690.0 |
12,647.3 |
|
| R1 |
12,663.0 |
12,663.0 |
12,641.6 |
12,676.5 |
| PP |
12,628.5 |
12,628.5 |
12,628.5 |
12,635.3 |
| S1 |
12,601.5 |
12,601.5 |
12,630.4 |
12,615.0 |
| S2 |
12,567.0 |
12,567.0 |
12,624.7 |
|
| S3 |
12,505.5 |
12,540.0 |
12,619.1 |
|
| S4 |
12,444.0 |
12,478.5 |
12,602.2 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,713.0 |
13,526.5 |
12,829.6 |
|
| R3 |
13,361.0 |
13,174.5 |
12,732.8 |
|
| R2 |
13,009.0 |
13,009.0 |
12,700.5 |
|
| R1 |
12,822.5 |
12,822.5 |
12,668.3 |
12,739.8 |
| PP |
12,657.0 |
12,657.0 |
12,657.0 |
12,615.6 |
| S1 |
12,470.5 |
12,470.5 |
12,603.7 |
12,387.8 |
| S2 |
12,305.0 |
12,305.0 |
12,571.5 |
|
| S3 |
11,953.0 |
12,118.5 |
12,539.2 |
|
| S4 |
11,601.0 |
11,766.5 |
12,442.4 |
|
|
| 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% |
128.2 |
1.0% |
41% |
False |
False |
88,218 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
113.7 |
0.9% |
41% |
False |
False |
77,709 |
| 20 |
12,843.5 |
12,031.0 |
812.5 |
6.4% |
110.7 |
0.9% |
74% |
False |
False |
76,286 |
| 40 |
12,843.5 |
11,878.5 |
965.0 |
7.6% |
115.7 |
0.9% |
78% |
False |
False |
78,622 |
| 60 |
12,843.5 |
11,751.0 |
1,092.5 |
8.6% |
111.4 |
0.9% |
81% |
False |
False |
62,574 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.7 |
0.9% |
85% |
False |
False |
47,032 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.2% |
104.5 |
0.8% |
85% |
False |
False |
37,752 |
| 120 |
12,843.5 |
10,439.5 |
2,404.0 |
19.0% |
101.6 |
0.8% |
91% |
False |
False |
31,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,916.9 |
|
2.618 |
12,816.5 |
|
1.618 |
12,755.0 |
|
1.000 |
12,717.0 |
|
0.618 |
12,693.5 |
|
HIGH |
12,655.5 |
|
0.618 |
12,632.0 |
|
0.500 |
12,624.8 |
|
0.382 |
12,617.5 |
|
LOW |
12,594.0 |
|
0.618 |
12,556.0 |
|
1.000 |
12,532.5 |
|
1.618 |
12,494.5 |
|
2.618 |
12,433.0 |
|
4.250 |
12,332.6 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,632.3 |
12,639.5 |
| PP |
12,628.5 |
12,638.3 |
| S1 |
12,624.8 |
12,637.2 |
|