| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,665.0 |
12,593.5 |
-71.5 |
-0.6% |
12,665.0 |
| High |
12,709.0 |
12,610.0 |
-99.0 |
-0.8% |
12,709.0 |
| Low |
12,537.5 |
12,526.0 |
-11.5 |
-0.1% |
12,526.0 |
| Close |
12,613.0 |
12,593.0 |
-20.0 |
-0.2% |
12,593.0 |
| Range |
171.5 |
84.0 |
-87.5 |
-51.0% |
183.0 |
| ATR |
120.3 |
118.0 |
-2.4 |
-2.0% |
0.0 |
| Volume |
65,557 |
31,208 |
-34,349 |
-52.4% |
320,644 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,828.3 |
12,794.7 |
12,639.2 |
|
| R3 |
12,744.3 |
12,710.7 |
12,616.1 |
|
| R2 |
12,660.3 |
12,660.3 |
12,608.4 |
|
| R1 |
12,626.7 |
12,626.7 |
12,600.7 |
12,601.5 |
| PP |
12,576.3 |
12,576.3 |
12,576.3 |
12,563.8 |
| S1 |
12,542.7 |
12,542.7 |
12,585.3 |
12,517.5 |
| S2 |
12,492.3 |
12,492.3 |
12,577.6 |
|
| S3 |
12,408.3 |
12,458.7 |
12,569.9 |
|
| S4 |
12,324.3 |
12,374.7 |
12,546.8 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,158.3 |
13,058.7 |
12,693.7 |
|
| R3 |
12,975.3 |
12,875.7 |
12,643.3 |
|
| R2 |
12,792.3 |
12,792.3 |
12,626.6 |
|
| R1 |
12,692.7 |
12,692.7 |
12,609.8 |
12,651.0 |
| PP |
12,609.3 |
12,609.3 |
12,609.3 |
12,588.5 |
| S1 |
12,509.7 |
12,509.7 |
12,576.2 |
12,468.0 |
| S2 |
12,426.3 |
12,426.3 |
12,559.5 |
|
| S3 |
12,243.3 |
12,326.7 |
12,542.7 |
|
| S4 |
12,060.3 |
12,143.7 |
12,492.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,709.0 |
12,526.0 |
183.0 |
1.5% |
109.5 |
0.9% |
37% |
False |
True |
64,128 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
118.9 |
0.9% |
29% |
False |
False |
76,173 |
| 20 |
12,843.5 |
12,426.0 |
417.5 |
3.3% |
113.3 |
0.9% |
40% |
False |
False |
72,944 |
| 40 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
114.1 |
0.9% |
72% |
False |
False |
76,514 |
| 60 |
12,843.5 |
11,878.5 |
965.0 |
7.7% |
112.5 |
0.9% |
74% |
False |
False |
67,844 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.1 |
0.9% |
81% |
False |
False |
51,018 |
| 100 |
12,843.5 |
11,456.0 |
1,387.5 |
11.0% |
105.6 |
0.8% |
82% |
False |
False |
40,952 |
| 120 |
12,843.5 |
10,695.5 |
2,148.0 |
17.1% |
101.0 |
0.8% |
88% |
False |
False |
34,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,967.0 |
|
2.618 |
12,829.9 |
|
1.618 |
12,745.9 |
|
1.000 |
12,694.0 |
|
0.618 |
12,661.9 |
|
HIGH |
12,610.0 |
|
0.618 |
12,577.9 |
|
0.500 |
12,568.0 |
|
0.382 |
12,558.1 |
|
LOW |
12,526.0 |
|
0.618 |
12,474.1 |
|
1.000 |
12,442.0 |
|
1.618 |
12,390.1 |
|
2.618 |
12,306.1 |
|
4.250 |
12,169.0 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,584.7 |
12,617.5 |
| PP |
12,576.3 |
12,609.3 |
| S1 |
12,568.0 |
12,601.2 |
|