| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,593.5 |
12,610.0 |
16.5 |
0.1% |
12,665.0 |
| High |
12,610.0 |
12,647.5 |
37.5 |
0.3% |
12,709.0 |
| Low |
12,526.0 |
12,562.5 |
36.5 |
0.3% |
12,526.0 |
| Close |
12,593.0 |
12,588.5 |
-4.5 |
0.0% |
12,593.0 |
| Range |
84.0 |
85.0 |
1.0 |
1.2% |
183.0 |
| ATR |
118.0 |
115.6 |
-2.4 |
-2.0% |
0.0 |
| Volume |
31,208 |
109,141 |
77,933 |
249.7% |
320,644 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,854.5 |
12,806.5 |
12,635.3 |
|
| R3 |
12,769.5 |
12,721.5 |
12,611.9 |
|
| R2 |
12,684.5 |
12,684.5 |
12,604.1 |
|
| R1 |
12,636.5 |
12,636.5 |
12,596.3 |
12,618.0 |
| PP |
12,599.5 |
12,599.5 |
12,599.5 |
12,590.3 |
| S1 |
12,551.5 |
12,551.5 |
12,580.7 |
12,533.0 |
| S2 |
12,514.5 |
12,514.5 |
12,572.9 |
|
| S3 |
12,429.5 |
12,466.5 |
12,565.1 |
|
| S4 |
12,344.5 |
12,381.5 |
12,541.8 |
|
|
| 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% |
102.1 |
0.8% |
34% |
False |
False |
69,760 |
| 10 |
12,841.0 |
12,491.5 |
349.5 |
2.8% |
115.6 |
0.9% |
28% |
False |
False |
80,642 |
| 20 |
12,843.5 |
12,442.5 |
401.0 |
3.2% |
114.9 |
0.9% |
36% |
False |
False |
75,052 |
| 40 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
114.4 |
0.9% |
71% |
False |
False |
77,785 |
| 60 |
12,843.5 |
11,878.5 |
965.0 |
7.7% |
110.0 |
0.9% |
74% |
False |
False |
69,620 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.0 |
0.9% |
81% |
False |
False |
52,376 |
| 100 |
12,843.5 |
11,456.0 |
1,387.5 |
11.0% |
105.7 |
0.8% |
82% |
False |
False |
42,041 |
| 120 |
12,843.5 |
10,927.0 |
1,916.5 |
15.2% |
100.4 |
0.8% |
87% |
False |
False |
35,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,008.8 |
|
2.618 |
12,870.0 |
|
1.618 |
12,785.0 |
|
1.000 |
12,732.5 |
|
0.618 |
12,700.0 |
|
HIGH |
12,647.5 |
|
0.618 |
12,615.0 |
|
0.500 |
12,605.0 |
|
0.382 |
12,595.0 |
|
LOW |
12,562.5 |
|
0.618 |
12,510.0 |
|
1.000 |
12,477.5 |
|
1.618 |
12,425.0 |
|
2.618 |
12,340.0 |
|
4.250 |
12,201.3 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,605.0 |
12,617.5 |
| PP |
12,599.5 |
12,607.8 |
| S1 |
12,594.0 |
12,598.2 |
|