| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,610.0 |
12,575.5 |
-34.5 |
-0.3% |
12,665.0 |
| High |
12,647.5 |
12,708.5 |
61.0 |
0.5% |
12,709.0 |
| Low |
12,562.5 |
12,575.5 |
13.0 |
0.1% |
12,526.0 |
| Close |
12,588.5 |
12,638.0 |
49.5 |
0.4% |
12,593.0 |
| Range |
85.0 |
133.0 |
48.0 |
56.5% |
183.0 |
| ATR |
115.6 |
116.9 |
1.2 |
1.1% |
0.0 |
| Volume |
109,141 |
71,391 |
-37,750 |
-34.6% |
320,644 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,039.7 |
12,971.8 |
12,711.2 |
|
| R3 |
12,906.7 |
12,838.8 |
12,674.6 |
|
| R2 |
12,773.7 |
12,773.7 |
12,662.4 |
|
| R1 |
12,705.8 |
12,705.8 |
12,650.2 |
12,739.8 |
| PP |
12,640.7 |
12,640.7 |
12,640.7 |
12,657.6 |
| S1 |
12,572.8 |
12,572.8 |
12,625.8 |
12,606.8 |
| S2 |
12,507.7 |
12,507.7 |
12,613.6 |
|
| S3 |
12,374.7 |
12,439.8 |
12,601.4 |
|
| S4 |
12,241.7 |
12,306.8 |
12,564.9 |
|
|
| 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 |
1.4% |
104.7 |
0.8% |
61% |
False |
False |
72,174 |
| 10 |
12,787.5 |
12,491.5 |
296.0 |
2.3% |
122.0 |
1.0% |
49% |
False |
False |
76,471 |
| 20 |
12,843.5 |
12,487.5 |
356.0 |
2.8% |
116.6 |
0.9% |
42% |
False |
False |
75,573 |
| 40 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
116.1 |
0.9% |
77% |
False |
False |
77,859 |
| 60 |
12,843.5 |
11,878.5 |
965.0 |
7.6% |
111.4 |
0.9% |
79% |
False |
False |
70,801 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.8 |
0.9% |
85% |
False |
False |
53,266 |
| 100 |
12,843.5 |
11,456.0 |
1,387.5 |
11.0% |
106.4 |
0.8% |
85% |
False |
False |
42,754 |
| 120 |
12,843.5 |
11,050.0 |
1,793.5 |
14.2% |
100.5 |
0.8% |
89% |
False |
False |
35,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,273.8 |
|
2.618 |
13,056.7 |
|
1.618 |
12,923.7 |
|
1.000 |
12,841.5 |
|
0.618 |
12,790.7 |
|
HIGH |
12,708.5 |
|
0.618 |
12,657.7 |
|
0.500 |
12,642.0 |
|
0.382 |
12,626.3 |
|
LOW |
12,575.5 |
|
0.618 |
12,493.3 |
|
1.000 |
12,442.5 |
|
1.618 |
12,360.3 |
|
2.618 |
12,227.3 |
|
4.250 |
12,010.3 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,642.0 |
12,631.1 |
| PP |
12,640.7 |
12,624.2 |
| S1 |
12,639.3 |
12,617.3 |
|