| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,399.75 |
2,396.50 |
-3.25 |
-0.1% |
2,402.50 |
| High |
2,404.50 |
2,396.75 |
-7.75 |
-0.3% |
2,403.75 |
| Low |
2,393.75 |
2,354.75 |
-39.00 |
-1.6% |
2,379.00 |
| Close |
2,397.00 |
2,357.50 |
-39.50 |
-1.6% |
2,388.75 |
| Range |
10.75 |
42.00 |
31.25 |
290.7% |
24.75 |
| ATR |
14.82 |
16.78 |
1.96 |
13.2% |
0.00 |
| Volume |
1,071,111 |
2,814,349 |
1,743,238 |
162.8% |
5,505,120 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.75 |
2,468.50 |
2,380.50 |
|
| R3 |
2,453.75 |
2,426.50 |
2,369.00 |
|
| R2 |
2,411.75 |
2,411.75 |
2,365.25 |
|
| R1 |
2,384.50 |
2,384.50 |
2,361.25 |
2,377.00 |
| PP |
2,369.75 |
2,369.75 |
2,369.75 |
2,366.00 |
| S1 |
2,342.50 |
2,342.50 |
2,353.75 |
2,335.00 |
| S2 |
2,327.75 |
2,327.75 |
2,349.75 |
|
| S3 |
2,285.75 |
2,300.50 |
2,346.00 |
|
| S4 |
2,243.75 |
2,258.50 |
2,334.50 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.75 |
2,451.50 |
2,402.25 |
|
| R3 |
2,440.00 |
2,426.75 |
2,395.50 |
|
| R2 |
2,415.25 |
2,415.25 |
2,393.25 |
|
| R1 |
2,402.00 |
2,402.00 |
2,391.00 |
2,396.25 |
| PP |
2,390.50 |
2,390.50 |
2,390.50 |
2,387.50 |
| S1 |
2,377.25 |
2,377.25 |
2,386.50 |
2,371.50 |
| S2 |
2,365.75 |
2,365.75 |
2,384.25 |
|
| S3 |
2,341.00 |
2,352.50 |
2,382.00 |
|
| S4 |
2,316.25 |
2,327.75 |
2,375.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,404.50 |
2,354.75 |
49.75 |
2.1% |
18.00 |
0.8% |
6% |
False |
True |
1,474,077 |
| 10 |
2,404.50 |
2,354.75 |
49.75 |
2.1% |
16.00 |
0.7% |
6% |
False |
True |
1,278,920 |
| 20 |
2,404.50 |
2,332.50 |
72.00 |
3.1% |
15.00 |
0.6% |
35% |
False |
False |
1,256,562 |
| 40 |
2,404.50 |
2,317.75 |
86.75 |
3.7% |
17.25 |
0.7% |
46% |
False |
False |
1,382,595 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.7% |
16.75 |
0.7% |
46% |
False |
False |
1,176,119 |
| 80 |
2,404.50 |
2,254.25 |
150.25 |
6.4% |
16.50 |
0.7% |
69% |
False |
False |
883,882 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.7% |
16.25 |
0.7% |
74% |
False |
False |
707,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.25 |
|
2.618 |
2,506.75 |
|
1.618 |
2,464.75 |
|
1.000 |
2,438.75 |
|
0.618 |
2,422.75 |
|
HIGH |
2,396.75 |
|
0.618 |
2,380.75 |
|
0.500 |
2,375.75 |
|
0.382 |
2,370.75 |
|
LOW |
2,354.75 |
|
0.618 |
2,328.75 |
|
1.000 |
2,312.75 |
|
1.618 |
2,286.75 |
|
2.618 |
2,244.75 |
|
4.250 |
2,176.25 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,375.75 |
2,379.50 |
| PP |
2,369.75 |
2,372.25 |
| S1 |
2,363.50 |
2,365.00 |
|