| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,364.00 |
2,381.75 |
17.75 |
0.8% |
2,388.75 |
| High |
2,388.00 |
2,394.25 |
6.25 |
0.3% |
2,404.50 |
| Low |
2,361.00 |
2,378.25 |
17.25 |
0.7% |
2,344.50 |
| Close |
2,381.50 |
2,392.75 |
11.25 |
0.5% |
2,381.50 |
| Range |
27.00 |
16.00 |
-11.00 |
-40.7% |
60.00 |
| ATR |
18.42 |
18.25 |
-0.17 |
-0.9% |
0.00 |
| Volume |
1,672,971 |
1,113,022 |
-559,949 |
-33.5% |
9,060,651 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,436.50 |
2,430.50 |
2,401.50 |
|
| R3 |
2,420.50 |
2,414.50 |
2,397.25 |
|
| R2 |
2,404.50 |
2,404.50 |
2,395.75 |
|
| R1 |
2,398.50 |
2,398.50 |
2,394.25 |
2,401.50 |
| PP |
2,388.50 |
2,388.50 |
2,388.50 |
2,390.00 |
| S1 |
2,382.50 |
2,382.50 |
2,391.25 |
2,385.50 |
| S2 |
2,372.50 |
2,372.50 |
2,389.75 |
|
| S3 |
2,356.50 |
2,366.50 |
2,388.25 |
|
| S4 |
2,340.50 |
2,350.50 |
2,384.00 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.75 |
2,529.25 |
2,414.50 |
|
| R3 |
2,496.75 |
2,469.25 |
2,398.00 |
|
| R2 |
2,436.75 |
2,436.75 |
2,392.50 |
|
| R1 |
2,409.25 |
2,409.25 |
2,387.00 |
2,393.00 |
| PP |
2,376.75 |
2,376.75 |
2,376.75 |
2,368.75 |
| S1 |
2,349.25 |
2,349.25 |
2,376.00 |
2,333.00 |
| S2 |
2,316.75 |
2,316.75 |
2,370.50 |
|
| S3 |
2,256.75 |
2,289.25 |
2,365.00 |
|
| S4 |
2,196.75 |
2,229.25 |
2,348.50 |
|
|
| 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 |
2,344.50 |
60.00 |
2.5% |
25.25 |
1.1% |
80% |
False |
False |
1,826,481 |
| 10 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
18.50 |
0.8% |
80% |
False |
False |
1,472,163 |
| 20 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
16.00 |
0.7% |
80% |
False |
False |
1,303,895 |
| 40 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.75 |
0.7% |
86% |
False |
False |
1,385,888 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.50 |
0.7% |
86% |
False |
False |
1,263,036 |
| 80 |
2,404.50 |
2,257.25 |
147.25 |
6.2% |
16.75 |
0.7% |
92% |
False |
False |
949,341 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.6% |
16.50 |
0.7% |
94% |
False |
False |
759,948 |
| 120 |
2,404.50 |
2,168.75 |
235.75 |
9.9% |
16.50 |
0.7% |
95% |
False |
False |
633,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.25 |
|
2.618 |
2,436.25 |
|
1.618 |
2,420.25 |
|
1.000 |
2,410.25 |
|
0.618 |
2,404.25 |
|
HIGH |
2,394.25 |
|
0.618 |
2,388.25 |
|
0.500 |
2,386.25 |
|
0.382 |
2,384.25 |
|
LOW |
2,378.25 |
|
0.618 |
2,368.25 |
|
1.000 |
2,362.25 |
|
1.618 |
2,352.25 |
|
2.618 |
2,336.25 |
|
4.250 |
2,310.25 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,390.50 |
2,385.00 |
| PP |
2,388.50 |
2,377.25 |
| S1 |
2,386.25 |
2,369.50 |
|