| 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 |
2,413.00 |
2,414.00 |
1.00 |
0.0% |
2,381.75 |
| High |
2,415.75 |
2,417.00 |
1.25 |
0.1% |
2,417.75 |
| Low |
2,408.00 |
2,407.75 |
-0.25 |
0.0% |
2,378.25 |
| Close |
2,413.75 |
2,410.75 |
-3.00 |
-0.1% |
2,413.75 |
| Range |
7.75 |
9.25 |
1.50 |
19.4% |
39.50 |
| ATR |
16.46 |
15.95 |
-0.52 |
-3.1% |
0.00 |
| Volume |
879,560 |
1,040,285 |
160,725 |
18.3% |
5,317,537 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.50 |
2,434.50 |
2,415.75 |
|
| R3 |
2,430.25 |
2,425.25 |
2,413.25 |
|
| R2 |
2,421.00 |
2,421.00 |
2,412.50 |
|
| R1 |
2,416.00 |
2,416.00 |
2,411.50 |
2,414.00 |
| PP |
2,411.75 |
2,411.75 |
2,411.75 |
2,410.75 |
| S1 |
2,406.75 |
2,406.75 |
2,410.00 |
2,404.50 |
| S2 |
2,402.50 |
2,402.50 |
2,409.00 |
|
| S3 |
2,393.25 |
2,397.50 |
2,408.25 |
|
| S4 |
2,384.00 |
2,388.25 |
2,405.75 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.75 |
2,507.25 |
2,435.50 |
|
| R3 |
2,482.25 |
2,467.75 |
2,424.50 |
|
| R2 |
2,442.75 |
2,442.75 |
2,421.00 |
|
| R1 |
2,428.25 |
2,428.25 |
2,417.25 |
2,435.50 |
| PP |
2,403.25 |
2,403.25 |
2,403.25 |
2,407.00 |
| S1 |
2,388.75 |
2,388.75 |
2,410.25 |
2,396.00 |
| S2 |
2,363.75 |
2,363.75 |
2,406.50 |
|
| S3 |
2,324.25 |
2,349.25 |
2,403.00 |
|
| S4 |
2,284.75 |
2,309.75 |
2,392.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,417.75 |
2,386.75 |
31.00 |
1.3% |
10.75 |
0.5% |
77% |
False |
False |
1,048,960 |
| 10 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
18.00 |
0.7% |
90% |
False |
False |
1,437,720 |
| 20 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
15.25 |
0.6% |
90% |
False |
False |
1,265,824 |
| 40 |
2,417.75 |
2,322.75 |
95.00 |
3.9% |
17.00 |
0.7% |
93% |
False |
False |
1,338,853 |
| 60 |
2,417.75 |
2,317.75 |
100.00 |
4.1% |
17.00 |
0.7% |
93% |
False |
False |
1,348,006 |
| 80 |
2,417.75 |
2,265.75 |
152.00 |
6.3% |
16.50 |
0.7% |
95% |
False |
False |
1,014,592 |
| 100 |
2,417.75 |
2,243.00 |
174.75 |
7.2% |
16.25 |
0.7% |
96% |
False |
False |
812,287 |
| 120 |
2,417.75 |
2,190.00 |
227.75 |
9.4% |
16.25 |
0.7% |
97% |
False |
False |
677,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.25 |
|
2.618 |
2,441.25 |
|
1.618 |
2,432.00 |
|
1.000 |
2,426.25 |
|
0.618 |
2,422.75 |
|
HIGH |
2,417.00 |
|
0.618 |
2,413.50 |
|
0.500 |
2,412.50 |
|
0.382 |
2,411.25 |
|
LOW |
2,407.75 |
|
0.618 |
2,402.00 |
|
1.000 |
2,398.50 |
|
1.618 |
2,392.75 |
|
2.618 |
2,383.50 |
|
4.250 |
2,368.50 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.50 |
2,410.50 |
| PP |
2,411.75 |
2,410.25 |
| S1 |
2,411.25 |
2,410.00 |
|