| 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 |
2,414.00 |
2,410.50 |
-3.50 |
-0.1% |
2,381.75 |
| High |
2,417.00 |
2,416.75 |
-0.25 |
0.0% |
2,417.75 |
| Low |
2,407.75 |
2,402.75 |
-5.00 |
-0.2% |
2,378.25 |
| Close |
2,410.75 |
2,411.00 |
0.25 |
0.0% |
2,413.75 |
| Range |
9.25 |
14.00 |
4.75 |
51.4% |
39.50 |
| ATR |
15.95 |
15.81 |
-0.14 |
-0.9% |
0.00 |
| Volume |
1,040,285 |
1,729,723 |
689,438 |
66.3% |
5,317,537 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.25 |
2,445.50 |
2,418.75 |
|
| R3 |
2,438.25 |
2,431.50 |
2,414.75 |
|
| R2 |
2,424.25 |
2,424.25 |
2,413.50 |
|
| R1 |
2,417.50 |
2,417.50 |
2,412.25 |
2,421.00 |
| PP |
2,410.25 |
2,410.25 |
2,410.25 |
2,411.75 |
| S1 |
2,403.50 |
2,403.50 |
2,409.75 |
2,407.00 |
| S2 |
2,396.25 |
2,396.25 |
2,408.50 |
|
| S3 |
2,382.25 |
2,389.50 |
2,407.25 |
|
| S4 |
2,368.25 |
2,375.50 |
2,403.25 |
|
|
| 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 |
2,394.75 |
23.00 |
1.0% |
11.00 |
0.5% |
71% |
False |
False |
1,189,907 |
| 10 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
18.50 |
0.8% |
91% |
False |
False |
1,503,582 |
| 20 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
15.50 |
0.6% |
91% |
False |
False |
1,304,361 |
| 40 |
2,417.75 |
2,322.75 |
95.00 |
3.9% |
16.75 |
0.7% |
93% |
False |
False |
1,339,196 |
| 60 |
2,417.75 |
2,317.75 |
100.00 |
4.1% |
17.00 |
0.7% |
93% |
False |
False |
1,375,874 |
| 80 |
2,417.75 |
2,276.00 |
141.75 |
5.9% |
16.50 |
0.7% |
95% |
False |
False |
1,036,155 |
| 100 |
2,417.75 |
2,243.00 |
174.75 |
7.2% |
16.25 |
0.7% |
96% |
False |
False |
829,523 |
| 120 |
2,417.75 |
2,196.25 |
221.50 |
9.2% |
16.25 |
0.7% |
97% |
False |
False |
691,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.25 |
|
2.618 |
2,453.50 |
|
1.618 |
2,439.50 |
|
1.000 |
2,430.75 |
|
0.618 |
2,425.50 |
|
HIGH |
2,416.75 |
|
0.618 |
2,411.50 |
|
0.500 |
2,409.75 |
|
0.382 |
2,408.00 |
|
LOW |
2,402.75 |
|
0.618 |
2,394.00 |
|
1.000 |
2,388.75 |
|
1.618 |
2,380.00 |
|
2.618 |
2,366.00 |
|
4.250 |
2,343.25 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,410.50 |
2,410.50 |
| PP |
2,410.25 |
2,410.25 |
| S1 |
2,409.75 |
2,410.00 |
|