| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,384.8 |
1,357.1 |
-27.7 |
-2.0% |
1,400.0 |
| High |
1,385.7 |
1,365.1 |
-20.6 |
-1.5% |
1,403.3 |
| Low |
1,352.8 |
1,344.1 |
-8.7 |
-0.6% |
1,376.0 |
| Close |
1,354.6 |
1,357.9 |
3.3 |
0.2% |
1,380.6 |
| Range |
32.9 |
21.0 |
-11.9 |
-36.2% |
27.3 |
| ATR |
19.2 |
19.3 |
0.1 |
0.7% |
0.0 |
| Volume |
261,184 |
201,967 |
-59,217 |
-22.7% |
612,879 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.8 |
1,409.3 |
1,369.5 |
|
| R3 |
1,397.8 |
1,388.3 |
1,363.8 |
|
| R2 |
1,376.8 |
1,376.8 |
1,361.8 |
|
| R1 |
1,367.3 |
1,367.3 |
1,359.8 |
1,372.0 |
| PP |
1,355.8 |
1,355.8 |
1,355.8 |
1,358.0 |
| S1 |
1,346.3 |
1,346.3 |
1,356.0 |
1,351.0 |
| S2 |
1,334.8 |
1,334.8 |
1,354.0 |
|
| S3 |
1,313.8 |
1,325.3 |
1,352.0 |
|
| S4 |
1,292.8 |
1,304.3 |
1,346.3 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.5 |
1,451.8 |
1,395.5 |
|
| R3 |
1,441.3 |
1,424.5 |
1,388.0 |
|
| R2 |
1,414.0 |
1,414.0 |
1,385.5 |
|
| R1 |
1,397.3 |
1,397.3 |
1,383.0 |
1,392.0 |
| PP |
1,386.8 |
1,386.8 |
1,386.8 |
1,384.0 |
| S1 |
1,370.0 |
1,370.0 |
1,378.0 |
1,364.8 |
| S2 |
1,359.3 |
1,359.3 |
1,375.5 |
|
| S3 |
1,332.0 |
1,342.8 |
1,373.0 |
|
| S4 |
1,304.8 |
1,315.3 |
1,365.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,399.2 |
1,344.1 |
55.1 |
4.1% |
19.0 |
1.4% |
25% |
False |
True |
166,290 |
| 10 |
1,403.3 |
1,344.1 |
59.2 |
4.4% |
18.0 |
1.3% |
23% |
False |
True |
141,107 |
| 20 |
1,426.3 |
1,344.1 |
82.2 |
6.1% |
17.5 |
1.3% |
17% |
False |
True |
138,877 |
| 40 |
1,426.3 |
1,332.2 |
94.1 |
6.9% |
19.0 |
1.4% |
27% |
False |
False |
144,341 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
7.0% |
18.8 |
1.4% |
28% |
False |
False |
130,022 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
7.0% |
16.3 |
1.2% |
28% |
False |
False |
97,523 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
7.0% |
14.3 |
1.1% |
28% |
False |
False |
78,021 |
| 120 |
1,426.3 |
1,307.6 |
118.7 |
8.7% |
12.5 |
0.9% |
42% |
False |
False |
65,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,454.3 |
|
2.618 |
1,420.0 |
|
1.618 |
1,399.0 |
|
1.000 |
1,386.0 |
|
0.618 |
1,378.0 |
|
HIGH |
1,365.0 |
|
0.618 |
1,357.0 |
|
0.500 |
1,354.5 |
|
0.382 |
1,352.0 |
|
LOW |
1,344.0 |
|
0.618 |
1,331.0 |
|
1.000 |
1,323.0 |
|
1.618 |
1,310.0 |
|
2.618 |
1,289.0 |
|
4.250 |
1,254.8 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,356.8 |
1,370.5 |
| PP |
1,355.8 |
1,366.3 |
| S1 |
1,354.5 |
1,362.0 |
|