| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,357.1 |
1,359.2 |
2.1 |
0.2% |
1,383.0 |
| High |
1,365.1 |
1,373.6 |
8.5 |
0.6% |
1,399.2 |
| Low |
1,344.1 |
1,356.0 |
11.9 |
0.9% |
1,344.1 |
| Close |
1,357.9 |
1,365.9 |
8.0 |
0.6% |
1,365.9 |
| Range |
21.0 |
17.6 |
-3.4 |
-16.2% |
55.1 |
| ATR |
19.3 |
19.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
201,967 |
175,843 |
-26,124 |
-12.9% |
873,996 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.0 |
1,409.5 |
1,375.5 |
|
| R3 |
1,400.3 |
1,392.0 |
1,370.8 |
|
| R2 |
1,382.8 |
1,382.8 |
1,369.3 |
|
| R1 |
1,374.3 |
1,374.3 |
1,367.5 |
1,378.5 |
| PP |
1,365.3 |
1,365.3 |
1,365.3 |
1,367.3 |
| S1 |
1,356.8 |
1,356.8 |
1,364.3 |
1,361.0 |
| S2 |
1,347.5 |
1,347.5 |
1,362.8 |
|
| S3 |
1,330.0 |
1,339.3 |
1,361.0 |
|
| S4 |
1,312.3 |
1,321.5 |
1,356.3 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,535.0 |
1,505.5 |
1,396.3 |
|
| R3 |
1,480.0 |
1,450.5 |
1,381.0 |
|
| R2 |
1,424.8 |
1,424.8 |
1,376.0 |
|
| R1 |
1,395.3 |
1,395.3 |
1,371.0 |
1,382.5 |
| PP |
1,369.8 |
1,369.8 |
1,369.8 |
1,363.3 |
| S1 |
1,340.3 |
1,340.3 |
1,360.8 |
1,327.5 |
| S2 |
1,314.8 |
1,314.8 |
1,355.8 |
|
| S3 |
1,259.5 |
1,285.3 |
1,350.8 |
|
| S4 |
1,204.5 |
1,230.0 |
1,335.5 |
|
|
| 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 |
4.0% |
20.8 |
1.5% |
40% |
False |
False |
174,799 |
| 10 |
1,403.3 |
1,344.1 |
59.2 |
4.3% |
18.3 |
1.3% |
37% |
False |
False |
148,687 |
| 20 |
1,426.3 |
1,344.1 |
82.2 |
6.0% |
18.0 |
1.3% |
27% |
False |
False |
141,092 |
| 40 |
1,426.3 |
1,332.2 |
94.1 |
6.9% |
19.0 |
1.4% |
36% |
False |
False |
143,962 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
18.8 |
1.4% |
36% |
False |
False |
132,951 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
16.5 |
1.2% |
36% |
False |
False |
99,721 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
14.5 |
1.1% |
36% |
False |
False |
79,780 |
| 120 |
1,426.3 |
1,307.6 |
118.7 |
8.7% |
12.5 |
0.9% |
49% |
False |
False |
66,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,448.5 |
|
2.618 |
1,419.8 |
|
1.618 |
1,402.0 |
|
1.000 |
1,391.3 |
|
0.618 |
1,384.5 |
|
HIGH |
1,373.5 |
|
0.618 |
1,367.0 |
|
0.500 |
1,364.8 |
|
0.382 |
1,362.8 |
|
LOW |
1,356.0 |
|
0.618 |
1,345.0 |
|
1.000 |
1,338.5 |
|
1.618 |
1,327.5 |
|
2.618 |
1,310.0 |
|
4.250 |
1,281.3 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,365.5 |
1,365.5 |
| PP |
1,365.3 |
1,365.3 |
| S1 |
1,364.8 |
1,365.0 |
|