| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,379.2 |
1,381.2 |
2.0 |
0.1% |
1,383.0 |
| High |
1,386.5 |
1,392.3 |
5.8 |
0.4% |
1,399.2 |
| Low |
1,374.2 |
1,377.9 |
3.7 |
0.3% |
1,344.1 |
| Close |
1,380.8 |
1,380.9 |
0.1 |
0.0% |
1,365.9 |
| Range |
12.3 |
14.4 |
2.1 |
17.1% |
55.1 |
| ATR |
18.2 |
17.9 |
-0.3 |
-1.5% |
0.0 |
| Volume |
106,881 |
112,407 |
5,526 |
5.2% |
873,996 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,427.0 |
1,418.3 |
1,388.8 |
|
| R3 |
1,412.5 |
1,404.0 |
1,384.8 |
|
| R2 |
1,398.0 |
1,398.0 |
1,383.5 |
|
| R1 |
1,389.5 |
1,389.5 |
1,382.3 |
1,386.5 |
| PP |
1,383.8 |
1,383.8 |
1,383.8 |
1,382.3 |
| S1 |
1,375.0 |
1,375.0 |
1,379.5 |
1,372.3 |
| S2 |
1,369.3 |
1,369.3 |
1,378.3 |
|
| S3 |
1,355.0 |
1,360.8 |
1,377.0 |
|
| S4 |
1,340.5 |
1,346.3 |
1,373.0 |
|
|
| 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 |
1,392.3 |
1,356.0 |
36.3 |
2.6% |
14.8 |
1.1% |
69% |
True |
False |
123,931 |
| 10 |
1,399.2 |
1,344.1 |
55.1 |
4.0% |
17.0 |
1.2% |
67% |
False |
False |
145,110 |
| 20 |
1,420.9 |
1,344.1 |
76.8 |
5.6% |
17.5 |
1.3% |
48% |
False |
False |
134,303 |
| 40 |
1,426.3 |
1,338.6 |
87.7 |
6.4% |
18.5 |
1.3% |
48% |
False |
False |
140,969 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
18.3 |
1.3% |
52% |
False |
False |
140,329 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
16.5 |
1.2% |
52% |
False |
False |
105,268 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
14.8 |
1.1% |
52% |
False |
False |
84,217 |
| 120 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
13.0 |
0.9% |
52% |
False |
False |
70,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,453.5 |
|
2.618 |
1,430.0 |
|
1.618 |
1,415.5 |
|
1.000 |
1,406.8 |
|
0.618 |
1,401.3 |
|
HIGH |
1,392.3 |
|
0.618 |
1,386.8 |
|
0.500 |
1,385.0 |
|
0.382 |
1,383.5 |
|
LOW |
1,378.0 |
|
0.618 |
1,369.0 |
|
1.000 |
1,363.5 |
|
1.618 |
1,354.5 |
|
2.618 |
1,340.3 |
|
4.250 |
1,316.8 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.0 |
1,381.0 |
| PP |
1,383.8 |
1,381.0 |
| S1 |
1,382.3 |
1,381.0 |
|