| 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 |
1,381.0 |
1,378.6 |
-2.4 |
-0.2% |
1,365.9 |
| High |
1,383.8 |
1,380.3 |
-3.5 |
-0.3% |
1,392.3 |
| Low |
1,373.5 |
1,367.8 |
-5.7 |
-0.4% |
1,362.5 |
| Close |
1,379.8 |
1,370.0 |
-9.8 |
-0.7% |
1,379.8 |
| Range |
10.3 |
12.5 |
2.2 |
21.4% |
29.8 |
| ATR |
17.3 |
17.0 |
-0.3 |
-2.0% |
0.0 |
| Volume |
97,886 |
113,450 |
15,564 |
15.9% |
541,699 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.3 |
1,402.5 |
1,377.0 |
|
| R3 |
1,397.8 |
1,390.0 |
1,373.5 |
|
| R2 |
1,385.3 |
1,385.3 |
1,372.3 |
|
| R1 |
1,377.5 |
1,377.5 |
1,371.3 |
1,375.3 |
| PP |
1,372.8 |
1,372.8 |
1,372.8 |
1,371.5 |
| S1 |
1,365.0 |
1,365.0 |
1,368.8 |
1,362.8 |
| S2 |
1,360.3 |
1,360.3 |
1,367.8 |
|
| S3 |
1,347.8 |
1,352.5 |
1,366.5 |
|
| S4 |
1,335.3 |
1,340.0 |
1,363.0 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.5 |
1,453.5 |
1,396.3 |
|
| R3 |
1,437.8 |
1,423.8 |
1,388.0 |
|
| R2 |
1,408.0 |
1,408.0 |
1,385.3 |
|
| R1 |
1,394.0 |
1,394.0 |
1,382.5 |
1,401.0 |
| PP |
1,378.3 |
1,378.3 |
1,378.3 |
1,381.8 |
| S1 |
1,364.0 |
1,364.0 |
1,377.0 |
1,371.3 |
| S2 |
1,348.5 |
1,348.5 |
1,374.3 |
|
| S3 |
1,318.5 |
1,334.3 |
1,371.5 |
|
| S4 |
1,288.8 |
1,304.5 |
1,363.5 |
|
|
| 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 |
1,367.8 |
24.5 |
1.8% |
12.8 |
0.9% |
9% |
False |
True |
109,068 |
| 10 |
1,396.9 |
1,344.1 |
52.8 |
3.9% |
16.5 |
1.2% |
49% |
False |
False |
141,072 |
| 20 |
1,410.9 |
1,344.1 |
66.8 |
4.9% |
16.5 |
1.2% |
39% |
False |
False |
130,732 |
| 40 |
1,426.3 |
1,338.6 |
87.7 |
6.4% |
18.3 |
1.3% |
36% |
False |
False |
139,989 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
18.3 |
1.3% |
40% |
False |
False |
143,844 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
16.8 |
1.2% |
40% |
False |
False |
107,909 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
15.0 |
1.1% |
40% |
False |
False |
86,330 |
| 120 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
13.0 |
1.0% |
40% |
False |
False |
71,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.5 |
|
2.618 |
1,413.0 |
|
1.618 |
1,400.5 |
|
1.000 |
1,392.8 |
|
0.618 |
1,388.0 |
|
HIGH |
1,380.3 |
|
0.618 |
1,375.5 |
|
0.500 |
1,374.0 |
|
0.382 |
1,372.5 |
|
LOW |
1,367.8 |
|
0.618 |
1,360.0 |
|
1.000 |
1,355.3 |
|
1.618 |
1,347.5 |
|
2.618 |
1,335.0 |
|
4.250 |
1,314.8 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,374.0 |
1,380.0 |
| PP |
1,372.8 |
1,376.8 |
| S1 |
1,371.3 |
1,373.3 |
|