| 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 |
1,378.6 |
1,371.0 |
-7.6 |
-0.6% |
1,365.9 |
| High |
1,380.3 |
1,376.5 |
-3.8 |
-0.3% |
1,392.3 |
| Low |
1,367.8 |
1,351.8 |
-16.0 |
-1.2% |
1,362.5 |
| Close |
1,370.0 |
1,369.1 |
-0.9 |
-0.1% |
1,379.8 |
| Range |
12.5 |
24.7 |
12.2 |
97.6% |
29.8 |
| ATR |
17.0 |
17.6 |
0.5 |
3.2% |
0.0 |
| Volume |
113,450 |
164,868 |
51,418 |
45.3% |
541,699 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.0 |
1,429.3 |
1,382.8 |
|
| R3 |
1,415.3 |
1,404.5 |
1,376.0 |
|
| R2 |
1,390.5 |
1,390.5 |
1,373.8 |
|
| R1 |
1,379.8 |
1,379.8 |
1,371.3 |
1,372.8 |
| PP |
1,365.8 |
1,365.8 |
1,365.8 |
1,362.3 |
| S1 |
1,355.0 |
1,355.0 |
1,366.8 |
1,348.0 |
| S2 |
1,341.0 |
1,341.0 |
1,364.5 |
|
| S3 |
1,316.5 |
1,330.5 |
1,362.3 |
|
| S4 |
1,291.8 |
1,305.8 |
1,355.5 |
|
|
| 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 |
1,351.8 |
40.5 |
3.0% |
14.8 |
1.1% |
43% |
False |
True |
119,098 |
| 10 |
1,392.3 |
1,344.1 |
48.2 |
3.5% |
17.5 |
1.3% |
52% |
False |
False |
145,901 |
| 20 |
1,403.3 |
1,344.1 |
59.2 |
4.3% |
16.8 |
1.2% |
42% |
False |
False |
133,695 |
| 40 |
1,426.3 |
1,338.6 |
87.7 |
6.4% |
18.3 |
1.3% |
35% |
False |
False |
139,958 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
18.3 |
1.3% |
39% |
False |
False |
146,576 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
17.0 |
1.2% |
39% |
False |
False |
109,970 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
15.0 |
1.1% |
39% |
False |
False |
87,978 |
| 120 |
1,426.3 |
1,331.8 |
94.5 |
6.9% |
13.3 |
1.0% |
39% |
False |
False |
73,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.5 |
|
2.618 |
1,441.3 |
|
1.618 |
1,416.5 |
|
1.000 |
1,401.3 |
|
0.618 |
1,391.8 |
|
HIGH |
1,376.5 |
|
0.618 |
1,367.0 |
|
0.500 |
1,364.3 |
|
0.382 |
1,361.3 |
|
LOW |
1,351.8 |
|
0.618 |
1,336.5 |
|
1.000 |
1,327.0 |
|
1.618 |
1,311.8 |
|
2.618 |
1,287.3 |
|
4.250 |
1,246.8 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,367.5 |
1,368.8 |
| PP |
1,365.8 |
1,368.3 |
| S1 |
1,364.3 |
1,367.8 |
|