| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,260.0 |
1,263.2 |
3.2 |
0.3% |
1,231.3 |
| High |
1,265.8 |
1,267.1 |
1.3 |
0.1% |
1,268.3 |
| Low |
1,254.8 |
1,254.0 |
-0.8 |
-0.1% |
1,230.2 |
| Close |
1,264.8 |
1,258.9 |
-5.9 |
-0.5% |
1,256.8 |
| Range |
11.0 |
13.1 |
2.1 |
19.1% |
38.1 |
| ATR |
13.2 |
13.2 |
0.0 |
0.0% |
0.0 |
| Volume |
45,561 |
54,130 |
8,569 |
18.8% |
103,457 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,299.3 |
1,292.2 |
1,266.1 |
|
| R3 |
1,286.2 |
1,279.1 |
1,262.5 |
|
| R2 |
1,273.1 |
1,273.1 |
1,261.3 |
|
| R1 |
1,266.0 |
1,266.0 |
1,260.1 |
1,263.0 |
| PP |
1,260.0 |
1,260.0 |
1,260.0 |
1,258.5 |
| S1 |
1,252.9 |
1,252.9 |
1,257.7 |
1,249.9 |
| S2 |
1,246.9 |
1,246.9 |
1,256.5 |
|
| S3 |
1,233.8 |
1,239.8 |
1,255.3 |
|
| S4 |
1,220.7 |
1,226.7 |
1,251.7 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.1 |
1,349.5 |
1,277.8 |
|
| R3 |
1,328.0 |
1,311.4 |
1,267.3 |
|
| R2 |
1,289.9 |
1,289.9 |
1,263.8 |
|
| R1 |
1,273.3 |
1,273.3 |
1,260.3 |
1,281.6 |
| PP |
1,251.8 |
1,251.8 |
1,251.8 |
1,255.9 |
| S1 |
1,235.2 |
1,235.2 |
1,253.3 |
1,243.5 |
| S2 |
1,213.7 |
1,213.7 |
1,249.8 |
|
| S3 |
1,175.6 |
1,197.1 |
1,246.3 |
|
| S4 |
1,137.5 |
1,159.0 |
1,235.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,268.3 |
1,240.0 |
28.3 |
2.2% |
15.6 |
1.2% |
67% |
False |
False |
34,831 |
| 10 |
1,268.3 |
1,220.9 |
47.4 |
3.8% |
12.3 |
1.0% |
80% |
False |
False |
29,766 |
| 20 |
1,276.0 |
1,217.8 |
58.2 |
4.6% |
12.3 |
1.0% |
71% |
False |
False |
21,678 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.3 |
1.0% |
50% |
False |
False |
12,917 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.0 |
1.0% |
58% |
False |
False |
9,584 |
| 80 |
1,300.3 |
1,197.0 |
103.3 |
8.2% |
12.1 |
1.0% |
60% |
False |
False |
7,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,322.8 |
|
2.618 |
1,301.4 |
|
1.618 |
1,288.3 |
|
1.000 |
1,280.2 |
|
0.618 |
1,275.2 |
|
HIGH |
1,267.1 |
|
0.618 |
1,262.1 |
|
0.500 |
1,260.6 |
|
0.382 |
1,259.0 |
|
LOW |
1,254.0 |
|
0.618 |
1,245.9 |
|
1.000 |
1,240.9 |
|
1.618 |
1,232.8 |
|
2.618 |
1,219.7 |
|
4.250 |
1,198.3 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.6 |
1,258.7 |
| PP |
1,260.0 |
1,258.5 |
| S1 |
1,259.5 |
1,258.3 |
|