| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,263.2 |
1,253.8 |
-9.4 |
-0.7% |
1,231.3 |
| High |
1,267.1 |
1,262.2 |
-4.9 |
-0.4% |
1,268.3 |
| Low |
1,254.0 |
1,250.9 |
-3.1 |
-0.2% |
1,230.2 |
| Close |
1,258.9 |
1,256.5 |
-2.4 |
-0.2% |
1,256.8 |
| Range |
13.1 |
11.3 |
-1.8 |
-13.7% |
38.1 |
| ATR |
13.2 |
13.0 |
-0.1 |
-1.0% |
0.0 |
| Volume |
54,130 |
48,744 |
-5,386 |
-10.0% |
103,457 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.4 |
1,284.8 |
1,262.7 |
|
| R3 |
1,279.1 |
1,273.5 |
1,259.6 |
|
| R2 |
1,267.8 |
1,267.8 |
1,258.6 |
|
| R1 |
1,262.2 |
1,262.2 |
1,257.5 |
1,265.0 |
| PP |
1,256.5 |
1,256.5 |
1,256.5 |
1,258.0 |
| S1 |
1,250.9 |
1,250.9 |
1,255.5 |
1,253.7 |
| S2 |
1,245.2 |
1,245.2 |
1,254.4 |
|
| S3 |
1,233.9 |
1,239.6 |
1,253.4 |
|
| S4 |
1,222.6 |
1,228.3 |
1,250.3 |
|
|
| 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 |
1,249.1 |
19.2 |
1.5% |
12.9 |
1.0% |
39% |
False |
False |
39,633 |
| 10 |
1,268.3 |
1,220.9 |
47.4 |
3.8% |
12.6 |
1.0% |
75% |
False |
False |
32,917 |
| 20 |
1,275.7 |
1,217.8 |
57.9 |
4.6% |
12.3 |
1.0% |
67% |
False |
False |
23,849 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.3 |
1.0% |
47% |
False |
False |
14,052 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.1 |
1.0% |
56% |
False |
False |
10,350 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.1 |
1.0% |
56% |
False |
False |
8,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.2 |
|
2.618 |
1,291.8 |
|
1.618 |
1,280.5 |
|
1.000 |
1,273.5 |
|
0.618 |
1,269.2 |
|
HIGH |
1,262.2 |
|
0.618 |
1,257.9 |
|
0.500 |
1,256.6 |
|
0.382 |
1,255.2 |
|
LOW |
1,250.9 |
|
0.618 |
1,243.9 |
|
1.000 |
1,239.6 |
|
1.618 |
1,232.6 |
|
2.618 |
1,221.3 |
|
4.250 |
1,202.9 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.6 |
1,259.0 |
| PP |
1,256.5 |
1,258.2 |
| S1 |
1,256.5 |
1,257.3 |
|