| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,261.6 |
1,258.6 |
-3.0 |
-0.2% |
1,260.0 |
| High |
1,262.8 |
1,272.7 |
9.9 |
0.8% |
1,272.7 |
| Low |
1,256.9 |
1,256.2 |
-0.7 |
-0.1% |
1,250.9 |
| Close |
1,259.8 |
1,271.4 |
11.6 |
0.9% |
1,271.4 |
| Range |
5.9 |
16.5 |
10.6 |
179.7% |
21.8 |
| ATR |
12.6 |
12.8 |
0.3 |
2.2% |
0.0 |
| Volume |
63,165 |
158,997 |
95,832 |
151.7% |
370,597 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.3 |
1,310.3 |
1,280.5 |
|
| R3 |
1,299.8 |
1,293.8 |
1,275.9 |
|
| R2 |
1,283.3 |
1,283.3 |
1,274.4 |
|
| R1 |
1,277.3 |
1,277.3 |
1,272.9 |
1,280.3 |
| PP |
1,266.8 |
1,266.8 |
1,266.8 |
1,268.3 |
| S1 |
1,260.8 |
1,260.8 |
1,269.9 |
1,263.8 |
| S2 |
1,250.3 |
1,250.3 |
1,268.4 |
|
| S3 |
1,233.8 |
1,244.3 |
1,266.9 |
|
| S4 |
1,217.3 |
1,227.8 |
1,262.3 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.4 |
1,322.7 |
1,283.4 |
|
| R3 |
1,308.6 |
1,300.9 |
1,277.4 |
|
| R2 |
1,286.8 |
1,286.8 |
1,275.4 |
|
| R1 |
1,279.1 |
1,279.1 |
1,273.4 |
1,283.0 |
| PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,266.9 |
| S1 |
1,257.3 |
1,257.3 |
1,269.4 |
1,261.2 |
| S2 |
1,243.2 |
1,243.2 |
1,267.4 |
|
| S3 |
1,221.4 |
1,235.5 |
1,265.4 |
|
| S4 |
1,199.6 |
1,213.7 |
1,259.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,272.7 |
1,250.9 |
21.8 |
1.7% |
11.6 |
0.9% |
94% |
True |
False |
74,119 |
| 10 |
1,272.7 |
1,230.2 |
42.5 |
3.3% |
13.1 |
1.0% |
97% |
True |
False |
47,405 |
| 20 |
1,275.7 |
1,217.8 |
57.9 |
4.6% |
12.7 |
1.0% |
93% |
False |
False |
34,518 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.4 |
1.0% |
65% |
False |
False |
19,398 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
11.9 |
0.9% |
71% |
False |
False |
13,978 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.0 |
0.9% |
71% |
False |
False |
10,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.8 |
|
2.618 |
1,315.9 |
|
1.618 |
1,299.4 |
|
1.000 |
1,289.2 |
|
0.618 |
1,282.9 |
|
HIGH |
1,272.7 |
|
0.618 |
1,266.4 |
|
0.500 |
1,264.5 |
|
0.382 |
1,262.5 |
|
LOW |
1,256.2 |
|
0.618 |
1,246.0 |
|
1.000 |
1,239.7 |
|
1.618 |
1,229.5 |
|
2.618 |
1,213.0 |
|
4.250 |
1,186.1 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,269.1 |
1,268.2 |
| PP |
1,266.8 |
1,265.0 |
| S1 |
1,264.5 |
1,261.8 |
|