| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,727.25 |
2,728.50 |
1.25 |
0.0% |
2,662.75 |
| High |
2,741.25 |
2,731.25 |
-10.00 |
-0.4% |
2,732.50 |
| Low |
2,724.25 |
2,700.50 |
-23.75 |
-0.9% |
2,652.25 |
| Close |
2,731.00 |
2,709.00 |
-22.00 |
-0.8% |
2,729.50 |
| Range |
17.00 |
30.75 |
13.75 |
80.9% |
80.25 |
| ATR |
35.58 |
35.24 |
-0.35 |
-1.0% |
0.00 |
| Volume |
945,963 |
1,519,108 |
573,145 |
60.6% |
5,922,269 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.75 |
2,788.25 |
2,726.00 |
|
| R3 |
2,775.00 |
2,757.50 |
2,717.50 |
|
| R2 |
2,744.25 |
2,744.25 |
2,714.75 |
|
| R1 |
2,726.75 |
2,726.75 |
2,711.75 |
2,720.00 |
| PP |
2,713.50 |
2,713.50 |
2,713.50 |
2,710.25 |
| S1 |
2,696.00 |
2,696.00 |
2,706.25 |
2,689.50 |
| S2 |
2,682.75 |
2,682.75 |
2,703.25 |
|
| S3 |
2,652.00 |
2,665.25 |
2,700.50 |
|
| S4 |
2,621.25 |
2,634.50 |
2,692.00 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.50 |
2,917.75 |
2,773.75 |
|
| R3 |
2,865.25 |
2,837.50 |
2,751.50 |
|
| R2 |
2,785.00 |
2,785.00 |
2,744.25 |
|
| R1 |
2,757.25 |
2,757.25 |
2,736.75 |
2,771.00 |
| PP |
2,704.75 |
2,704.75 |
2,704.75 |
2,711.75 |
| S1 |
2,677.00 |
2,677.00 |
2,722.25 |
2,691.00 |
| S2 |
2,624.50 |
2,624.50 |
2,714.75 |
|
| S3 |
2,544.25 |
2,596.75 |
2,707.50 |
|
| S4 |
2,464.00 |
2,516.50 |
2,685.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,741.25 |
2,666.50 |
74.75 |
2.8% |
26.00 |
1.0% |
57% |
False |
False |
1,191,334 |
| 10 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
30.75 |
1.1% |
79% |
False |
False |
1,366,112 |
| 20 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
33.00 |
1.2% |
79% |
False |
False |
1,422,403 |
| 40 |
2,744.00 |
2,552.00 |
192.00 |
7.1% |
43.00 |
1.6% |
82% |
False |
False |
1,700,338 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
43.00 |
1.6% |
62% |
False |
False |
1,352,727 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
47.25 |
1.7% |
50% |
False |
False |
1,020,340 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
41.50 |
1.5% |
50% |
False |
False |
817,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.00 |
|
2.618 |
2,811.75 |
|
1.618 |
2,781.00 |
|
1.000 |
2,762.00 |
|
0.618 |
2,750.25 |
|
HIGH |
2,731.25 |
|
0.618 |
2,719.50 |
|
0.500 |
2,716.00 |
|
0.382 |
2,712.25 |
|
LOW |
2,700.50 |
|
0.618 |
2,681.50 |
|
1.000 |
2,669.75 |
|
1.618 |
2,650.75 |
|
2.618 |
2,620.00 |
|
4.250 |
2,569.75 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.00 |
2,721.00 |
| PP |
2,713.50 |
2,717.00 |
| S1 |
2,711.25 |
2,713.00 |
|