| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,728.50 |
2,711.25 |
-17.25 |
-0.6% |
2,662.75 |
| High |
2,731.25 |
2,728.00 |
-3.25 |
-0.1% |
2,732.50 |
| Low |
2,700.50 |
2,704.50 |
4.00 |
0.1% |
2,652.25 |
| Close |
2,709.00 |
2,723.00 |
14.00 |
0.5% |
2,729.50 |
| Range |
30.75 |
23.50 |
-7.25 |
-23.6% |
80.25 |
| ATR |
35.24 |
34.40 |
-0.84 |
-2.4% |
0.00 |
| Volume |
1,519,108 |
1,057,687 |
-461,421 |
-30.4% |
5,922,269 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.00 |
2,779.50 |
2,736.00 |
|
| R3 |
2,765.50 |
2,756.00 |
2,729.50 |
|
| R2 |
2,742.00 |
2,742.00 |
2,727.25 |
|
| R1 |
2,732.50 |
2,732.50 |
2,725.25 |
2,737.25 |
| PP |
2,718.50 |
2,718.50 |
2,718.50 |
2,721.00 |
| S1 |
2,709.00 |
2,709.00 |
2,720.75 |
2,713.75 |
| S2 |
2,695.00 |
2,695.00 |
2,718.75 |
|
| S3 |
2,671.50 |
2,685.50 |
2,716.50 |
|
| S4 |
2,648.00 |
2,662.00 |
2,710.00 |
|
|
| 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 |
2,692.75 |
48.50 |
1.8% |
24.00 |
0.9% |
62% |
False |
False |
1,152,527 |
| 10 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
29.75 |
1.1% |
88% |
False |
False |
1,329,081 |
| 20 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
33.50 |
1.2% |
88% |
False |
False |
1,423,045 |
| 40 |
2,744.00 |
2,552.00 |
192.00 |
7.1% |
43.25 |
1.6% |
89% |
False |
False |
1,699,282 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
42.75 |
1.6% |
67% |
False |
False |
1,370,204 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
47.00 |
1.7% |
54% |
False |
False |
1,033,418 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
41.50 |
1.5% |
54% |
False |
False |
827,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.00 |
|
2.618 |
2,789.50 |
|
1.618 |
2,766.00 |
|
1.000 |
2,751.50 |
|
0.618 |
2,742.50 |
|
HIGH |
2,728.00 |
|
0.618 |
2,719.00 |
|
0.500 |
2,716.25 |
|
0.382 |
2,713.50 |
|
LOW |
2,704.50 |
|
0.618 |
2,690.00 |
|
1.000 |
2,681.00 |
|
1.618 |
2,666.50 |
|
2.618 |
2,643.00 |
|
4.250 |
2,604.50 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.75 |
2,722.25 |
| PP |
2,718.50 |
2,721.50 |
| S1 |
2,716.25 |
2,721.00 |
|