| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,721.75 |
2,718.75 |
-3.00 |
-0.1% |
2,727.25 |
| High |
2,732.00 |
2,727.00 |
-5.00 |
-0.2% |
2,741.25 |
| Low |
2,711.00 |
2,708.75 |
-2.25 |
-0.1% |
2,700.50 |
| Close |
2,718.75 |
2,713.00 |
-5.75 |
-0.2% |
2,713.00 |
| Range |
21.00 |
18.25 |
-2.75 |
-13.1% |
40.75 |
| ATR |
33.44 |
32.36 |
-1.09 |
-3.2% |
0.00 |
| Volume |
1,071,506 |
1,013,073 |
-58,433 |
-5.5% |
5,607,337 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.00 |
2,760.25 |
2,723.00 |
|
| R3 |
2,752.75 |
2,742.00 |
2,718.00 |
|
| R2 |
2,734.50 |
2,734.50 |
2,716.25 |
|
| R1 |
2,723.75 |
2,723.75 |
2,714.75 |
2,720.00 |
| PP |
2,716.25 |
2,716.25 |
2,716.25 |
2,714.50 |
| S1 |
2,705.50 |
2,705.50 |
2,711.25 |
2,701.75 |
| S2 |
2,698.00 |
2,698.00 |
2,709.75 |
|
| S3 |
2,679.75 |
2,687.25 |
2,708.00 |
|
| S4 |
2,661.50 |
2,669.00 |
2,703.00 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.50 |
2,817.50 |
2,735.50 |
|
| R3 |
2,799.75 |
2,776.75 |
2,724.25 |
|
| R2 |
2,759.00 |
2,759.00 |
2,720.50 |
|
| R1 |
2,736.00 |
2,736.00 |
2,716.75 |
2,727.00 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,713.75 |
| S1 |
2,695.25 |
2,695.25 |
2,709.25 |
2,686.50 |
| S2 |
2,677.50 |
2,677.50 |
2,705.50 |
|
| S3 |
2,636.75 |
2,654.50 |
2,701.75 |
|
| S4 |
2,596.00 |
2,613.75 |
2,690.50 |
|
|
| 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 |
2,700.50 |
40.75 |
1.5% |
22.00 |
0.8% |
31% |
False |
False |
1,121,467 |
| 10 |
2,741.25 |
2,652.25 |
89.00 |
3.3% |
23.50 |
0.9% |
68% |
False |
False |
1,152,960 |
| 20 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
31.75 |
1.2% |
81% |
False |
False |
1,368,130 |
| 40 |
2,741.25 |
2,552.00 |
189.25 |
7.0% |
41.25 |
1.5% |
85% |
False |
False |
1,652,088 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
41.75 |
1.5% |
63% |
False |
False |
1,404,364 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
47.00 |
1.7% |
51% |
False |
False |
1,059,123 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
41.75 |
1.5% |
51% |
False |
False |
848,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.50 |
|
2.618 |
2,774.75 |
|
1.618 |
2,756.50 |
|
1.000 |
2,745.25 |
|
0.618 |
2,738.25 |
|
HIGH |
2,727.00 |
|
0.618 |
2,720.00 |
|
0.500 |
2,718.00 |
|
0.382 |
2,715.75 |
|
LOW |
2,708.75 |
|
0.618 |
2,697.50 |
|
1.000 |
2,690.50 |
|
1.618 |
2,679.25 |
|
2.618 |
2,661.00 |
|
4.250 |
2,631.25 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.00 |
2,718.25 |
| PP |
2,716.25 |
2,716.50 |
| S1 |
2,714.50 |
2,714.75 |
|