| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,731.25 |
2,724.50 |
-6.75 |
-0.2% |
2,727.25 |
| High |
2,741.75 |
2,733.00 |
-8.75 |
-0.3% |
2,741.25 |
| Low |
2,721.50 |
2,704.50 |
-17.00 |
-0.6% |
2,700.50 |
| Close |
2,726.00 |
2,730.75 |
4.75 |
0.2% |
2,713.00 |
| Range |
20.25 |
28.50 |
8.25 |
40.7% |
40.75 |
| ATR |
31.09 |
30.90 |
-0.18 |
-0.6% |
0.00 |
| Volume |
891,511 |
1,295,885 |
404,374 |
45.4% |
5,607,337 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.25 |
2,798.00 |
2,746.50 |
|
| R3 |
2,779.75 |
2,769.50 |
2,738.50 |
|
| R2 |
2,751.25 |
2,751.25 |
2,736.00 |
|
| R1 |
2,741.00 |
2,741.00 |
2,733.25 |
2,746.00 |
| PP |
2,722.75 |
2,722.75 |
2,722.75 |
2,725.25 |
| S1 |
2,712.50 |
2,712.50 |
2,728.25 |
2,717.50 |
| S2 |
2,694.25 |
2,694.25 |
2,725.50 |
|
| S3 |
2,665.75 |
2,684.00 |
2,723.00 |
|
| S4 |
2,637.25 |
2,655.50 |
2,715.00 |
|
|
| 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 |
2,741.75 |
2,704.50 |
37.25 |
1.4% |
20.50 |
0.8% |
70% |
False |
True |
1,044,777 |
| 10 |
2,741.75 |
2,692.75 |
49.00 |
1.8% |
22.25 |
0.8% |
78% |
False |
False |
1,098,652 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.5% |
28.25 |
1.0% |
93% |
False |
False |
1,251,465 |
| 40 |
2,741.75 |
2,552.00 |
189.75 |
6.9% |
37.25 |
1.4% |
94% |
False |
False |
1,539,909 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.3% |
40.50 |
1.5% |
70% |
False |
False |
1,455,523 |
| 80 |
2,862.25 |
2,532.50 |
329.75 |
12.1% |
46.75 |
1.7% |
60% |
False |
False |
1,097,597 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
42.00 |
1.5% |
57% |
False |
False |
880,002 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
38.00 |
1.4% |
57% |
False |
False |
733,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.00 |
|
2.618 |
2,807.50 |
|
1.618 |
2,779.00 |
|
1.000 |
2,761.50 |
|
0.618 |
2,750.50 |
|
HIGH |
2,733.00 |
|
0.618 |
2,722.00 |
|
0.500 |
2,718.75 |
|
0.382 |
2,715.50 |
|
LOW |
2,704.50 |
|
0.618 |
2,687.00 |
|
1.000 |
2,676.00 |
|
1.618 |
2,658.50 |
|
2.618 |
2,630.00 |
|
4.250 |
2,583.50 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.75 |
2,728.25 |
| PP |
2,722.75 |
2,725.75 |
| S1 |
2,718.75 |
2,723.00 |
|