| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,729.75 |
2,726.75 |
-3.00 |
-0.1% |
2,728.75 |
| High |
2,733.25 |
2,737.75 |
4.50 |
0.2% |
2,741.75 |
| Low |
2,705.75 |
2,713.75 |
8.00 |
0.3% |
2,704.50 |
| Close |
2,727.50 |
2,718.25 |
-9.25 |
-0.3% |
2,718.25 |
| Range |
27.50 |
24.00 |
-3.50 |
-12.7% |
37.25 |
| ATR |
30.66 |
30.18 |
-0.48 |
-1.6% |
0.00 |
| Volume |
1,277,264 |
993,783 |
-283,481 |
-22.2% |
5,410,356 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.25 |
2,780.75 |
2,731.50 |
|
| R3 |
2,771.25 |
2,756.75 |
2,724.75 |
|
| R2 |
2,747.25 |
2,747.25 |
2,722.75 |
|
| R1 |
2,732.75 |
2,732.75 |
2,720.50 |
2,728.00 |
| PP |
2,723.25 |
2,723.25 |
2,723.25 |
2,721.00 |
| S1 |
2,708.75 |
2,708.75 |
2,716.00 |
2,704.00 |
| S2 |
2,699.25 |
2,699.25 |
2,713.75 |
|
| S3 |
2,675.25 |
2,684.75 |
2,711.75 |
|
| S4 |
2,651.25 |
2,660.75 |
2,705.00 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.25 |
2,813.00 |
2,738.75 |
|
| R3 |
2,796.00 |
2,775.75 |
2,728.50 |
|
| R2 |
2,758.75 |
2,758.75 |
2,725.00 |
|
| R1 |
2,738.50 |
2,738.50 |
2,721.75 |
2,730.00 |
| PP |
2,721.50 |
2,721.50 |
2,721.50 |
2,717.25 |
| S1 |
2,701.25 |
2,701.25 |
2,714.75 |
2,692.75 |
| S2 |
2,684.25 |
2,684.25 |
2,711.50 |
|
| S3 |
2,647.00 |
2,664.00 |
2,708.00 |
|
| S4 |
2,609.75 |
2,626.75 |
2,697.75 |
|
|
| 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% |
23.00 |
0.8% |
37% |
False |
False |
1,082,071 |
| 10 |
2,741.75 |
2,700.50 |
41.25 |
1.5% |
22.50 |
0.8% |
43% |
False |
False |
1,101,769 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.5% |
28.00 |
1.0% |
84% |
False |
False |
1,243,923 |
| 40 |
2,741.75 |
2,552.00 |
189.75 |
7.0% |
36.00 |
1.3% |
88% |
False |
False |
1,475,539 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
39.25 |
1.4% |
65% |
False |
False |
1,491,872 |
| 80 |
2,841.75 |
2,532.50 |
309.25 |
11.4% |
46.50 |
1.7% |
60% |
False |
False |
1,124,736 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
42.00 |
1.5% |
53% |
False |
False |
902,578 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
37.75 |
1.4% |
53% |
False |
False |
752,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.75 |
|
2.618 |
2,800.50 |
|
1.618 |
2,776.50 |
|
1.000 |
2,761.75 |
|
0.618 |
2,752.50 |
|
HIGH |
2,737.75 |
|
0.618 |
2,728.50 |
|
0.500 |
2,725.75 |
|
0.382 |
2,723.00 |
|
LOW |
2,713.75 |
|
0.618 |
2,699.00 |
|
1.000 |
2,689.75 |
|
1.618 |
2,675.00 |
|
2.618 |
2,651.00 |
|
4.250 |
2,611.75 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,725.75 |
2,721.00 |
| PP |
2,723.25 |
2,720.25 |
| S1 |
2,720.75 |
2,719.25 |
|