| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,729.00 |
2,693.25 |
-35.75 |
-1.3% |
2,728.75 |
| High |
2,731.75 |
2,729.25 |
-2.50 |
-0.1% |
2,741.75 |
| Low |
2,675.00 |
2,685.75 |
10.75 |
0.4% |
2,704.50 |
| Close |
2,692.25 |
2,724.50 |
32.25 |
1.2% |
2,718.25 |
| Range |
56.75 |
43.50 |
-13.25 |
-23.3% |
37.25 |
| ATR |
32.08 |
32.90 |
0.82 |
2.5% |
0.00 |
| Volume |
1,989,677 |
1,424,364 |
-565,313 |
-28.4% |
5,410,356 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.75 |
2,827.50 |
2,748.50 |
|
| R3 |
2,800.25 |
2,784.00 |
2,736.50 |
|
| R2 |
2,756.75 |
2,756.75 |
2,732.50 |
|
| R1 |
2,740.50 |
2,740.50 |
2,728.50 |
2,748.50 |
| PP |
2,713.25 |
2,713.25 |
2,713.25 |
2,717.25 |
| S1 |
2,697.00 |
2,697.00 |
2,720.50 |
2,705.00 |
| S2 |
2,669.75 |
2,669.75 |
2,716.50 |
|
| S3 |
2,626.25 |
2,653.50 |
2,712.50 |
|
| S4 |
2,582.75 |
2,610.00 |
2,700.50 |
|
|
| 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 |
2,737.75 |
2,675.00 |
62.75 |
2.3% |
36.00 |
1.3% |
79% |
False |
False |
1,396,194 |
| 10 |
2,741.75 |
2,675.00 |
66.75 |
2.4% |
27.75 |
1.0% |
74% |
False |
False |
1,196,666 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.5% |
29.25 |
1.1% |
89% |
False |
False |
1,281,389 |
| 40 |
2,741.75 |
2,559.50 |
182.25 |
6.7% |
35.00 |
1.3% |
91% |
False |
False |
1,445,501 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
39.00 |
1.4% |
68% |
False |
False |
1,547,089 |
| 80 |
2,807.25 |
2,532.50 |
274.75 |
10.1% |
46.50 |
1.7% |
70% |
False |
False |
1,166,985 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
42.75 |
1.6% |
55% |
False |
False |
936,657 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
38.25 |
1.4% |
55% |
False |
False |
781,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.00 |
|
2.618 |
2,843.25 |
|
1.618 |
2,799.75 |
|
1.000 |
2,772.75 |
|
0.618 |
2,756.25 |
|
HIGH |
2,729.25 |
|
0.618 |
2,712.75 |
|
0.500 |
2,707.50 |
|
0.382 |
2,702.25 |
|
LOW |
2,685.75 |
|
0.618 |
2,658.75 |
|
1.000 |
2,642.25 |
|
1.618 |
2,615.25 |
|
2.618 |
2,571.75 |
|
4.250 |
2,501.00 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.75 |
2,718.50 |
| PP |
2,713.25 |
2,712.50 |
| S1 |
2,707.50 |
2,706.50 |
|