| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,693.25 |
2,720.25 |
27.00 |
1.0% |
2,728.75 |
| High |
2,729.25 |
2,728.25 |
-1.00 |
0.0% |
2,741.75 |
| Low |
2,685.75 |
2,699.75 |
14.00 |
0.5% |
2,704.50 |
| Close |
2,724.50 |
2,705.50 |
-19.00 |
-0.7% |
2,718.25 |
| Range |
43.50 |
28.50 |
-15.00 |
-34.5% |
37.25 |
| ATR |
32.90 |
32.58 |
-0.31 |
-1.0% |
0.00 |
| Volume |
1,424,364 |
1,665,452 |
241,088 |
16.9% |
5,410,356 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.75 |
2,779.50 |
2,721.25 |
|
| R3 |
2,768.25 |
2,751.00 |
2,713.25 |
|
| R2 |
2,739.75 |
2,739.75 |
2,710.75 |
|
| R1 |
2,722.50 |
2,722.50 |
2,708.00 |
2,717.00 |
| PP |
2,711.25 |
2,711.25 |
2,711.25 |
2,708.25 |
| S1 |
2,694.00 |
2,694.00 |
2,703.00 |
2,688.50 |
| S2 |
2,682.75 |
2,682.75 |
2,700.25 |
|
| S3 |
2,654.25 |
2,665.50 |
2,697.75 |
|
| S4 |
2,625.75 |
2,637.00 |
2,689.75 |
|
|
| 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% |
49% |
False |
False |
1,470,108 |
| 10 |
2,741.75 |
2,675.00 |
66.75 |
2.5% |
28.25 |
1.0% |
46% |
False |
False |
1,257,442 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.6% |
29.00 |
1.1% |
76% |
False |
False |
1,293,262 |
| 40 |
2,741.75 |
2,584.50 |
157.25 |
5.8% |
33.50 |
1.2% |
77% |
False |
False |
1,430,952 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
39.25 |
1.4% |
60% |
False |
False |
1,572,725 |
| 80 |
2,807.25 |
2,532.50 |
274.75 |
10.2% |
44.75 |
1.7% |
63% |
False |
False |
1,187,380 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
42.75 |
1.6% |
49% |
False |
False |
953,236 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
38.25 |
1.4% |
49% |
False |
False |
794,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.50 |
|
2.618 |
2,802.75 |
|
1.618 |
2,774.25 |
|
1.000 |
2,756.75 |
|
0.618 |
2,745.75 |
|
HIGH |
2,728.25 |
|
0.618 |
2,717.25 |
|
0.500 |
2,714.00 |
|
0.382 |
2,710.75 |
|
LOW |
2,699.75 |
|
0.618 |
2,682.25 |
|
1.000 |
2,671.25 |
|
1.618 |
2,653.75 |
|
2.618 |
2,625.25 |
|
4.250 |
2,578.50 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.00 |
2,704.75 |
| PP |
2,711.25 |
2,704.00 |
| S1 |
2,708.25 |
2,703.50 |
|