| 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 |
6,914.00 |
6,905.50 |
-8.50 |
-0.1% |
6,958.25 |
| High |
6,954.75 |
6,961.50 |
6.75 |
0.1% |
7,013.50 |
| Low |
6,890.00 |
6,829.75 |
-60.25 |
-0.9% |
6,854.25 |
| Close |
6,909.25 |
6,957.00 |
47.75 |
0.7% |
6,874.00 |
| Range |
64.75 |
131.75 |
67.00 |
103.5% |
159.25 |
| ATR |
107.49 |
109.23 |
1.73 |
1.6% |
0.00 |
| Volume |
269,992 |
390,903 |
120,911 |
44.8% |
1,602,806 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,311.25 |
7,266.00 |
7,029.50 |
|
| R3 |
7,179.50 |
7,134.25 |
6,993.25 |
|
| R2 |
7,047.75 |
7,047.75 |
6,981.25 |
|
| R1 |
7,002.50 |
7,002.50 |
6,969.00 |
7,025.00 |
| PP |
6,916.00 |
6,916.00 |
6,916.00 |
6,927.50 |
| S1 |
6,870.75 |
6,870.75 |
6,945.00 |
6,893.50 |
| S2 |
6,784.25 |
6,784.25 |
6,932.75 |
|
| S3 |
6,652.50 |
6,739.00 |
6,920.75 |
|
| S4 |
6,520.75 |
6,607.25 |
6,884.50 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,391.75 |
7,292.00 |
6,961.50 |
|
| R3 |
7,232.50 |
7,132.75 |
6,917.75 |
|
| R2 |
7,073.25 |
7,073.25 |
6,903.25 |
|
| R1 |
6,973.50 |
6,973.50 |
6,888.50 |
6,943.75 |
| PP |
6,914.00 |
6,914.00 |
6,914.00 |
6,899.00 |
| S1 |
6,814.25 |
6,814.25 |
6,859.50 |
6,784.50 |
| S2 |
6,754.75 |
6,754.75 |
6,844.75 |
|
| S3 |
6,595.50 |
6,655.00 |
6,830.25 |
|
| S4 |
6,436.25 |
6,495.75 |
6,786.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,962.00 |
6,829.75 |
132.25 |
1.9% |
86.50 |
1.2% |
96% |
False |
True |
318,798 |
| 10 |
7,013.50 |
6,829.75 |
183.75 |
2.6% |
82.50 |
1.2% |
69% |
False |
True |
311,306 |
| 20 |
7,013.50 |
6,538.00 |
475.50 |
6.8% |
105.00 |
1.5% |
88% |
False |
False |
354,542 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
129.75 |
1.9% |
92% |
False |
False |
434,872 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
135.50 |
1.9% |
72% |
False |
False |
400,493 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
146.00 |
2.1% |
75% |
False |
False |
300,841 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
131.75 |
1.9% |
75% |
False |
False |
240,805 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
120.00 |
1.7% |
75% |
False |
False |
200,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,521.50 |
|
2.618 |
7,306.50 |
|
1.618 |
7,174.75 |
|
1.000 |
7,093.25 |
|
0.618 |
7,043.00 |
|
HIGH |
6,961.50 |
|
0.618 |
6,911.25 |
|
0.500 |
6,895.50 |
|
0.382 |
6,880.00 |
|
LOW |
6,829.75 |
|
0.618 |
6,748.25 |
|
1.000 |
6,698.00 |
|
1.618 |
6,616.50 |
|
2.618 |
6,484.75 |
|
4.250 |
6,269.75 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,936.50 |
6,936.50 |
| PP |
6,916.00 |
6,916.00 |
| S1 |
6,895.50 |
6,895.50 |
|