| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,905.50 |
6,956.75 |
51.25 |
0.7% |
6,958.25 |
| High |
6,961.50 |
6,975.00 |
13.50 |
0.2% |
7,013.50 |
| Low |
6,829.75 |
6,885.25 |
55.50 |
0.8% |
6,854.25 |
| Close |
6,957.00 |
6,957.25 |
0.25 |
0.0% |
6,874.00 |
| Range |
131.75 |
89.75 |
-42.00 |
-31.9% |
159.25 |
| ATR |
109.23 |
107.83 |
-1.39 |
-1.3% |
0.00 |
| Volume |
390,903 |
379,490 |
-11,413 |
-2.9% |
1,602,806 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,208.50 |
7,172.50 |
7,006.50 |
|
| R3 |
7,118.75 |
7,082.75 |
6,982.00 |
|
| R2 |
7,029.00 |
7,029.00 |
6,973.75 |
|
| R1 |
6,993.00 |
6,993.00 |
6,965.50 |
7,011.00 |
| PP |
6,939.25 |
6,939.25 |
6,939.25 |
6,948.00 |
| S1 |
6,903.25 |
6,903.25 |
6,949.00 |
6,921.25 |
| S2 |
6,849.50 |
6,849.50 |
6,940.75 |
|
| S3 |
6,759.75 |
6,813.50 |
6,932.50 |
|
| S4 |
6,670.00 |
6,723.75 |
6,908.00 |
|
|
| 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 |
6,975.00 |
6,829.75 |
145.25 |
2.1% |
87.25 |
1.3% |
88% |
True |
False |
329,664 |
| 10 |
7,013.50 |
6,829.75 |
183.75 |
2.6% |
83.25 |
1.2% |
69% |
False |
False |
319,957 |
| 20 |
7,013.50 |
6,538.00 |
475.50 |
6.8% |
100.00 |
1.4% |
88% |
False |
False |
352,267 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
128.00 |
1.8% |
92% |
False |
False |
420,656 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
135.00 |
1.9% |
72% |
False |
False |
406,780 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
146.00 |
2.1% |
75% |
False |
False |
305,576 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
131.75 |
1.9% |
75% |
False |
False |
244,597 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
120.00 |
1.7% |
75% |
False |
False |
203,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,356.50 |
|
2.618 |
7,210.00 |
|
1.618 |
7,120.25 |
|
1.000 |
7,064.75 |
|
0.618 |
7,030.50 |
|
HIGH |
6,975.00 |
|
0.618 |
6,940.75 |
|
0.500 |
6,930.00 |
|
0.382 |
6,919.50 |
|
LOW |
6,885.25 |
|
0.618 |
6,829.75 |
|
1.000 |
6,795.50 |
|
1.618 |
6,740.00 |
|
2.618 |
6,650.25 |
|
4.250 |
6,503.75 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,948.25 |
6,939.00 |
| PP |
6,939.25 |
6,920.75 |
| S1 |
6,930.00 |
6,902.50 |
|