| 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 |
6,956.75 |
6,955.00 |
-1.75 |
0.0% |
6,919.00 |
| High |
6,975.00 |
7,003.75 |
28.75 |
0.4% |
7,003.75 |
| Low |
6,885.25 |
6,942.50 |
57.25 |
0.8% |
6,829.75 |
| Close |
6,957.25 |
6,960.25 |
3.00 |
0.0% |
6,960.25 |
| Range |
89.75 |
61.25 |
-28.50 |
-31.8% |
174.00 |
| ATR |
107.83 |
104.51 |
-3.33 |
-3.1% |
0.00 |
| Volume |
379,490 |
317,340 |
-62,150 |
-16.4% |
1,651,095 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,152.50 |
7,117.75 |
6,994.00 |
|
| R3 |
7,091.25 |
7,056.50 |
6,977.00 |
|
| R2 |
7,030.00 |
7,030.00 |
6,971.50 |
|
| R1 |
6,995.25 |
6,995.25 |
6,965.75 |
7,012.50 |
| PP |
6,968.75 |
6,968.75 |
6,968.75 |
6,977.50 |
| S1 |
6,934.00 |
6,934.00 |
6,954.75 |
6,951.50 |
| S2 |
6,907.50 |
6,907.50 |
6,949.00 |
|
| S3 |
6,846.25 |
6,872.75 |
6,943.50 |
|
| S4 |
6,785.00 |
6,811.50 |
6,926.50 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,453.25 |
7,380.75 |
7,056.00 |
|
| R3 |
7,279.25 |
7,206.75 |
7,008.00 |
|
| R2 |
7,105.25 |
7,105.25 |
6,992.25 |
|
| R1 |
7,032.75 |
7,032.75 |
6,976.25 |
7,069.00 |
| PP |
6,931.25 |
6,931.25 |
6,931.25 |
6,949.50 |
| S1 |
6,858.75 |
6,858.75 |
6,944.25 |
6,895.00 |
| S2 |
6,757.25 |
6,757.25 |
6,928.25 |
|
| S3 |
6,583.25 |
6,684.75 |
6,912.50 |
|
| S4 |
6,409.25 |
6,510.75 |
6,864.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,003.75 |
6,829.75 |
174.00 |
2.5% |
84.50 |
1.2% |
75% |
True |
False |
330,219 |
| 10 |
7,013.50 |
6,829.75 |
183.75 |
2.6% |
84.25 |
1.2% |
71% |
False |
False |
325,390 |
| 20 |
7,013.50 |
6,538.00 |
475.50 |
6.8% |
95.75 |
1.4% |
89% |
False |
False |
344,047 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
124.25 |
1.8% |
92% |
False |
False |
412,390 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
132.75 |
1.9% |
72% |
False |
False |
411,931 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
146.00 |
2.1% |
75% |
False |
False |
309,536 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
131.25 |
1.9% |
75% |
False |
False |
247,763 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
119.50 |
1.7% |
75% |
False |
False |
206,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,264.00 |
|
2.618 |
7,164.00 |
|
1.618 |
7,102.75 |
|
1.000 |
7,065.00 |
|
0.618 |
7,041.50 |
|
HIGH |
7,003.75 |
|
0.618 |
6,980.25 |
|
0.500 |
6,973.00 |
|
0.382 |
6,966.00 |
|
LOW |
6,942.50 |
|
0.618 |
6,904.75 |
|
1.000 |
6,881.25 |
|
1.618 |
6,843.50 |
|
2.618 |
6,782.25 |
|
4.250 |
6,682.25 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,973.00 |
6,945.75 |
| PP |
6,968.75 |
6,931.25 |
| S1 |
6,964.50 |
6,916.75 |
|