| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,955.00 |
6,989.00 |
34.00 |
0.5% |
6,919.00 |
| High |
7,003.75 |
7,007.00 |
3.25 |
0.0% |
7,003.75 |
| Low |
6,942.50 |
6,890.50 |
-52.00 |
-0.7% |
6,829.75 |
| Close |
6,960.25 |
6,944.50 |
-15.75 |
-0.2% |
6,960.25 |
| Range |
61.25 |
116.50 |
55.25 |
90.2% |
174.00 |
| ATR |
104.51 |
105.36 |
0.86 |
0.8% |
0.00 |
| Volume |
317,340 |
487,638 |
170,298 |
53.7% |
1,651,095 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,296.75 |
7,237.25 |
7,008.50 |
|
| R3 |
7,180.25 |
7,120.75 |
6,976.50 |
|
| R2 |
7,063.75 |
7,063.75 |
6,965.75 |
|
| R1 |
7,004.25 |
7,004.25 |
6,955.25 |
6,975.75 |
| PP |
6,947.25 |
6,947.25 |
6,947.25 |
6,933.00 |
| S1 |
6,887.75 |
6,887.75 |
6,933.75 |
6,859.25 |
| S2 |
6,830.75 |
6,830.75 |
6,923.25 |
|
| S3 |
6,714.25 |
6,771.25 |
6,912.50 |
|
| S4 |
6,597.75 |
6,654.75 |
6,880.50 |
|
|
| 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 |
7,007.00 |
6,829.75 |
177.25 |
2.6% |
92.75 |
1.3% |
65% |
True |
False |
369,072 |
| 10 |
7,007.00 |
6,829.75 |
177.25 |
2.6% |
90.00 |
1.3% |
65% |
True |
False |
348,563 |
| 20 |
7,013.50 |
6,538.00 |
475.50 |
6.8% |
95.50 |
1.4% |
85% |
False |
False |
348,956 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
120.50 |
1.7% |
90% |
False |
False |
407,814 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.1% |
131.75 |
1.9% |
70% |
False |
False |
419,961 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
146.00 |
2.1% |
74% |
False |
False |
315,615 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
131.50 |
1.9% |
74% |
False |
False |
252,633 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
119.50 |
1.7% |
74% |
False |
False |
210,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,502.00 |
|
2.618 |
7,312.00 |
|
1.618 |
7,195.50 |
|
1.000 |
7,123.50 |
|
0.618 |
7,079.00 |
|
HIGH |
7,007.00 |
|
0.618 |
6,962.50 |
|
0.500 |
6,948.75 |
|
0.382 |
6,935.00 |
|
LOW |
6,890.50 |
|
0.618 |
6,818.50 |
|
1.000 |
6,774.00 |
|
1.618 |
6,702.00 |
|
2.618 |
6,585.50 |
|
4.250 |
6,395.50 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,948.75 |
6,946.00 |
| PP |
6,947.25 |
6,945.50 |
| S1 |
6,946.00 |
6,945.00 |
|