| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,989.00 |
6,948.00 |
-41.00 |
-0.6% |
6,919.00 |
| High |
7,007.00 |
6,994.75 |
-12.25 |
-0.2% |
7,003.75 |
| Low |
6,890.50 |
6,918.50 |
28.00 |
0.4% |
6,829.75 |
| Close |
6,944.50 |
6,987.25 |
42.75 |
0.6% |
6,960.25 |
| Range |
116.50 |
76.25 |
-40.25 |
-34.5% |
174.00 |
| ATR |
105.36 |
103.28 |
-2.08 |
-2.0% |
0.00 |
| Volume |
487,638 |
303,797 |
-183,841 |
-37.7% |
1,651,095 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,195.50 |
7,167.75 |
7,029.25 |
|
| R3 |
7,119.25 |
7,091.50 |
7,008.25 |
|
| R2 |
7,043.00 |
7,043.00 |
7,001.25 |
|
| R1 |
7,015.25 |
7,015.25 |
6,994.25 |
7,029.00 |
| PP |
6,966.75 |
6,966.75 |
6,966.75 |
6,973.75 |
| S1 |
6,939.00 |
6,939.00 |
6,980.25 |
6,953.00 |
| S2 |
6,890.50 |
6,890.50 |
6,973.25 |
|
| S3 |
6,814.25 |
6,862.75 |
6,966.25 |
|
| S4 |
6,738.00 |
6,786.50 |
6,945.25 |
|
|
| 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 |
2.5% |
95.00 |
1.4% |
89% |
False |
False |
375,833 |
| 10 |
7,007.00 |
6,829.75 |
177.25 |
2.5% |
85.50 |
1.2% |
89% |
False |
False |
335,651 |
| 20 |
7,013.50 |
6,538.00 |
475.50 |
6.8% |
91.25 |
1.3% |
94% |
False |
False |
346,105 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.1% |
118.75 |
1.7% |
96% |
False |
False |
398,377 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
130.25 |
1.9% |
75% |
False |
False |
424,887 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
144.50 |
2.1% |
78% |
False |
False |
319,394 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
132.00 |
1.9% |
78% |
False |
False |
255,666 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
119.25 |
1.7% |
78% |
False |
False |
213,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,318.75 |
|
2.618 |
7,194.25 |
|
1.618 |
7,118.00 |
|
1.000 |
7,071.00 |
|
0.618 |
7,041.75 |
|
HIGH |
6,994.75 |
|
0.618 |
6,965.50 |
|
0.500 |
6,956.50 |
|
0.382 |
6,947.75 |
|
LOW |
6,918.50 |
|
0.618 |
6,871.50 |
|
1.000 |
6,842.25 |
|
1.618 |
6,795.25 |
|
2.618 |
6,719.00 |
|
4.250 |
6,594.50 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,977.00 |
6,974.50 |
| PP |
6,966.75 |
6,961.50 |
| S1 |
6,956.50 |
6,948.75 |
|