| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,948.00 |
6,978.50 |
30.50 |
0.4% |
6,919.00 |
| High |
6,994.75 |
7,023.50 |
28.75 |
0.4% |
7,003.75 |
| Low |
6,918.50 |
6,958.25 |
39.75 |
0.6% |
6,829.75 |
| Close |
6,987.25 |
6,977.00 |
-10.25 |
-0.1% |
6,960.25 |
| Range |
76.25 |
65.25 |
-11.00 |
-14.4% |
174.00 |
| ATR |
103.28 |
100.57 |
-2.72 |
-2.6% |
0.00 |
| Volume |
303,797 |
389,141 |
85,344 |
28.1% |
1,651,095 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,182.00 |
7,144.75 |
7,013.00 |
|
| R3 |
7,116.75 |
7,079.50 |
6,995.00 |
|
| R2 |
7,051.50 |
7,051.50 |
6,989.00 |
|
| R1 |
7,014.25 |
7,014.25 |
6,983.00 |
7,000.25 |
| PP |
6,986.25 |
6,986.25 |
6,986.25 |
6,979.25 |
| S1 |
6,949.00 |
6,949.00 |
6,971.00 |
6,935.00 |
| S2 |
6,921.00 |
6,921.00 |
6,965.00 |
|
| S3 |
6,855.75 |
6,883.75 |
6,959.00 |
|
| S4 |
6,790.50 |
6,818.50 |
6,941.00 |
|
|
| 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 |
7,023.50 |
6,885.25 |
138.25 |
2.0% |
81.75 |
1.2% |
66% |
True |
False |
375,481 |
| 10 |
7,023.50 |
6,829.75 |
193.75 |
2.8% |
84.25 |
1.2% |
76% |
True |
False |
347,139 |
| 20 |
7,023.50 |
6,538.00 |
485.50 |
7.0% |
89.25 |
1.3% |
90% |
True |
False |
346,436 |
| 40 |
7,023.50 |
6,408.50 |
615.00 |
8.8% |
113.25 |
1.6% |
92% |
True |
False |
392,216 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
130.25 |
1.9% |
74% |
False |
False |
431,155 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
140.00 |
2.0% |
77% |
False |
False |
324,235 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
132.00 |
1.9% |
77% |
False |
False |
259,552 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
119.25 |
1.7% |
77% |
False |
False |
216,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,300.75 |
|
2.618 |
7,194.25 |
|
1.618 |
7,129.00 |
|
1.000 |
7,088.75 |
|
0.618 |
7,063.75 |
|
HIGH |
7,023.50 |
|
0.618 |
6,998.50 |
|
0.500 |
6,991.00 |
|
0.382 |
6,983.25 |
|
LOW |
6,958.25 |
|
0.618 |
6,918.00 |
|
1.000 |
6,893.00 |
|
1.618 |
6,852.75 |
|
2.618 |
6,787.50 |
|
4.250 |
6,681.00 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,991.00 |
6,970.25 |
| PP |
6,986.25 |
6,963.75 |
| S1 |
6,981.50 |
6,957.00 |
|