| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,602.7 |
1,619.7 |
17.0 |
1.1% |
1,566.8 |
| High |
1,622.8 |
1,629.6 |
6.8 |
0.4% |
1,611.5 |
| Low |
1,598.9 |
1,616.3 |
17.4 |
1.1% |
1,565.7 |
| Close |
1,619.1 |
1,626.6 |
7.5 |
0.5% |
1,609.5 |
| Range |
23.9 |
13.3 |
-10.6 |
-44.4% |
45.8 |
| ATR |
21.9 |
21.2 |
-0.6 |
-2.8% |
0.0 |
| Volume |
95,436 |
87,643 |
-7,793 |
-8.2% |
453,825 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.1 |
1,658.6 |
1,633.9 |
|
| R3 |
1,650.8 |
1,645.3 |
1,630.3 |
|
| R2 |
1,637.5 |
1,637.5 |
1,629.0 |
|
| R1 |
1,632.0 |
1,632.0 |
1,627.8 |
1,634.8 |
| PP |
1,624.2 |
1,624.2 |
1,624.2 |
1,625.5 |
| S1 |
1,618.7 |
1,618.7 |
1,625.4 |
1,621.5 |
| S2 |
1,610.9 |
1,610.9 |
1,624.2 |
|
| S3 |
1,597.6 |
1,605.4 |
1,622.9 |
|
| S4 |
1,584.3 |
1,592.1 |
1,619.3 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,733.0 |
1,717.0 |
1,634.7 |
|
| R3 |
1,687.2 |
1,671.2 |
1,622.1 |
|
| R2 |
1,641.4 |
1,641.4 |
1,617.9 |
|
| R1 |
1,625.4 |
1,625.4 |
1,613.7 |
1,633.4 |
| PP |
1,595.6 |
1,595.6 |
1,595.6 |
1,599.6 |
| S1 |
1,579.6 |
1,579.6 |
1,605.3 |
1,587.6 |
| S2 |
1,549.8 |
1,549.8 |
1,601.1 |
|
| S3 |
1,504.0 |
1,533.8 |
1,596.9 |
|
| S4 |
1,458.2 |
1,488.0 |
1,584.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,629.6 |
1,591.0 |
38.6 |
2.4% |
16.2 |
1.0% |
92% |
True |
False |
96,713 |
| 10 |
1,629.6 |
1,537.6 |
92.0 |
5.7% |
18.9 |
1.2% |
97% |
True |
False |
96,218 |
| 20 |
1,629.6 |
1,527.2 |
102.4 |
6.3% |
20.6 |
1.3% |
97% |
True |
False |
100,302 |
| 40 |
1,629.6 |
1,482.5 |
147.1 |
9.0% |
25.3 |
1.6% |
98% |
True |
False |
112,358 |
| 60 |
1,629.6 |
1,482.5 |
147.1 |
9.0% |
25.7 |
1.6% |
98% |
True |
False |
98,445 |
| 80 |
1,629.6 |
1,421.3 |
208.3 |
12.8% |
27.9 |
1.7% |
99% |
True |
False |
73,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,686.1 |
|
2.618 |
1,664.4 |
|
1.618 |
1,651.1 |
|
1.000 |
1,642.9 |
|
0.618 |
1,637.8 |
|
HIGH |
1,629.6 |
|
0.618 |
1,624.5 |
|
0.500 |
1,623.0 |
|
0.382 |
1,621.4 |
|
LOW |
1,616.3 |
|
0.618 |
1,608.1 |
|
1.000 |
1,603.0 |
|
1.618 |
1,594.8 |
|
2.618 |
1,581.5 |
|
4.250 |
1,559.8 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,625.4 |
1,621.2 |
| PP |
1,624.2 |
1,615.7 |
| S1 |
1,623.0 |
1,610.3 |
|