| 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 |
1,629.5 |
1,629.8 |
0.3 |
0.0% |
1,633.7 |
| High |
1,632.4 |
1,636.3 |
3.9 |
0.2% |
1,643.8 |
| Low |
1,614.7 |
1,623.1 |
8.4 |
0.5% |
1,614.7 |
| Close |
1,630.1 |
1,625.3 |
-4.8 |
-0.3% |
1,625.3 |
| Range |
17.7 |
13.2 |
-4.5 |
-25.4% |
29.1 |
| ATR |
19.3 |
18.9 |
-0.4 |
-2.3% |
0.0 |
| Volume |
94,847 |
73,372 |
-21,475 |
-22.6% |
414,598 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,667.8 |
1,659.8 |
1,632.6 |
|
| R3 |
1,654.6 |
1,646.6 |
1,628.9 |
|
| R2 |
1,641.4 |
1,641.4 |
1,627.7 |
|
| R1 |
1,633.4 |
1,633.4 |
1,626.5 |
1,630.8 |
| PP |
1,628.2 |
1,628.2 |
1,628.2 |
1,627.0 |
| S1 |
1,620.2 |
1,620.2 |
1,624.1 |
1,617.6 |
| S2 |
1,615.0 |
1,615.0 |
1,622.9 |
|
| S3 |
1,601.8 |
1,607.0 |
1,621.7 |
|
| S4 |
1,588.6 |
1,593.8 |
1,618.0 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.2 |
1,699.4 |
1,641.3 |
|
| R3 |
1,686.1 |
1,670.3 |
1,633.3 |
|
| R2 |
1,657.0 |
1,657.0 |
1,630.6 |
|
| R1 |
1,641.2 |
1,641.2 |
1,628.0 |
1,634.6 |
| PP |
1,627.9 |
1,627.9 |
1,627.9 |
1,624.6 |
| S1 |
1,612.1 |
1,612.1 |
1,622.6 |
1,605.5 |
| S2 |
1,598.8 |
1,598.8 |
1,620.0 |
|
| S3 |
1,569.7 |
1,583.0 |
1,617.3 |
|
| S4 |
1,540.6 |
1,553.9 |
1,609.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,643.8 |
1,614.7 |
29.1 |
1.8% |
14.8 |
0.9% |
36% |
False |
False |
82,919 |
| 10 |
1,643.8 |
1,591.0 |
52.8 |
3.2% |
15.3 |
0.9% |
65% |
False |
False |
89,819 |
| 20 |
1,643.8 |
1,527.2 |
116.6 |
7.2% |
18.7 |
1.2% |
84% |
False |
False |
95,624 |
| 40 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
21.9 |
1.4% |
89% |
False |
False |
100,854 |
| 60 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
24.3 |
1.5% |
89% |
False |
False |
106,800 |
| 80 |
1,643.8 |
1,421.3 |
222.5 |
13.7% |
27.6 |
1.7% |
92% |
False |
False |
80,112 |
| 100 |
1,643.8 |
1,421.3 |
222.5 |
13.7% |
25.3 |
1.6% |
92% |
False |
False |
64,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,692.4 |
|
2.618 |
1,670.9 |
|
1.618 |
1,657.7 |
|
1.000 |
1,649.5 |
|
0.618 |
1,644.5 |
|
HIGH |
1,636.3 |
|
0.618 |
1,631.3 |
|
0.500 |
1,629.7 |
|
0.382 |
1,628.1 |
|
LOW |
1,623.1 |
|
0.618 |
1,614.9 |
|
1.000 |
1,609.9 |
|
1.618 |
1,601.7 |
|
2.618 |
1,588.5 |
|
4.250 |
1,567.0 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,629.7 |
1,625.5 |
| PP |
1,628.2 |
1,625.4 |
| S1 |
1,626.8 |
1,625.4 |
|