| 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 |
1,629.8 |
1,630.2 |
0.4 |
0.0% |
1,633.7 |
| High |
1,636.3 |
1,632.3 |
-4.0 |
-0.2% |
1,643.8 |
| Low |
1,623.1 |
1,607.1 |
-16.0 |
-1.0% |
1,614.7 |
| Close |
1,625.3 |
1,625.2 |
-0.1 |
0.0% |
1,625.3 |
| Range |
13.2 |
25.2 |
12.0 |
90.9% |
29.1 |
| ATR |
18.9 |
19.3 |
0.5 |
2.4% |
0.0 |
| Volume |
73,372 |
144,076 |
70,704 |
96.4% |
414,598 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,697.1 |
1,686.4 |
1,639.1 |
|
| R3 |
1,671.9 |
1,661.2 |
1,632.1 |
|
| R2 |
1,646.7 |
1,646.7 |
1,629.8 |
|
| R1 |
1,636.0 |
1,636.0 |
1,627.5 |
1,628.8 |
| PP |
1,621.5 |
1,621.5 |
1,621.5 |
1,617.9 |
| S1 |
1,610.8 |
1,610.8 |
1,622.9 |
1,603.6 |
| S2 |
1,596.3 |
1,596.3 |
1,620.6 |
|
| S3 |
1,571.1 |
1,585.6 |
1,618.3 |
|
| S4 |
1,545.9 |
1,560.4 |
1,611.3 |
|
|
| 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 |
1,607.1 |
36.7 |
2.3% |
17.7 |
1.1% |
49% |
False |
True |
95,349 |
| 10 |
1,643.8 |
1,591.0 |
52.8 |
3.2% |
16.0 |
1.0% |
65% |
False |
False |
93,938 |
| 20 |
1,643.8 |
1,527.2 |
116.6 |
7.2% |
18.7 |
1.2% |
84% |
False |
False |
97,688 |
| 40 |
1,643.8 |
1,484.4 |
159.4 |
9.8% |
21.3 |
1.3% |
88% |
False |
False |
100,045 |
| 60 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
23.9 |
1.5% |
88% |
False |
False |
109,199 |
| 80 |
1,643.8 |
1,421.3 |
222.5 |
13.7% |
27.7 |
1.7% |
92% |
False |
False |
81,913 |
| 100 |
1,643.8 |
1,421.3 |
222.5 |
13.7% |
25.5 |
1.6% |
92% |
False |
False |
65,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,739.4 |
|
2.618 |
1,698.3 |
|
1.618 |
1,673.1 |
|
1.000 |
1,657.5 |
|
0.618 |
1,647.9 |
|
HIGH |
1,632.3 |
|
0.618 |
1,622.7 |
|
0.500 |
1,619.7 |
|
0.382 |
1,616.7 |
|
LOW |
1,607.1 |
|
0.618 |
1,591.5 |
|
1.000 |
1,581.9 |
|
1.618 |
1,566.3 |
|
2.618 |
1,541.1 |
|
4.250 |
1,500.0 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,623.4 |
1,624.0 |
| PP |
1,621.5 |
1,622.9 |
| S1 |
1,619.7 |
1,621.7 |
|