| 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 |
1,626.0 |
1,648.5 |
22.5 |
1.4% |
1,633.7 |
| High |
1,652.8 |
1,654.2 |
1.4 |
0.1% |
1,643.8 |
| Low |
1,621.1 |
1,631.6 |
10.5 |
0.6% |
1,614.7 |
| Close |
1,649.6 |
1,634.2 |
-15.4 |
-0.9% |
1,625.3 |
| Range |
31.7 |
22.6 |
-9.1 |
-28.7% |
29.1 |
| ATR |
20.2 |
20.4 |
0.2 |
0.8% |
0.0 |
| Volume |
127,606 |
138,677 |
11,071 |
8.7% |
414,598 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,707.8 |
1,693.6 |
1,646.6 |
|
| R3 |
1,685.2 |
1,671.0 |
1,640.4 |
|
| R2 |
1,662.6 |
1,662.6 |
1,638.3 |
|
| R1 |
1,648.4 |
1,648.4 |
1,636.3 |
1,644.2 |
| PP |
1,640.0 |
1,640.0 |
1,640.0 |
1,637.9 |
| S1 |
1,625.8 |
1,625.8 |
1,632.1 |
1,621.6 |
| S2 |
1,617.4 |
1,617.4 |
1,630.1 |
|
| S3 |
1,594.8 |
1,603.2 |
1,628.0 |
|
| S4 |
1,572.2 |
1,580.6 |
1,621.8 |
|
|
| 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 |
1,654.2 |
1,607.1 |
47.1 |
2.9% |
22.1 |
1.4% |
58% |
True |
False |
115,715 |
| 10 |
1,654.2 |
1,607.1 |
47.1 |
2.9% |
17.6 |
1.1% |
58% |
True |
False |
99,967 |
| 20 |
1,654.2 |
1,531.0 |
123.2 |
7.5% |
18.9 |
1.2% |
84% |
True |
False |
100,583 |
| 40 |
1,654.2 |
1,502.3 |
151.9 |
9.3% |
20.7 |
1.3% |
87% |
True |
False |
99,918 |
| 60 |
1,654.2 |
1,482.5 |
171.7 |
10.5% |
23.8 |
1.5% |
88% |
True |
False |
113,552 |
| 80 |
1,654.2 |
1,421.3 |
232.9 |
14.3% |
26.6 |
1.6% |
91% |
True |
False |
85,241 |
| 100 |
1,654.2 |
1,421.3 |
232.9 |
14.3% |
25.9 |
1.6% |
91% |
True |
False |
68,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,750.3 |
|
2.618 |
1,713.4 |
|
1.618 |
1,690.8 |
|
1.000 |
1,676.8 |
|
0.618 |
1,668.2 |
|
HIGH |
1,654.2 |
|
0.618 |
1,645.6 |
|
0.500 |
1,642.9 |
|
0.382 |
1,640.2 |
|
LOW |
1,631.6 |
|
0.618 |
1,617.6 |
|
1.000 |
1,609.0 |
|
1.618 |
1,595.0 |
|
2.618 |
1,572.4 |
|
4.250 |
1,535.6 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,642.9 |
1,633.0 |
| PP |
1,640.0 |
1,631.8 |
| S1 |
1,637.1 |
1,630.7 |
|