| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,298.2 |
1,295.9 |
-2.3 |
-0.2% |
1,324.5 |
| High |
1,301.3 |
1,303.8 |
2.5 |
0.2% |
1,328.7 |
| Low |
1,292.8 |
1,292.0 |
-0.8 |
-0.1% |
1,290.0 |
| Close |
1,297.4 |
1,294.8 |
-2.6 |
-0.2% |
1,296.9 |
| Range |
8.5 |
11.8 |
3.3 |
38.8% |
38.7 |
| ATR |
12.5 |
12.4 |
0.0 |
-0.4% |
0.0 |
| Volume |
47,663 |
67,841 |
20,178 |
42.3% |
139,332 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.3 |
1,325.3 |
1,301.3 |
|
| R3 |
1,320.5 |
1,313.5 |
1,298.0 |
|
| R2 |
1,308.7 |
1,308.7 |
1,297.0 |
|
| R1 |
1,301.7 |
1,301.7 |
1,295.9 |
1,299.3 |
| PP |
1,296.9 |
1,296.9 |
1,296.9 |
1,295.7 |
| S1 |
1,289.9 |
1,289.9 |
1,293.7 |
1,287.5 |
| S2 |
1,285.1 |
1,285.1 |
1,292.6 |
|
| S3 |
1,273.3 |
1,278.1 |
1,291.6 |
|
| S4 |
1,261.5 |
1,266.3 |
1,288.3 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.3 |
1,397.8 |
1,318.2 |
|
| R3 |
1,382.6 |
1,359.1 |
1,307.5 |
|
| R2 |
1,343.9 |
1,343.9 |
1,304.0 |
|
| R1 |
1,320.4 |
1,320.4 |
1,300.4 |
1,312.8 |
| PP |
1,305.2 |
1,305.2 |
1,305.2 |
1,301.4 |
| S1 |
1,281.7 |
1,281.7 |
1,293.4 |
1,274.1 |
| S2 |
1,266.5 |
1,266.5 |
1,289.8 |
|
| S3 |
1,227.8 |
1,243.0 |
1,286.3 |
|
| S4 |
1,189.1 |
1,204.3 |
1,275.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.8 |
1,286.8 |
17.0 |
1.3% |
9.9 |
0.8% |
47% |
True |
False |
43,205 |
| 10 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.8 |
0.9% |
18% |
False |
False |
35,508 |
| 20 |
1,334.0 |
1,286.8 |
47.2 |
3.6% |
11.7 |
0.9% |
17% |
False |
False |
28,365 |
| 40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.1 |
1.0% |
9% |
False |
False |
17,191 |
| 60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.0 |
1.0% |
9% |
False |
False |
12,988 |
| 80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.4 |
1.0% |
9% |
False |
False |
10,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,354.0 |
|
2.618 |
1,334.7 |
|
1.618 |
1,322.9 |
|
1.000 |
1,315.6 |
|
0.618 |
1,311.1 |
|
HIGH |
1,303.8 |
|
0.618 |
1,299.3 |
|
0.500 |
1,297.9 |
|
0.382 |
1,296.5 |
|
LOW |
1,292.0 |
|
0.618 |
1,284.7 |
|
1.000 |
1,280.2 |
|
1.618 |
1,272.9 |
|
2.618 |
1,261.1 |
|
4.250 |
1,241.9 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.9 |
1,295.3 |
| PP |
1,296.9 |
1,295.1 |
| S1 |
1,295.8 |
1,295.0 |
|