| 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 |
1,303.1 |
1,306.0 |
2.9 |
0.2% |
1,295.6 |
| High |
1,308.8 |
1,311.5 |
2.7 |
0.2% |
1,312.6 |
| Low |
1,300.0 |
1,301.0 |
1.0 |
0.1% |
1,286.8 |
| Close |
1,306.5 |
1,304.7 |
-1.8 |
-0.1% |
1,309.0 |
| Range |
8.8 |
10.5 |
1.7 |
19.3% |
25.8 |
| ATR |
12.3 |
12.2 |
-0.1 |
-1.1% |
0.0 |
| Volume |
338,847 |
315,137 |
-23,710 |
-7.0% |
367,831 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.2 |
1,331.5 |
1,310.5 |
|
| R3 |
1,326.7 |
1,321.0 |
1,307.6 |
|
| R2 |
1,316.2 |
1,316.2 |
1,306.6 |
|
| R1 |
1,310.5 |
1,310.5 |
1,305.7 |
1,308.1 |
| PP |
1,305.7 |
1,305.7 |
1,305.7 |
1,304.6 |
| S1 |
1,300.0 |
1,300.0 |
1,303.7 |
1,297.6 |
| S2 |
1,295.2 |
1,295.2 |
1,302.8 |
|
| S3 |
1,284.7 |
1,289.5 |
1,301.8 |
|
| S4 |
1,274.2 |
1,279.0 |
1,298.9 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.2 |
1,370.4 |
1,323.2 |
|
| R3 |
1,354.4 |
1,344.6 |
1,316.1 |
|
| R2 |
1,328.6 |
1,328.6 |
1,313.7 |
|
| R1 |
1,318.8 |
1,318.8 |
1,311.4 |
1,323.7 |
| PP |
1,302.8 |
1,302.8 |
1,302.8 |
1,305.3 |
| S1 |
1,293.0 |
1,293.0 |
1,306.6 |
1,297.9 |
| S2 |
1,277.0 |
1,277.0 |
1,304.3 |
|
| S3 |
1,251.2 |
1,267.2 |
1,301.9 |
|
| S4 |
1,225.4 |
1,241.4 |
1,294.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,312.6 |
1,296.6 |
16.0 |
1.2% |
11.3 |
0.9% |
51% |
False |
False |
242,923 |
| 10 |
1,312.6 |
1,286.8 |
25.8 |
2.0% |
10.6 |
0.8% |
69% |
False |
False |
143,064 |
| 20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.5 |
0.9% |
39% |
False |
False |
85,350 |
| 40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.5 |
1.0% |
20% |
False |
False |
46,903 |
| 60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
20% |
False |
False |
32,998 |
| 80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.3 |
1.0% |
20% |
False |
False |
25,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.1 |
|
2.618 |
1,339.0 |
|
1.618 |
1,328.5 |
|
1.000 |
1,322.0 |
|
0.618 |
1,318.0 |
|
HIGH |
1,311.5 |
|
0.618 |
1,307.5 |
|
0.500 |
1,306.3 |
|
0.382 |
1,305.0 |
|
LOW |
1,301.0 |
|
0.618 |
1,294.5 |
|
1.000 |
1,290.5 |
|
1.618 |
1,284.0 |
|
2.618 |
1,273.5 |
|
4.250 |
1,256.4 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,306.3 |
1,304.5 |
| PP |
1,305.7 |
1,304.3 |
| S1 |
1,305.2 |
1,304.1 |
|