| 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 |
3,395.0 |
3,424.0 |
29.0 |
0.9% |
3,547.0 |
| High |
3,438.0 |
3,436.0 |
-2.0 |
-0.1% |
3,564.0 |
| Low |
3,390.0 |
3,373.0 |
-17.0 |
-0.5% |
3,460.0 |
| Close |
3,411.0 |
3,396.0 |
-15.0 |
-0.4% |
3,482.0 |
| Range |
48.0 |
63.0 |
15.0 |
31.3% |
104.0 |
| ATR |
40.1 |
41.7 |
1.6 |
4.1% |
0.0 |
| Volume |
52,275 |
8,994 |
-43,281 |
-82.8% |
223,971 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,590.7 |
3,556.3 |
3,430.7 |
|
| R3 |
3,527.7 |
3,493.3 |
3,413.3 |
|
| R2 |
3,464.7 |
3,464.7 |
3,407.6 |
|
| R1 |
3,430.3 |
3,430.3 |
3,401.8 |
3,416.0 |
| PP |
3,401.7 |
3,401.7 |
3,401.7 |
3,394.5 |
| S1 |
3,367.3 |
3,367.3 |
3,390.2 |
3,353.0 |
| S2 |
3,338.7 |
3,338.7 |
3,384.5 |
|
| S3 |
3,275.7 |
3,304.3 |
3,378.7 |
|
| S4 |
3,212.7 |
3,241.3 |
3,361.4 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,814.0 |
3,752.0 |
3,539.2 |
|
| R3 |
3,710.0 |
3,648.0 |
3,510.6 |
|
| R2 |
3,606.0 |
3,606.0 |
3,501.1 |
|
| R1 |
3,544.0 |
3,544.0 |
3,491.5 |
3,523.0 |
| PP |
3,502.0 |
3,502.0 |
3,502.0 |
3,491.5 |
| S1 |
3,440.0 |
3,440.0 |
3,472.5 |
3,419.0 |
| S2 |
3,398.0 |
3,398.0 |
3,462.9 |
|
| S3 |
3,294.0 |
3,336.0 |
3,453.4 |
|
| S4 |
3,190.0 |
3,232.0 |
3,424.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,526.0 |
3,370.0 |
156.0 |
4.6% |
61.0 |
1.8% |
17% |
False |
False |
29,364 |
| 10 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
45.4 |
1.3% |
13% |
False |
False |
29,601 |
| 20 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
33.0 |
1.0% |
13% |
False |
False |
16,260 |
| 40 |
3,564.0 |
3,205.0 |
359.0 |
10.6% |
31.5 |
0.9% |
53% |
False |
False |
13,886 |
| 60 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
36.0 |
1.1% |
58% |
False |
False |
10,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,703.8 |
|
2.618 |
3,600.9 |
|
1.618 |
3,537.9 |
|
1.000 |
3,499.0 |
|
0.618 |
3,474.9 |
|
HIGH |
3,436.0 |
|
0.618 |
3,411.9 |
|
0.500 |
3,404.5 |
|
0.382 |
3,397.1 |
|
LOW |
3,373.0 |
|
0.618 |
3,334.1 |
|
1.000 |
3,310.0 |
|
1.618 |
3,271.1 |
|
2.618 |
3,208.1 |
|
4.250 |
3,105.3 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,404.5 |
3,412.5 |
| PP |
3,401.7 |
3,407.0 |
| S1 |
3,398.8 |
3,401.5 |
|