| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,734.50 |
2,732.25 |
-2.25 |
-0.1% |
2,733.25 |
| High |
2,738.75 |
2,742.00 |
3.25 |
0.1% |
2,746.75 |
| Low |
2,710.25 |
2,718.25 |
8.00 |
0.3% |
2,709.75 |
| Close |
2,732.00 |
2,722.75 |
-9.25 |
-0.3% |
2,722.75 |
| Range |
28.50 |
23.75 |
-4.75 |
-16.7% |
37.00 |
| ATR |
30.32 |
29.85 |
-0.47 |
-1.5% |
0.00 |
| Volume |
23,097 |
7,434 |
-15,663 |
-67.8% |
74,170 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.00 |
2,784.50 |
2,735.75 |
|
| R3 |
2,775.25 |
2,760.75 |
2,729.25 |
|
| R2 |
2,751.50 |
2,751.50 |
2,727.00 |
|
| R1 |
2,737.00 |
2,737.00 |
2,725.00 |
2,732.50 |
| PP |
2,727.75 |
2,727.75 |
2,727.75 |
2,725.25 |
| S1 |
2,713.25 |
2,713.25 |
2,720.50 |
2,708.50 |
| S2 |
2,704.00 |
2,704.00 |
2,718.50 |
|
| S3 |
2,680.25 |
2,689.50 |
2,716.25 |
|
| S4 |
2,656.50 |
2,665.75 |
2,709.75 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.50 |
2,817.00 |
2,743.00 |
|
| R3 |
2,800.50 |
2,780.00 |
2,733.00 |
|
| R2 |
2,763.50 |
2,763.50 |
2,729.50 |
|
| R1 |
2,743.00 |
2,743.00 |
2,726.25 |
2,734.75 |
| PP |
2,726.50 |
2,726.50 |
2,726.50 |
2,722.25 |
| S1 |
2,706.00 |
2,706.00 |
2,719.25 |
2,697.75 |
| S2 |
2,689.50 |
2,689.50 |
2,716.00 |
|
| S3 |
2,652.50 |
2,669.00 |
2,712.50 |
|
| S4 |
2,615.50 |
2,632.00 |
2,702.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,746.75 |
2,709.75 |
37.00 |
1.4% |
23.00 |
0.8% |
35% |
False |
False |
14,834 |
| 10 |
2,746.75 |
2,705.00 |
41.75 |
1.5% |
22.25 |
0.8% |
43% |
False |
False |
12,335 |
| 20 |
2,746.75 |
2,595.75 |
151.00 |
5.5% |
27.50 |
1.0% |
84% |
False |
False |
9,578 |
| 40 |
2,746.75 |
2,556.75 |
190.00 |
7.0% |
35.50 |
1.3% |
87% |
False |
False |
9,433 |
| 60 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
38.75 |
1.4% |
65% |
False |
False |
8,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.00 |
|
2.618 |
2,804.25 |
|
1.618 |
2,780.50 |
|
1.000 |
2,765.75 |
|
0.618 |
2,756.75 |
|
HIGH |
2,742.00 |
|
0.618 |
2,733.00 |
|
0.500 |
2,730.00 |
|
0.382 |
2,727.25 |
|
LOW |
2,718.25 |
|
0.618 |
2,703.50 |
|
1.000 |
2,694.50 |
|
1.618 |
2,679.75 |
|
2.618 |
2,656.00 |
|
4.250 |
2,617.25 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.00 |
2,726.00 |
| PP |
2,727.75 |
2,724.75 |
| S1 |
2,725.25 |
2,723.75 |
|