| 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 |
2,697.75 |
2,724.75 |
27.00 |
1.0% |
2,733.25 |
| High |
2,733.25 |
2,732.50 |
-0.75 |
0.0% |
2,746.75 |
| Low |
2,690.00 |
2,703.75 |
13.75 |
0.5% |
2,709.75 |
| Close |
2,729.00 |
2,709.75 |
-19.25 |
-0.7% |
2,722.75 |
| Range |
43.25 |
28.75 |
-14.50 |
-33.5% |
37.00 |
| ATR |
32.62 |
32.35 |
-0.28 |
-0.8% |
0.00 |
| Volume |
25,650 |
33,533 |
7,883 |
30.7% |
74,170 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.50 |
2,784.50 |
2,725.50 |
|
| R3 |
2,772.75 |
2,755.75 |
2,717.75 |
|
| R2 |
2,744.00 |
2,744.00 |
2,715.00 |
|
| R1 |
2,727.00 |
2,727.00 |
2,712.50 |
2,721.00 |
| PP |
2,715.25 |
2,715.25 |
2,715.25 |
2,712.50 |
| S1 |
2,698.25 |
2,698.25 |
2,707.00 |
2,692.50 |
| S2 |
2,686.50 |
2,686.50 |
2,704.50 |
|
| S3 |
2,657.75 |
2,669.50 |
2,701.75 |
|
| S4 |
2,629.00 |
2,640.75 |
2,694.00 |
|
|
| 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 |
2,742.00 |
2,679.25 |
62.75 |
2.3% |
36.25 |
1.3% |
49% |
False |
False |
21,548 |
| 10 |
2,746.75 |
2,679.25 |
67.50 |
2.5% |
28.25 |
1.0% |
45% |
False |
False |
17,325 |
| 20 |
2,746.75 |
2,595.75 |
151.00 |
5.6% |
28.75 |
1.1% |
75% |
False |
False |
12,614 |
| 40 |
2,746.75 |
2,588.25 |
158.50 |
5.8% |
33.25 |
1.2% |
77% |
False |
False |
10,464 |
| 60 |
2,814.00 |
2,556.75 |
257.25 |
9.5% |
38.75 |
1.4% |
59% |
False |
False |
9,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.75 |
|
2.618 |
2,807.75 |
|
1.618 |
2,779.00 |
|
1.000 |
2,761.25 |
|
0.618 |
2,750.25 |
|
HIGH |
2,732.50 |
|
0.618 |
2,721.50 |
|
0.500 |
2,718.00 |
|
0.382 |
2,714.75 |
|
LOW |
2,703.75 |
|
0.618 |
2,686.00 |
|
1.000 |
2,675.00 |
|
1.618 |
2,657.25 |
|
2.618 |
2,628.50 |
|
4.250 |
2,581.50 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.00 |
2,709.00 |
| PP |
2,715.25 |
2,708.50 |
| S1 |
2,712.50 |
2,708.00 |
|