| 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 |
2,698.50 |
2,728.50 |
30.00 |
1.1% |
2,738.75 |
| High |
2,736.25 |
2,735.75 |
-0.50 |
0.0% |
2,750.50 |
| Low |
2,694.00 |
2,707.75 |
13.75 |
0.5% |
2,714.00 |
| Close |
2,732.25 |
2,713.00 |
-19.25 |
-0.7% |
2,726.50 |
| Range |
42.25 |
28.00 |
-14.25 |
-33.7% |
36.50 |
| ATR |
31.66 |
31.40 |
-0.26 |
-0.8% |
0.00 |
| Volume |
1,472 |
3,979 |
2,507 |
170.3% |
2,192 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.75 |
2,786.00 |
2,728.50 |
|
| R3 |
2,774.75 |
2,758.00 |
2,720.75 |
|
| R2 |
2,746.75 |
2,746.75 |
2,718.25 |
|
| R1 |
2,730.00 |
2,730.00 |
2,715.50 |
2,724.50 |
| PP |
2,718.75 |
2,718.75 |
2,718.75 |
2,716.00 |
| S1 |
2,702.00 |
2,702.00 |
2,710.50 |
2,696.50 |
| S2 |
2,690.75 |
2,690.75 |
2,707.75 |
|
| S3 |
2,662.75 |
2,674.00 |
2,705.25 |
|
| S4 |
2,634.75 |
2,646.00 |
2,697.50 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.75 |
2,819.75 |
2,746.50 |
|
| R3 |
2,803.25 |
2,783.25 |
2,736.50 |
|
| R2 |
2,766.75 |
2,766.75 |
2,733.25 |
|
| R1 |
2,746.75 |
2,746.75 |
2,729.75 |
2,738.50 |
| PP |
2,730.25 |
2,730.25 |
2,730.25 |
2,726.25 |
| S1 |
2,710.25 |
2,710.25 |
2,723.25 |
2,702.00 |
| S2 |
2,693.75 |
2,693.75 |
2,719.75 |
|
| S3 |
2,657.25 |
2,673.75 |
2,716.50 |
|
| S4 |
2,620.75 |
2,637.25 |
2,706.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,745.50 |
2,683.00 |
62.50 |
2.3% |
35.50 |
1.3% |
48% |
False |
False |
1,353 |
| 10 |
2,750.50 |
2,683.00 |
67.50 |
2.5% |
27.75 |
1.0% |
44% |
False |
False |
960 |
| 20 |
2,750.50 |
2,599.50 |
151.00 |
5.6% |
28.25 |
1.0% |
75% |
False |
False |
1,128 |
| 40 |
2,750.50 |
2,594.50 |
156.00 |
5.8% |
31.75 |
1.2% |
76% |
False |
False |
851 |
| 60 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
36.25 |
1.3% |
59% |
False |
False |
905 |
| 80 |
2,818.00 |
2,546.25 |
271.75 |
10.0% |
40.75 |
1.5% |
61% |
False |
False |
720 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
38.25 |
1.4% |
48% |
False |
False |
893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.75 |
|
2.618 |
2,809.00 |
|
1.618 |
2,781.00 |
|
1.000 |
2,763.75 |
|
0.618 |
2,753.00 |
|
HIGH |
2,735.75 |
|
0.618 |
2,725.00 |
|
0.500 |
2,721.75 |
|
0.382 |
2,718.50 |
|
LOW |
2,707.75 |
|
0.618 |
2,690.50 |
|
1.000 |
2,679.75 |
|
1.618 |
2,662.50 |
|
2.618 |
2,634.50 |
|
4.250 |
2,588.75 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,721.75 |
2,712.50 |
| PP |
2,718.75 |
2,712.00 |
| S1 |
2,716.00 |
2,711.50 |
|