| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
10,140.0 |
10,175.5 |
35.5 |
0.4% |
9,996.5 |
| High |
10,234.0 |
10,287.5 |
53.5 |
0.5% |
10,079.5 |
| Low |
10,128.5 |
10,173.0 |
44.5 |
0.4% |
9,766.0 |
| Close |
10,207.0 |
10,277.0 |
70.0 |
0.7% |
9,909.5 |
| Range |
105.5 |
114.5 |
9.0 |
8.5% |
313.5 |
| ATR |
193.8 |
188.1 |
-5.7 |
-2.9% |
0.0 |
| Volume |
77,304 |
58,918 |
-18,386 |
-23.8% |
396,966 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,589.3 |
10,547.7 |
10,340.0 |
|
| R3 |
10,474.8 |
10,433.2 |
10,308.5 |
|
| R2 |
10,360.3 |
10,360.3 |
10,298.0 |
|
| R1 |
10,318.7 |
10,318.7 |
10,287.5 |
10,339.5 |
| PP |
10,245.8 |
10,245.8 |
10,245.8 |
10,256.3 |
| S1 |
10,204.2 |
10,204.2 |
10,266.5 |
10,225.0 |
| S2 |
10,131.3 |
10,131.3 |
10,256.0 |
|
| S3 |
10,016.8 |
10,089.7 |
10,245.5 |
|
| S4 |
9,902.3 |
9,975.2 |
10,214.0 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,858.8 |
10,697.7 |
10,081.9 |
|
| R3 |
10,545.3 |
10,384.2 |
9,995.7 |
|
| R2 |
10,231.8 |
10,231.8 |
9,967.0 |
|
| R1 |
10,070.7 |
10,070.7 |
9,938.2 |
9,994.5 |
| PP |
9,918.3 |
9,918.3 |
9,918.3 |
9,880.3 |
| S1 |
9,757.2 |
9,757.2 |
9,880.8 |
9,681.0 |
| S2 |
9,604.8 |
9,604.8 |
9,852.0 |
|
| S3 |
9,291.3 |
9,443.7 |
9,823.3 |
|
| S4 |
8,977.8 |
9,130.2 |
9,737.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,287.5 |
9,767.0 |
520.5 |
5.1% |
163.5 |
1.6% |
98% |
True |
False |
90,556 |
| 10 |
10,287.5 |
9,761.0 |
526.5 |
5.1% |
186.3 |
1.8% |
98% |
True |
False |
97,312 |
| 20 |
10,364.0 |
9,736.0 |
628.0 |
6.1% |
177.2 |
1.7% |
86% |
False |
False |
101,738 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.2% |
174.4 |
1.7% |
77% |
False |
False |
105,990 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.6% |
181.9 |
1.8% |
77% |
False |
False |
86,810 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
190.8 |
1.9% |
86% |
False |
False |
65,329 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
202.3 |
2.0% |
86% |
False |
False |
52,449 |
| 120 |
11,318.0 |
8,730.0 |
2,588.0 |
25.2% |
202.7 |
2.0% |
60% |
False |
False |
43,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,774.1 |
|
2.618 |
10,587.3 |
|
1.618 |
10,472.8 |
|
1.000 |
10,402.0 |
|
0.618 |
10,358.3 |
|
HIGH |
10,287.5 |
|
0.618 |
10,243.8 |
|
0.500 |
10,230.3 |
|
0.382 |
10,216.7 |
|
LOW |
10,173.0 |
|
0.618 |
10,102.2 |
|
1.000 |
10,058.5 |
|
1.618 |
9,987.7 |
|
2.618 |
9,873.2 |
|
4.250 |
9,686.4 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,261.4 |
10,193.8 |
| PP |
10,245.8 |
10,110.5 |
| S1 |
10,230.3 |
10,027.3 |
|