| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
10,175.5 |
10,280.0 |
104.5 |
1.0% |
9,929.0 |
| High |
10,287.5 |
10,307.5 |
20.0 |
0.2% |
10,307.5 |
| Low |
10,173.0 |
10,241.5 |
68.5 |
0.7% |
9,767.0 |
| Close |
10,277.0 |
10,272.0 |
-5.0 |
0.0% |
10,272.0 |
| Range |
114.5 |
66.0 |
-48.5 |
-42.4% |
540.5 |
| ATR |
188.1 |
179.4 |
-8.7 |
-4.6% |
0.0 |
| Volume |
58,918 |
33,291 |
-25,627 |
-43.5% |
384,310 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,471.7 |
10,437.8 |
10,308.3 |
|
| R3 |
10,405.7 |
10,371.8 |
10,290.2 |
|
| R2 |
10,339.7 |
10,339.7 |
10,284.1 |
|
| R1 |
10,305.8 |
10,305.8 |
10,278.1 |
10,289.8 |
| PP |
10,273.7 |
10,273.7 |
10,273.7 |
10,265.6 |
| S1 |
10,239.8 |
10,239.8 |
10,266.0 |
10,223.8 |
| S2 |
10,207.7 |
10,207.7 |
10,259.9 |
|
| S3 |
10,141.7 |
10,173.8 |
10,253.9 |
|
| S4 |
10,075.7 |
10,107.8 |
10,235.7 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,737.0 |
11,545.0 |
10,569.3 |
|
| R3 |
11,196.5 |
11,004.5 |
10,420.6 |
|
| R2 |
10,656.0 |
10,656.0 |
10,371.1 |
|
| R1 |
10,464.0 |
10,464.0 |
10,321.5 |
10,560.0 |
| PP |
10,115.5 |
10,115.5 |
10,115.5 |
10,163.5 |
| S1 |
9,923.5 |
9,923.5 |
10,222.5 |
10,019.5 |
| S2 |
9,575.0 |
9,575.0 |
10,172.9 |
|
| S3 |
9,034.5 |
9,383.0 |
10,123.4 |
|
| S4 |
8,494.0 |
8,842.5 |
9,974.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,307.5 |
9,767.0 |
540.5 |
5.3% |
161.6 |
1.6% |
93% |
True |
False |
76,862 |
| 10 |
10,307.5 |
9,761.0 |
546.5 |
5.3% |
168.0 |
1.6% |
94% |
True |
False |
89,738 |
| 20 |
10,307.5 |
9,736.0 |
571.5 |
5.6% |
169.9 |
1.7% |
94% |
True |
False |
96,931 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.2% |
173.4 |
1.7% |
76% |
False |
False |
103,235 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.6% |
177.5 |
1.7% |
77% |
False |
False |
87,328 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
188.9 |
1.8% |
86% |
False |
False |
65,724 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
201.1 |
2.0% |
86% |
False |
False |
52,759 |
| 120 |
11,226.5 |
8,730.0 |
2,496.5 |
24.3% |
201.7 |
2.0% |
62% |
False |
False |
44,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,588.0 |
|
2.618 |
10,480.3 |
|
1.618 |
10,414.3 |
|
1.000 |
10,373.5 |
|
0.618 |
10,348.3 |
|
HIGH |
10,307.5 |
|
0.618 |
10,282.3 |
|
0.500 |
10,274.5 |
|
0.382 |
10,266.7 |
|
LOW |
10,241.5 |
|
0.618 |
10,200.7 |
|
1.000 |
10,175.5 |
|
1.618 |
10,134.7 |
|
2.618 |
10,068.7 |
|
4.250 |
9,961.0 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,274.5 |
10,254.0 |
| PP |
10,273.7 |
10,236.0 |
| S1 |
10,272.8 |
10,218.0 |
|