| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
10,280.0 |
10,362.0 |
82.0 |
0.8% |
9,929.0 |
| High |
10,307.5 |
10,374.5 |
67.0 |
0.7% |
10,307.5 |
| Low |
10,241.5 |
10,229.0 |
-12.5 |
-0.1% |
9,767.0 |
| Close |
10,272.0 |
10,263.5 |
-8.5 |
-0.1% |
10,272.0 |
| Range |
66.0 |
145.5 |
79.5 |
120.5% |
540.5 |
| ATR |
179.4 |
177.0 |
-2.4 |
-1.3% |
0.0 |
| Volume |
33,291 |
95,406 |
62,115 |
186.6% |
384,310 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,725.5 |
10,640.0 |
10,343.5 |
|
| R3 |
10,580.0 |
10,494.5 |
10,303.5 |
|
| R2 |
10,434.5 |
10,434.5 |
10,290.2 |
|
| R1 |
10,349.0 |
10,349.0 |
10,276.8 |
10,319.0 |
| PP |
10,289.0 |
10,289.0 |
10,289.0 |
10,274.0 |
| S1 |
10,203.5 |
10,203.5 |
10,250.2 |
10,173.5 |
| S2 |
10,143.5 |
10,143.5 |
10,236.8 |
|
| S3 |
9,998.0 |
10,058.0 |
10,223.5 |
|
| S4 |
9,852.5 |
9,912.5 |
10,183.5 |
|
|
| 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 |
10,374.5 |
9,767.0 |
607.5 |
5.9% |
157.5 |
1.5% |
82% |
True |
False |
71,389 |
| 10 |
10,374.5 |
9,766.0 |
608.5 |
5.9% |
160.7 |
1.6% |
82% |
True |
False |
87,668 |
| 20 |
10,374.5 |
9,736.0 |
638.5 |
6.2% |
165.8 |
1.6% |
83% |
True |
False |
97,202 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.2% |
171.9 |
1.7% |
75% |
False |
False |
102,717 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.6% |
177.8 |
1.7% |
76% |
False |
False |
88,896 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.5% |
188.0 |
1.8% |
86% |
False |
False |
66,883 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.5% |
200.8 |
2.0% |
86% |
False |
False |
53,700 |
| 120 |
11,026.0 |
8,730.0 |
2,296.0 |
22.4% |
198.6 |
1.9% |
67% |
False |
False |
44,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,992.9 |
|
2.618 |
10,755.4 |
|
1.618 |
10,609.9 |
|
1.000 |
10,520.0 |
|
0.618 |
10,464.4 |
|
HIGH |
10,374.5 |
|
0.618 |
10,318.9 |
|
0.500 |
10,301.8 |
|
0.382 |
10,284.6 |
|
LOW |
10,229.0 |
|
0.618 |
10,139.1 |
|
1.000 |
10,083.5 |
|
1.618 |
9,993.6 |
|
2.618 |
9,848.1 |
|
4.250 |
9,610.6 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,301.8 |
10,273.8 |
| PP |
10,289.0 |
10,270.3 |
| S1 |
10,276.3 |
10,266.9 |
|