| 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 |
4,473.50 |
4,494.00 |
20.50 |
0.5% |
4,367.75 |
| High |
4,495.50 |
4,513.50 |
18.00 |
0.4% |
4,513.50 |
| Low |
4,463.50 |
4,490.25 |
26.75 |
0.6% |
4,341.75 |
| Close |
4,492.25 |
4,510.00 |
17.75 |
0.4% |
4,510.00 |
| Range |
32.00 |
23.25 |
-8.75 |
-27.3% |
171.75 |
| ATR |
62.04 |
59.27 |
-2.77 |
-4.5% |
0.00 |
| Volume |
163,693 |
153,739 |
-9,954 |
-6.1% |
977,971 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,574.25 |
4,565.50 |
4,522.75 |
|
| R3 |
4,551.00 |
4,542.25 |
4,516.50 |
|
| R2 |
4,527.75 |
4,527.75 |
4,514.25 |
|
| R1 |
4,519.00 |
4,519.00 |
4,512.25 |
4,523.50 |
| PP |
4,504.50 |
4,504.50 |
4,504.50 |
4,506.75 |
| S1 |
4,495.75 |
4,495.75 |
4,507.75 |
4,500.00 |
| S2 |
4,481.25 |
4,481.25 |
4,505.75 |
|
| S3 |
4,458.00 |
4,472.50 |
4,503.50 |
|
| S4 |
4,434.75 |
4,449.25 |
4,497.25 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,970.25 |
4,912.00 |
4,604.50 |
|
| R3 |
4,798.50 |
4,740.25 |
4,557.25 |
|
| R2 |
4,626.75 |
4,626.75 |
4,541.50 |
|
| R1 |
4,568.50 |
4,568.50 |
4,525.75 |
4,597.50 |
| PP |
4,455.00 |
4,455.00 |
4,455.00 |
4,469.75 |
| S1 |
4,396.75 |
4,396.75 |
4,494.25 |
4,426.00 |
| S2 |
4,283.25 |
4,283.25 |
4,478.50 |
|
| S3 |
4,111.50 |
4,225.00 |
4,462.75 |
|
| S4 |
3,939.75 |
4,053.25 |
4,415.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,513.50 |
4,341.75 |
171.75 |
3.8% |
48.50 |
1.1% |
98% |
True |
False |
195,594 |
| 10 |
4,513.50 |
4,280.75 |
232.75 |
5.2% |
59.75 |
1.3% |
98% |
True |
False |
225,500 |
| 20 |
4,513.50 |
4,271.00 |
242.50 |
5.4% |
58.75 |
1.3% |
99% |
True |
False |
229,890 |
| 40 |
4,584.50 |
4,271.00 |
313.50 |
7.0% |
61.00 |
1.3% |
76% |
False |
False |
233,935 |
| 60 |
4,584.50 |
4,220.25 |
364.25 |
8.1% |
59.75 |
1.3% |
80% |
False |
False |
211,450 |
| 80 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
68.75 |
1.5% |
90% |
False |
False |
158,734 |
| 100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
80.50 |
1.8% |
90% |
False |
False |
127,026 |
| 120 |
4,710.50 |
3,856.50 |
854.00 |
18.9% |
78.25 |
1.7% |
77% |
False |
False |
105,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,612.25 |
|
2.618 |
4,574.25 |
|
1.618 |
4,551.00 |
|
1.000 |
4,536.75 |
|
0.618 |
4,527.75 |
|
HIGH |
4,513.50 |
|
0.618 |
4,504.50 |
|
0.500 |
4,502.00 |
|
0.382 |
4,499.25 |
|
LOW |
4,490.25 |
|
0.618 |
4,476.00 |
|
1.000 |
4,467.00 |
|
1.618 |
4,452.75 |
|
2.618 |
4,429.50 |
|
4.250 |
4,391.50 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,507.25 |
4,499.50 |
| PP |
4,504.50 |
4,488.75 |
| S1 |
4,502.00 |
4,478.25 |
|