| 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 |
1,140.2 |
1,152.8 |
12.6 |
1.1% |
1,113.5 |
| High |
1,151.6 |
1,159.1 |
7.5 |
0.7% |
1,151.6 |
| Low |
1,137.5 |
1,148.4 |
10.9 |
1.0% |
1,106.1 |
| Close |
1,150.1 |
1,153.4 |
3.3 |
0.3% |
1,150.1 |
| Range |
14.1 |
10.7 |
-3.4 |
-24.1% |
45.5 |
| ATR |
16.9 |
16.5 |
-0.4 |
-2.6% |
0.0 |
| Volume |
59,231 |
92,608 |
33,377 |
56.4% |
372,802 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.8 |
1,180.3 |
1,159.3 |
|
| R3 |
1,175.0 |
1,169.5 |
1,156.3 |
|
| R2 |
1,164.3 |
1,164.3 |
1,155.3 |
|
| R1 |
1,158.8 |
1,158.8 |
1,154.5 |
1,161.5 |
| PP |
1,153.8 |
1,153.8 |
1,153.8 |
1,155.0 |
| S1 |
1,148.3 |
1,148.3 |
1,152.5 |
1,151.0 |
| S2 |
1,143.0 |
1,143.0 |
1,151.5 |
|
| S3 |
1,132.3 |
1,137.5 |
1,150.5 |
|
| S4 |
1,121.5 |
1,126.8 |
1,147.5 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.5 |
1,256.8 |
1,175.0 |
|
| R3 |
1,227.0 |
1,211.3 |
1,162.5 |
|
| R2 |
1,181.5 |
1,181.5 |
1,158.5 |
|
| R1 |
1,165.8 |
1,165.8 |
1,154.3 |
1,173.5 |
| PP |
1,136.0 |
1,136.0 |
1,136.0 |
1,139.8 |
| S1 |
1,120.3 |
1,120.3 |
1,146.0 |
1,128.0 |
| S2 |
1,090.5 |
1,090.5 |
1,141.8 |
|
| S3 |
1,045.0 |
1,074.8 |
1,137.5 |
|
| S4 |
999.5 |
1,029.3 |
1,125.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,159.1 |
1,106.1 |
53.0 |
4.6% |
14.0 |
1.2% |
89% |
True |
False |
79,826 |
| 10 |
1,159.1 |
1,082.7 |
76.4 |
6.6% |
16.8 |
1.5% |
93% |
True |
False |
94,427 |
| 20 |
1,159.1 |
1,082.7 |
76.4 |
6.6% |
17.3 |
1.5% |
93% |
True |
False |
92,680 |
| 40 |
1,159.1 |
1,082.7 |
76.4 |
6.6% |
16.8 |
1.5% |
93% |
True |
False |
89,184 |
| 60 |
1,159.1 |
1,046.6 |
112.5 |
9.8% |
17.5 |
1.5% |
95% |
True |
False |
89,630 |
| 80 |
1,159.1 |
945.2 |
213.9 |
18.5% |
16.5 |
1.4% |
97% |
True |
False |
67,273 |
| 100 |
1,159.1 |
945.2 |
213.9 |
18.5% |
14.8 |
1.3% |
97% |
True |
False |
53,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.5 |
|
2.618 |
1,187.0 |
|
1.618 |
1,176.5 |
|
1.000 |
1,169.8 |
|
0.618 |
1,165.8 |
|
HIGH |
1,159.0 |
|
0.618 |
1,155.0 |
|
0.500 |
1,153.8 |
|
0.382 |
1,152.5 |
|
LOW |
1,148.5 |
|
0.618 |
1,141.8 |
|
1.000 |
1,137.8 |
|
1.618 |
1,131.0 |
|
2.618 |
1,120.5 |
|
4.250 |
1,103.0 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.8 |
1,151.5 |
| PP |
1,153.8 |
1,149.5 |
| S1 |
1,153.5 |
1,147.5 |
|