| 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 |
3,005.0 |
3,029.0 |
24.0 |
0.8% |
2,899.0 |
| High |
3,046.0 |
3,053.0 |
7.0 |
0.2% |
2,954.0 |
| Low |
3,004.0 |
3,027.0 |
23.0 |
0.8% |
2,878.0 |
| Close |
3,038.0 |
3,050.0 |
12.0 |
0.4% |
2,924.0 |
| Range |
42.0 |
26.0 |
-16.0 |
-38.1% |
76.0 |
| ATR |
54.1 |
52.1 |
-2.0 |
-3.7% |
0.0 |
| Volume |
561 |
2,267 |
1,706 |
304.1% |
102,668 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.3 |
3,111.7 |
3,064.3 |
|
| R3 |
3,095.3 |
3,085.7 |
3,057.2 |
|
| R2 |
3,069.3 |
3,069.3 |
3,054.8 |
|
| R1 |
3,059.7 |
3,059.7 |
3,052.4 |
3,064.5 |
| PP |
3,043.3 |
3,043.3 |
3,043.3 |
3,045.8 |
| S1 |
3,033.7 |
3,033.7 |
3,047.6 |
3,038.5 |
| S2 |
3,017.3 |
3,017.3 |
3,045.2 |
|
| S3 |
2,991.3 |
3,007.7 |
3,042.9 |
|
| S4 |
2,965.3 |
2,981.7 |
3,035.7 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,111.3 |
2,965.8 |
|
| R3 |
3,070.7 |
3,035.3 |
2,944.9 |
|
| R2 |
2,994.7 |
2,994.7 |
2,937.9 |
|
| R1 |
2,959.3 |
2,959.3 |
2,931.0 |
2,977.0 |
| PP |
2,918.7 |
2,918.7 |
2,918.7 |
2,927.5 |
| S1 |
2,883.3 |
2,883.3 |
2,917.0 |
2,901.0 |
| S2 |
2,842.7 |
2,842.7 |
2,910.1 |
|
| S3 |
2,766.7 |
2,807.3 |
2,903.1 |
|
| S4 |
2,690.7 |
2,731.3 |
2,882.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,053.0 |
2,892.0 |
161.0 |
5.3% |
48.6 |
1.6% |
98% |
True |
False |
1,385 |
| 10 |
3,053.0 |
2,866.0 |
187.0 |
6.1% |
49.9 |
1.6% |
98% |
True |
False |
10,946 |
| 20 |
3,053.0 |
2,845.0 |
208.0 |
6.8% |
48.7 |
1.6% |
99% |
True |
False |
8,430 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
48.2 |
1.6% |
91% |
False |
False |
6,665 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
45.3 |
1.5% |
91% |
False |
False |
9,279 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
40.2 |
1.3% |
94% |
False |
False |
7,180 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
38.6 |
1.3% |
94% |
False |
False |
5,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,163.5 |
|
2.618 |
3,121.1 |
|
1.618 |
3,095.1 |
|
1.000 |
3,079.0 |
|
0.618 |
3,069.1 |
|
HIGH |
3,053.0 |
|
0.618 |
3,043.1 |
|
0.500 |
3,040.0 |
|
0.382 |
3,036.9 |
|
LOW |
3,027.0 |
|
0.618 |
3,010.9 |
|
1.000 |
3,001.0 |
|
1.618 |
2,984.9 |
|
2.618 |
2,958.9 |
|
4.250 |
2,916.5 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.7 |
3,024.2 |
| PP |
3,043.3 |
2,998.3 |
| S1 |
3,040.0 |
2,972.5 |
|