| 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 |
3,029.0 |
3,048.0 |
19.0 |
0.6% |
2,929.0 |
| High |
3,053.0 |
3,060.0 |
7.0 |
0.2% |
3,060.0 |
| Low |
3,027.0 |
3,042.0 |
15.0 |
0.5% |
2,892.0 |
| Close |
3,050.0 |
3,054.0 |
4.0 |
0.1% |
3,054.0 |
| Range |
26.0 |
18.0 |
-8.0 |
-30.8% |
168.0 |
| ATR |
52.1 |
49.6 |
-2.4 |
-4.7% |
0.0 |
| Volume |
2,267 |
2,229 |
-38 |
-1.7% |
8,462 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.0 |
3,098.0 |
3,063.9 |
|
| R3 |
3,088.0 |
3,080.0 |
3,059.0 |
|
| R2 |
3,070.0 |
3,070.0 |
3,057.3 |
|
| R1 |
3,062.0 |
3,062.0 |
3,055.7 |
3,066.0 |
| PP |
3,052.0 |
3,052.0 |
3,052.0 |
3,054.0 |
| S1 |
3,044.0 |
3,044.0 |
3,052.4 |
3,048.0 |
| S2 |
3,034.0 |
3,034.0 |
3,050.7 |
|
| S3 |
3,016.0 |
3,026.0 |
3,049.1 |
|
| S4 |
2,998.0 |
3,008.0 |
3,044.1 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,506.0 |
3,448.0 |
3,146.4 |
|
| R3 |
3,338.0 |
3,280.0 |
3,100.2 |
|
| R2 |
3,170.0 |
3,170.0 |
3,084.8 |
|
| R1 |
3,112.0 |
3,112.0 |
3,069.4 |
3,141.0 |
| PP |
3,002.0 |
3,002.0 |
3,002.0 |
3,016.5 |
| S1 |
2,944.0 |
2,944.0 |
3,038.6 |
2,973.0 |
| S2 |
2,834.0 |
2,834.0 |
3,023.2 |
|
| S3 |
2,666.0 |
2,776.0 |
3,007.8 |
|
| S4 |
2,498.0 |
2,608.0 |
2,961.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,060.0 |
2,892.0 |
168.0 |
5.5% |
47.6 |
1.6% |
96% |
True |
False |
1,692 |
| 10 |
3,060.0 |
2,878.0 |
182.0 |
6.0% |
45.6 |
1.5% |
97% |
True |
False |
11,113 |
| 20 |
3,060.0 |
2,845.0 |
215.0 |
7.0% |
46.1 |
1.5% |
97% |
True |
False |
8,533 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
47.1 |
1.5% |
92% |
False |
False |
6,719 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
45.2 |
1.5% |
92% |
False |
False |
9,316 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
40.0 |
1.3% |
95% |
False |
False |
7,208 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
38.8 |
1.3% |
95% |
False |
False |
5,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.5 |
|
2.618 |
3,107.1 |
|
1.618 |
3,089.1 |
|
1.000 |
3,078.0 |
|
0.618 |
3,071.1 |
|
HIGH |
3,060.0 |
|
0.618 |
3,053.1 |
|
0.500 |
3,051.0 |
|
0.382 |
3,048.9 |
|
LOW |
3,042.0 |
|
0.618 |
3,030.9 |
|
1.000 |
3,024.0 |
|
1.618 |
3,012.9 |
|
2.618 |
2,994.9 |
|
4.250 |
2,965.5 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,053.0 |
3,046.7 |
| PP |
3,052.0 |
3,039.3 |
| S1 |
3,051.0 |
3,032.0 |
|