| 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 |
3,048.0 |
3,075.0 |
27.0 |
0.9% |
2,929.0 |
| High |
3,060.0 |
3,078.0 |
18.0 |
0.6% |
3,060.0 |
| Low |
3,042.0 |
3,032.0 |
-10.0 |
-0.3% |
2,892.0 |
| Close |
3,054.0 |
3,042.0 |
-12.0 |
-0.4% |
3,054.0 |
| Range |
18.0 |
46.0 |
28.0 |
155.6% |
168.0 |
| ATR |
49.6 |
49.4 |
-0.3 |
-0.5% |
0.0 |
| Volume |
2,229 |
170,247 |
168,018 |
7,537.8% |
8,462 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,188.7 |
3,161.3 |
3,067.3 |
|
| R3 |
3,142.7 |
3,115.3 |
3,054.7 |
|
| R2 |
3,096.7 |
3,096.7 |
3,050.4 |
|
| R1 |
3,069.3 |
3,069.3 |
3,046.2 |
3,060.0 |
| PP |
3,050.7 |
3,050.7 |
3,050.7 |
3,046.0 |
| S1 |
3,023.3 |
3,023.3 |
3,037.8 |
3,014.0 |
| S2 |
3,004.7 |
3,004.7 |
3,033.6 |
|
| S3 |
2,958.7 |
2,977.3 |
3,029.4 |
|
| S4 |
2,912.7 |
2,931.3 |
3,016.7 |
|
|
| 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 |
3,078.0 |
2,892.0 |
186.0 |
6.1% |
48.0 |
1.6% |
81% |
True |
False |
35,453 |
| 10 |
3,078.0 |
2,878.0 |
200.0 |
6.6% |
45.8 |
1.5% |
82% |
True |
False |
25,050 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
7.7% |
47.3 |
1.6% |
85% |
True |
False |
17,025 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.8 |
1.5% |
89% |
True |
False |
10,956 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
45.9 |
1.5% |
89% |
True |
False |
11,598 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
40.3 |
1.3% |
92% |
True |
False |
9,336 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
39.1 |
1.3% |
92% |
True |
False |
7,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.5 |
|
2.618 |
3,198.4 |
|
1.618 |
3,152.4 |
|
1.000 |
3,124.0 |
|
0.618 |
3,106.4 |
|
HIGH |
3,078.0 |
|
0.618 |
3,060.4 |
|
0.500 |
3,055.0 |
|
0.382 |
3,049.6 |
|
LOW |
3,032.0 |
|
0.618 |
3,003.6 |
|
1.000 |
2,986.0 |
|
1.618 |
2,957.6 |
|
2.618 |
2,911.6 |
|
4.250 |
2,836.5 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,055.0 |
3,052.5 |
| PP |
3,050.7 |
3,049.0 |
| S1 |
3,046.3 |
3,045.5 |
|