| 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 |
2,080.50 |
2,082.00 |
1.50 |
0.1% |
2,043.75 |
| High |
2,083.75 |
2,090.25 |
6.50 |
0.3% |
2,090.25 |
| Low |
2,074.50 |
2,080.00 |
5.50 |
0.3% |
2,032.75 |
| Close |
2,081.50 |
2,089.00 |
7.50 |
0.4% |
2,089.00 |
| Range |
9.25 |
10.25 |
1.00 |
10.8% |
57.50 |
| ATR |
22.20 |
21.34 |
-0.85 |
-3.8% |
0.00 |
| Volume |
6,788 |
13,468 |
6,680 |
98.4% |
47,015 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,113.25 |
2,094.75 |
|
| R3 |
2,107.00 |
2,103.00 |
2,091.75 |
|
| R2 |
2,096.75 |
2,096.75 |
2,091.00 |
|
| R1 |
2,092.75 |
2,092.75 |
2,090.00 |
2,094.75 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,087.50 |
| S1 |
2,082.50 |
2,082.50 |
2,088.00 |
2,084.50 |
| S2 |
2,076.25 |
2,076.25 |
2,087.00 |
|
| S3 |
2,066.00 |
2,072.25 |
2,086.25 |
|
| S4 |
2,055.75 |
2,062.00 |
2,083.25 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.25 |
2,223.50 |
2,120.50 |
|
| R3 |
2,185.75 |
2,166.00 |
2,104.75 |
|
| R2 |
2,128.25 |
2,128.25 |
2,099.50 |
|
| R1 |
2,108.50 |
2,108.50 |
2,094.25 |
2,118.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,075.50 |
| S1 |
2,051.00 |
2,051.00 |
2,083.75 |
2,061.00 |
| S2 |
2,013.25 |
2,013.25 |
2,078.50 |
|
| S3 |
1,955.75 |
1,993.50 |
2,073.25 |
|
| S4 |
1,898.25 |
1,936.00 |
2,057.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,090.25 |
2,032.75 |
57.50 |
2.8% |
17.25 |
0.8% |
98% |
True |
False |
9,403 |
| 10 |
2,090.25 |
2,014.00 |
76.25 |
3.7% |
22.00 |
1.0% |
98% |
True |
False |
8,095 |
| 20 |
2,090.25 |
2,014.00 |
76.25 |
3.7% |
22.25 |
1.1% |
98% |
True |
False |
7,610 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
21.75 |
1.0% |
90% |
False |
False |
5,275 |
| 60 |
2,097.00 |
1,950.50 |
146.50 |
7.0% |
21.75 |
1.0% |
95% |
False |
False |
3,906 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
24.75 |
1.2% |
97% |
False |
False |
3,009 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.75 |
1.4% |
97% |
False |
False |
2,576 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.75 |
1.4% |
97% |
False |
False |
2,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.75 |
|
2.618 |
2,117.00 |
|
1.618 |
2,106.75 |
|
1.000 |
2,100.50 |
|
0.618 |
2,096.50 |
|
HIGH |
2,090.25 |
|
0.618 |
2,086.25 |
|
0.500 |
2,085.00 |
|
0.382 |
2,084.00 |
|
LOW |
2,080.00 |
|
0.618 |
2,073.75 |
|
1.000 |
2,069.75 |
|
1.618 |
2,063.50 |
|
2.618 |
2,053.25 |
|
4.250 |
2,036.50 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.75 |
2,085.25 |
| PP |
2,086.50 |
2,081.75 |
| S1 |
2,085.00 |
2,078.00 |
|