| 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 |
10,133.0 |
10,171.0 |
38.0 |
0.4% |
9,935.5 |
| High |
10,211.5 |
10,272.0 |
60.5 |
0.6% |
10,061.0 |
| Low |
10,120.0 |
10,171.0 |
51.0 |
0.5% |
9,765.0 |
| Close |
10,196.5 |
10,266.5 |
70.0 |
0.7% |
9,898.5 |
| Range |
91.5 |
101.0 |
9.5 |
10.4% |
296.0 |
| ATR |
170.2 |
165.2 |
-4.9 |
-2.9% |
0.0 |
| Volume |
76 |
74 |
-2 |
-2.6% |
797 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,539.5 |
10,504.0 |
10,322.1 |
|
| R3 |
10,438.5 |
10,403.0 |
10,294.3 |
|
| R2 |
10,337.5 |
10,337.5 |
10,285.0 |
|
| R1 |
10,302.0 |
10,302.0 |
10,275.8 |
10,319.8 |
| PP |
10,236.5 |
10,236.5 |
10,236.5 |
10,245.4 |
| S1 |
10,201.0 |
10,201.0 |
10,257.2 |
10,218.8 |
| S2 |
10,135.5 |
10,135.5 |
10,248.0 |
|
| S3 |
10,034.5 |
10,100.0 |
10,238.7 |
|
| S4 |
9,933.5 |
9,999.0 |
10,211.0 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,796.2 |
10,643.3 |
10,061.3 |
|
| R3 |
10,500.2 |
10,347.3 |
9,979.9 |
|
| R2 |
10,204.2 |
10,204.2 |
9,952.8 |
|
| R1 |
10,051.3 |
10,051.3 |
9,925.6 |
9,979.8 |
| PP |
9,908.2 |
9,908.2 |
9,908.2 |
9,872.4 |
| S1 |
9,755.3 |
9,755.3 |
9,871.4 |
9,683.8 |
| S2 |
9,612.2 |
9,612.2 |
9,844.2 |
|
| S3 |
9,316.2 |
9,459.3 |
9,817.1 |
|
| S4 |
9,020.2 |
9,163.3 |
9,735.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,272.0 |
9,767.0 |
505.0 |
4.9% |
147.1 |
1.4% |
99% |
True |
False |
166 |
| 10 |
10,272.0 |
9,757.5 |
514.5 |
5.0% |
145.2 |
1.4% |
99% |
True |
False |
157 |
| 20 |
10,272.0 |
9,757.5 |
514.5 |
5.0% |
148.5 |
1.4% |
99% |
True |
False |
151 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
150.8 |
1.5% |
76% |
False |
False |
171 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
137.1 |
1.3% |
76% |
False |
False |
154 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
140.0 |
1.4% |
86% |
False |
False |
124 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
143.3 |
1.4% |
86% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,701.3 |
|
2.618 |
10,536.4 |
|
1.618 |
10,435.4 |
|
1.000 |
10,373.0 |
|
0.618 |
10,334.4 |
|
HIGH |
10,272.0 |
|
0.618 |
10,233.4 |
|
0.500 |
10,221.5 |
|
0.382 |
10,209.6 |
|
LOW |
10,171.0 |
|
0.618 |
10,108.6 |
|
1.000 |
10,070.0 |
|
1.618 |
10,007.6 |
|
2.618 |
9,906.6 |
|
4.250 |
9,741.8 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,251.5 |
10,184.2 |
| PP |
10,236.5 |
10,101.8 |
| S1 |
10,221.5 |
10,019.5 |
|