| 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 |
10,171.0 |
10,276.0 |
105.0 |
1.0% |
9,903.0 |
| High |
10,272.0 |
10,279.0 |
7.0 |
0.1% |
10,279.0 |
| Low |
10,171.0 |
10,234.5 |
63.5 |
0.6% |
9,767.0 |
| Close |
10,266.5 |
10,261.5 |
-5.0 |
0.0% |
10,261.5 |
| Range |
101.0 |
44.5 |
-56.5 |
-55.9% |
512.0 |
| ATR |
165.2 |
156.6 |
-8.6 |
-5.2% |
0.0 |
| Volume |
74 |
92 |
18 |
24.3% |
746 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,391.8 |
10,371.2 |
10,286.0 |
|
| R3 |
10,347.3 |
10,326.7 |
10,273.7 |
|
| R2 |
10,302.8 |
10,302.8 |
10,269.7 |
|
| R1 |
10,282.2 |
10,282.2 |
10,265.6 |
10,270.3 |
| PP |
10,258.3 |
10,258.3 |
10,258.3 |
10,252.4 |
| S1 |
10,237.7 |
10,237.7 |
10,257.4 |
10,225.8 |
| S2 |
10,213.8 |
10,213.8 |
10,253.3 |
|
| S3 |
10,169.3 |
10,193.2 |
10,249.3 |
|
| S4 |
10,124.8 |
10,148.7 |
10,237.0 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,638.5 |
11,462.0 |
10,543.1 |
|
| R3 |
11,126.5 |
10,950.0 |
10,402.3 |
|
| R2 |
10,614.5 |
10,614.5 |
10,355.4 |
|
| R1 |
10,438.0 |
10,438.0 |
10,308.4 |
10,526.3 |
| PP |
10,102.5 |
10,102.5 |
10,102.5 |
10,146.6 |
| S1 |
9,926.0 |
9,926.0 |
10,214.6 |
10,014.3 |
| S2 |
9,590.5 |
9,590.5 |
10,167.6 |
|
| S3 |
9,078.5 |
9,414.0 |
10,120.7 |
|
| S4 |
8,566.5 |
8,902.0 |
9,979.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,279.0 |
9,767.0 |
512.0 |
5.0% |
145.2 |
1.4% |
97% |
True |
False |
149 |
| 10 |
10,279.0 |
9,765.0 |
514.0 |
5.0% |
129.3 |
1.3% |
97% |
True |
False |
154 |
| 20 |
10,279.0 |
9,757.5 |
521.5 |
5.1% |
139.8 |
1.4% |
97% |
True |
False |
150 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
148.3 |
1.4% |
76% |
False |
False |
171 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
137.7 |
1.3% |
76% |
False |
False |
155 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
138.9 |
1.4% |
86% |
False |
False |
125 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
142.3 |
1.4% |
86% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,468.1 |
|
2.618 |
10,395.5 |
|
1.618 |
10,351.0 |
|
1.000 |
10,323.5 |
|
0.618 |
10,306.5 |
|
HIGH |
10,279.0 |
|
0.618 |
10,262.0 |
|
0.500 |
10,256.8 |
|
0.382 |
10,251.5 |
|
LOW |
10,234.5 |
|
0.618 |
10,207.0 |
|
1.000 |
10,190.0 |
|
1.618 |
10,162.5 |
|
2.618 |
10,118.0 |
|
4.250 |
10,045.4 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,259.9 |
10,240.8 |
| PP |
10,258.3 |
10,220.2 |
| S1 |
10,256.8 |
10,199.5 |
|