| 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 |
10,276.0 |
10,350.0 |
74.0 |
0.7% |
9,903.0 |
| High |
10,279.0 |
10,357.0 |
78.0 |
0.8% |
10,279.0 |
| Low |
10,234.5 |
10,238.5 |
4.0 |
0.0% |
9,767.0 |
| Close |
10,261.5 |
10,253.5 |
-8.0 |
-0.1% |
10,261.5 |
| Range |
44.5 |
118.5 |
74.0 |
166.3% |
512.0 |
| ATR |
156.6 |
153.9 |
-2.7 |
-1.7% |
0.0 |
| Volume |
92 |
386 |
294 |
319.6% |
746 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,638.5 |
10,564.5 |
10,318.7 |
|
| R3 |
10,520.0 |
10,446.0 |
10,286.1 |
|
| R2 |
10,401.5 |
10,401.5 |
10,275.2 |
|
| R1 |
10,327.5 |
10,327.5 |
10,264.4 |
10,305.3 |
| PP |
10,283.0 |
10,283.0 |
10,283.0 |
10,271.9 |
| S1 |
10,209.0 |
10,209.0 |
10,242.6 |
10,186.8 |
| S2 |
10,164.5 |
10,164.5 |
10,231.8 |
|
| S3 |
10,046.0 |
10,090.5 |
10,220.9 |
|
| S4 |
9,927.5 |
9,972.0 |
10,188.3 |
|
|
| 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 |
10,357.0 |
9,767.0 |
590.0 |
5.8% |
138.7 |
1.4% |
82% |
True |
False |
189 |
| 10 |
10,357.0 |
9,765.0 |
592.0 |
5.8% |
141.2 |
1.4% |
83% |
True |
False |
192 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.8% |
141.8 |
1.4% |
83% |
True |
False |
163 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
147.6 |
1.4% |
75% |
False |
False |
176 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
139.6 |
1.4% |
75% |
False |
False |
159 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
137.8 |
1.3% |
86% |
False |
False |
129 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
142.1 |
1.4% |
86% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,860.6 |
|
2.618 |
10,667.2 |
|
1.618 |
10,548.7 |
|
1.000 |
10,475.5 |
|
0.618 |
10,430.2 |
|
HIGH |
10,357.0 |
|
0.618 |
10,311.7 |
|
0.500 |
10,297.8 |
|
0.382 |
10,283.8 |
|
LOW |
10,238.5 |
|
0.618 |
10,165.3 |
|
1.000 |
10,120.0 |
|
1.618 |
10,046.8 |
|
2.618 |
9,928.3 |
|
4.250 |
9,734.9 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,297.8 |
10,264.0 |
| PP |
10,283.0 |
10,260.5 |
| S1 |
10,268.3 |
10,257.0 |
|