| 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 |
1,227.3 |
1,223.6 |
-3.7 |
-0.3% |
1,273.1 |
| High |
1,230.2 |
1,234.6 |
4.4 |
0.4% |
1,290.4 |
| Low |
1,217.7 |
1,218.4 |
0.7 |
0.1% |
1,244.6 |
| Close |
1,223.8 |
1,220.4 |
-3.4 |
-0.3% |
1,252.9 |
| Range |
12.5 |
16.2 |
3.7 |
29.6% |
45.8 |
| ATR |
19.6 |
19.4 |
-0.2 |
-1.2% |
0.0 |
| Volume |
246,046 |
199,778 |
-46,268 |
-18.8% |
1,112,776 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.1 |
1,262.9 |
1,229.3 |
|
| R3 |
1,256.9 |
1,246.7 |
1,224.9 |
|
| R2 |
1,240.7 |
1,240.7 |
1,223.4 |
|
| R1 |
1,230.5 |
1,230.5 |
1,221.9 |
1,227.5 |
| PP |
1,224.5 |
1,224.5 |
1,224.5 |
1,223.0 |
| S1 |
1,214.3 |
1,214.3 |
1,218.9 |
1,211.3 |
| S2 |
1,208.3 |
1,208.3 |
1,217.4 |
|
| S3 |
1,192.1 |
1,198.1 |
1,215.9 |
|
| S4 |
1,175.9 |
1,181.9 |
1,211.5 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.0 |
1,372.3 |
1,278.1 |
|
| R3 |
1,354.2 |
1,326.5 |
1,265.5 |
|
| R2 |
1,308.4 |
1,308.4 |
1,261.3 |
|
| R1 |
1,280.7 |
1,280.7 |
1,257.1 |
1,271.7 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,258.1 |
| S1 |
1,234.9 |
1,234.9 |
1,248.7 |
1,225.9 |
| S2 |
1,216.8 |
1,216.8 |
1,244.5 |
|
| S3 |
1,171.0 |
1,189.1 |
1,240.3 |
|
| S4 |
1,125.2 |
1,143.3 |
1,227.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,261.2 |
1,217.7 |
43.5 |
3.6% |
16.0 |
1.3% |
6% |
False |
False |
238,531 |
| 10 |
1,290.4 |
1,217.7 |
72.7 |
6.0% |
17.2 |
1.4% |
4% |
False |
False |
227,462 |
| 20 |
1,306.0 |
1,217.7 |
88.3 |
7.2% |
18.6 |
1.5% |
3% |
False |
False |
223,206 |
| 40 |
1,306.0 |
1,210.3 |
95.7 |
7.8% |
18.6 |
1.5% |
11% |
False |
False |
196,196 |
| 60 |
1,306.0 |
1,207.7 |
98.3 |
8.1% |
20.3 |
1.7% |
13% |
False |
False |
150,125 |
| 80 |
1,306.0 |
1,125.9 |
180.1 |
14.8% |
21.7 |
1.8% |
52% |
False |
False |
114,515 |
| 100 |
1,306.0 |
1,071.8 |
234.2 |
19.2% |
20.3 |
1.7% |
63% |
False |
False |
92,668 |
| 120 |
1,306.0 |
1,048.3 |
257.7 |
21.1% |
19.1 |
1.6% |
67% |
False |
False |
77,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.5 |
|
2.618 |
1,277.0 |
|
1.618 |
1,260.8 |
|
1.000 |
1,250.8 |
|
0.618 |
1,244.6 |
|
HIGH |
1,234.6 |
|
0.618 |
1,228.4 |
|
0.500 |
1,226.5 |
|
0.382 |
1,224.6 |
|
LOW |
1,218.4 |
|
0.618 |
1,208.4 |
|
1.000 |
1,202.2 |
|
1.618 |
1,192.2 |
|
2.618 |
1,176.0 |
|
4.250 |
1,149.6 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,226.5 |
1,235.3 |
| PP |
1,224.5 |
1,230.3 |
| S1 |
1,222.4 |
1,225.4 |
|