| 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 |
1,220.3 |
1,212.5 |
-7.8 |
-0.6% |
1,251.7 |
| High |
1,223.2 |
1,217.6 |
-5.6 |
-0.5% |
1,256.8 |
| Low |
1,206.4 |
1,199.0 |
-7.4 |
-0.6% |
1,206.4 |
| Close |
1,213.8 |
1,214.8 |
1.0 |
0.1% |
1,213.8 |
| Range |
16.8 |
18.6 |
1.8 |
10.7% |
50.4 |
| ATR |
19.2 |
19.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
63,739 |
6,432 |
-57,307 |
-89.9% |
1,051,239 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.3 |
1,259.1 |
1,225.0 |
|
| R3 |
1,247.7 |
1,240.5 |
1,219.9 |
|
| R2 |
1,229.1 |
1,229.1 |
1,218.2 |
|
| R1 |
1,221.9 |
1,221.9 |
1,216.5 |
1,225.5 |
| PP |
1,210.5 |
1,210.5 |
1,210.5 |
1,212.3 |
| S1 |
1,203.3 |
1,203.3 |
1,213.1 |
1,206.9 |
| S2 |
1,191.9 |
1,191.9 |
1,211.4 |
|
| S3 |
1,173.3 |
1,184.7 |
1,209.7 |
|
| S4 |
1,154.7 |
1,166.1 |
1,204.6 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.9 |
1,345.7 |
1,241.5 |
|
| R3 |
1,326.5 |
1,295.3 |
1,227.7 |
|
| R2 |
1,276.1 |
1,276.1 |
1,223.0 |
|
| R1 |
1,244.9 |
1,244.9 |
1,218.4 |
1,235.3 |
| PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,220.9 |
| S1 |
1,194.5 |
1,194.5 |
1,209.2 |
1,184.9 |
| S2 |
1,175.3 |
1,175.3 |
1,204.6 |
|
| S3 |
1,124.9 |
1,144.1 |
1,199.9 |
|
| S4 |
1,074.5 |
1,093.7 |
1,186.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,252.8 |
1,199.0 |
53.8 |
4.4% |
18.1 |
1.5% |
29% |
False |
True |
167,791 |
| 10 |
1,283.9 |
1,199.0 |
84.9 |
7.0% |
17.5 |
1.4% |
19% |
False |
True |
197,166 |
| 20 |
1,303.9 |
1,199.0 |
104.9 |
8.6% |
18.0 |
1.5% |
15% |
False |
True |
203,102 |
| 40 |
1,306.0 |
1,199.0 |
107.0 |
8.8% |
18.6 |
1.5% |
15% |
False |
True |
190,751 |
| 60 |
1,306.0 |
1,199.0 |
107.0 |
8.8% |
19.9 |
1.6% |
15% |
False |
True |
150,609 |
| 80 |
1,306.0 |
1,146.1 |
159.9 |
13.2% |
21.7 |
1.8% |
43% |
False |
False |
115,237 |
| 100 |
1,306.0 |
1,071.8 |
234.2 |
19.3% |
20.4 |
1.7% |
61% |
False |
False |
93,340 |
| 120 |
1,306.0 |
1,048.3 |
257.7 |
21.2% |
19.0 |
1.6% |
65% |
False |
False |
78,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.7 |
|
2.618 |
1,266.3 |
|
1.618 |
1,247.7 |
|
1.000 |
1,236.2 |
|
0.618 |
1,229.1 |
|
HIGH |
1,217.6 |
|
0.618 |
1,210.5 |
|
0.500 |
1,208.3 |
|
0.382 |
1,206.1 |
|
LOW |
1,199.0 |
|
0.618 |
1,187.5 |
|
1.000 |
1,180.4 |
|
1.618 |
1,168.9 |
|
2.618 |
1,150.3 |
|
4.250 |
1,120.0 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.6 |
1,216.8 |
| PP |
1,210.5 |
1,216.1 |
| S1 |
1,208.3 |
1,215.5 |
|