| 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 |
3,016.0 |
3,037.0 |
21.0 |
0.7% |
2,912.0 |
| High |
3,057.0 |
3,064.0 |
7.0 |
0.2% |
2,966.0 |
| Low |
3,012.0 |
3,036.0 |
24.0 |
0.8% |
2,887.0 |
| Close |
3,049.0 |
3,061.0 |
12.0 |
0.4% |
2,935.0 |
| Range |
45.0 |
28.0 |
-17.0 |
-37.8% |
79.0 |
| ATR |
57.6 |
55.5 |
-2.1 |
-3.7% |
0.0 |
| Volume |
1,172,851 |
851,119 |
-321,732 |
-27.4% |
6,776,708 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.7 |
3,127.3 |
3,076.4 |
|
| R3 |
3,109.7 |
3,099.3 |
3,068.7 |
|
| R2 |
3,081.7 |
3,081.7 |
3,066.1 |
|
| R1 |
3,071.3 |
3,071.3 |
3,063.6 |
3,076.5 |
| PP |
3,053.7 |
3,053.7 |
3,053.7 |
3,056.3 |
| S1 |
3,043.3 |
3,043.3 |
3,058.4 |
3,048.5 |
| S2 |
3,025.7 |
3,025.7 |
3,055.9 |
|
| S3 |
2,997.7 |
3,015.3 |
3,053.3 |
|
| S4 |
2,969.7 |
2,987.3 |
3,045.6 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.3 |
3,129.7 |
2,978.5 |
|
| R3 |
3,087.3 |
3,050.7 |
2,956.7 |
|
| R2 |
3,008.3 |
3,008.3 |
2,949.5 |
|
| R1 |
2,971.7 |
2,971.7 |
2,942.2 |
2,990.0 |
| PP |
2,929.3 |
2,929.3 |
2,929.3 |
2,938.5 |
| S1 |
2,892.7 |
2,892.7 |
2,927.8 |
2,911.0 |
| S2 |
2,850.3 |
2,850.3 |
2,920.5 |
|
| S3 |
2,771.3 |
2,813.7 |
2,913.3 |
|
| S4 |
2,692.3 |
2,734.7 |
2,891.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,064.0 |
2,901.0 |
163.0 |
5.3% |
50.8 |
1.7% |
98% |
True |
False |
1,287,314 |
| 10 |
3,064.0 |
2,873.0 |
191.0 |
6.2% |
52.8 |
1.7% |
98% |
True |
False |
1,241,277 |
| 20 |
3,064.0 |
2,855.0 |
209.0 |
6.8% |
52.2 |
1.7% |
99% |
True |
False |
1,260,641 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
52.0 |
1.7% |
90% |
False |
False |
1,267,317 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
53.8 |
1.8% |
90% |
False |
False |
1,164,206 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
58.2 |
1.9% |
93% |
False |
False |
877,964 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
63.1 |
2.1% |
93% |
False |
False |
703,999 |
| 120 |
3,423.0 |
2,594.0 |
829.0 |
27.1% |
62.3 |
2.0% |
56% |
False |
False |
586,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,183.0 |
|
2.618 |
3,137.3 |
|
1.618 |
3,109.3 |
|
1.000 |
3,092.0 |
|
0.618 |
3,081.3 |
|
HIGH |
3,064.0 |
|
0.618 |
3,053.3 |
|
0.500 |
3,050.0 |
|
0.382 |
3,046.7 |
|
LOW |
3,036.0 |
|
0.618 |
3,018.7 |
|
1.000 |
3,008.0 |
|
1.618 |
2,990.7 |
|
2.618 |
2,962.7 |
|
4.250 |
2,917.0 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,057.3 |
3,034.8 |
| PP |
3,053.7 |
3,008.7 |
| S1 |
3,050.0 |
2,982.5 |
|