| 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 |
3,037.0 |
3,060.0 |
23.0 |
0.8% |
2,939.0 |
| High |
3,064.0 |
3,073.0 |
9.0 |
0.3% |
3,073.0 |
| Low |
3,036.0 |
3,049.0 |
13.0 |
0.4% |
2,901.0 |
| Close |
3,061.0 |
3,065.0 |
4.0 |
0.1% |
3,065.0 |
| Range |
28.0 |
24.0 |
-4.0 |
-14.3% |
172.0 |
| ATR |
55.5 |
53.2 |
-2.2 |
-4.1% |
0.0 |
| Volume |
851,119 |
318,990 |
-532,129 |
-62.5% |
5,515,298 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.3 |
3,123.7 |
3,078.2 |
|
| R3 |
3,110.3 |
3,099.7 |
3,071.6 |
|
| R2 |
3,086.3 |
3,086.3 |
3,069.4 |
|
| R1 |
3,075.7 |
3,075.7 |
3,067.2 |
3,081.0 |
| PP |
3,062.3 |
3,062.3 |
3,062.3 |
3,065.0 |
| S1 |
3,051.7 |
3,051.7 |
3,062.8 |
3,057.0 |
| S2 |
3,038.3 |
3,038.3 |
3,060.6 |
|
| S3 |
3,014.3 |
3,027.7 |
3,058.4 |
|
| S4 |
2,990.3 |
3,003.7 |
3,051.8 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,529.0 |
3,469.0 |
3,159.6 |
|
| R3 |
3,357.0 |
3,297.0 |
3,112.3 |
|
| R2 |
3,185.0 |
3,185.0 |
3,096.5 |
|
| R1 |
3,125.0 |
3,125.0 |
3,080.8 |
3,155.0 |
| PP |
3,013.0 |
3,013.0 |
3,013.0 |
3,028.0 |
| S1 |
2,953.0 |
2,953.0 |
3,049.2 |
2,983.0 |
| S2 |
2,841.0 |
2,841.0 |
3,033.5 |
|
| S3 |
2,669.0 |
2,781.0 |
3,017.7 |
|
| S4 |
2,497.0 |
2,609.0 |
2,970.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,073.0 |
2,901.0 |
172.0 |
5.6% |
50.4 |
1.6% |
95% |
True |
False |
1,103,059 |
| 10 |
3,073.0 |
2,887.0 |
186.0 |
6.1% |
48.6 |
1.6% |
96% |
True |
False |
1,229,200 |
| 20 |
3,073.0 |
2,855.0 |
218.0 |
7.1% |
49.7 |
1.6% |
96% |
True |
False |
1,237,426 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
51.0 |
1.7% |
91% |
False |
False |
1,246,433 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
53.5 |
1.7% |
91% |
False |
False |
1,169,040 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
57.5 |
1.9% |
94% |
False |
False |
881,946 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
62.8 |
2.0% |
94% |
False |
False |
706,963 |
| 120 |
3,310.0 |
2,594.0 |
716.0 |
23.4% |
61.0 |
2.0% |
66% |
False |
False |
589,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.0 |
|
2.618 |
3,135.8 |
|
1.618 |
3,111.8 |
|
1.000 |
3,097.0 |
|
0.618 |
3,087.8 |
|
HIGH |
3,073.0 |
|
0.618 |
3,063.8 |
|
0.500 |
3,061.0 |
|
0.382 |
3,058.2 |
|
LOW |
3,049.0 |
|
0.618 |
3,034.2 |
|
1.000 |
3,025.0 |
|
1.618 |
3,010.2 |
|
2.618 |
2,986.2 |
|
4.250 |
2,947.0 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,063.7 |
3,057.5 |
| PP |
3,062.3 |
3,050.0 |
| S1 |
3,061.0 |
3,042.5 |
|