| 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 |
3,060.0 |
3,088.0 |
28.0 |
0.9% |
2,939.0 |
| High |
3,073.0 |
3,089.0 |
16.0 |
0.5% |
3,073.0 |
| Low |
3,049.0 |
3,041.0 |
-8.0 |
-0.3% |
2,901.0 |
| Close |
3,065.0 |
3,053.0 |
-12.0 |
-0.4% |
3,065.0 |
| Range |
24.0 |
48.0 |
24.0 |
100.0% |
172.0 |
| ATR |
53.2 |
52.9 |
-0.4 |
-0.7% |
0.0 |
| Volume |
318,990 |
1,454,202 |
1,135,212 |
355.9% |
5,515,298 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.0 |
3,177.0 |
3,079.4 |
|
| R3 |
3,157.0 |
3,129.0 |
3,066.2 |
|
| R2 |
3,109.0 |
3,109.0 |
3,061.8 |
|
| R1 |
3,081.0 |
3,081.0 |
3,057.4 |
3,071.0 |
| PP |
3,061.0 |
3,061.0 |
3,061.0 |
3,056.0 |
| S1 |
3,033.0 |
3,033.0 |
3,048.6 |
3,023.0 |
| S2 |
3,013.0 |
3,013.0 |
3,044.2 |
|
| S3 |
2,965.0 |
2,985.0 |
3,039.8 |
|
| S4 |
2,917.0 |
2,937.0 |
3,026.6 |
|
|
| 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 |
3,089.0 |
2,901.0 |
188.0 |
6.2% |
51.0 |
1.7% |
81% |
True |
False |
1,061,154 |
| 10 |
3,089.0 |
2,887.0 |
202.0 |
6.6% |
48.8 |
1.6% |
82% |
True |
False |
1,221,412 |
| 20 |
3,089.0 |
2,855.0 |
234.0 |
7.7% |
50.8 |
1.7% |
85% |
True |
False |
1,231,179 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
50.5 |
1.7% |
87% |
False |
False |
1,245,888 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
53.7 |
1.8% |
87% |
False |
False |
1,191,091 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.4% |
57.1 |
1.9% |
92% |
False |
False |
900,097 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.4% |
62.6 |
2.1% |
92% |
False |
False |
721,412 |
| 120 |
3,310.0 |
2,594.0 |
716.0 |
23.5% |
61.1 |
2.0% |
64% |
False |
False |
601,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,293.0 |
|
2.618 |
3,214.7 |
|
1.618 |
3,166.7 |
|
1.000 |
3,137.0 |
|
0.618 |
3,118.7 |
|
HIGH |
3,089.0 |
|
0.618 |
3,070.7 |
|
0.500 |
3,065.0 |
|
0.382 |
3,059.3 |
|
LOW |
3,041.0 |
|
0.618 |
3,011.3 |
|
1.000 |
2,993.0 |
|
1.618 |
2,963.3 |
|
2.618 |
2,915.3 |
|
4.250 |
2,837.0 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,065.0 |
3,062.5 |
| PP |
3,061.0 |
3,059.3 |
| S1 |
3,057.0 |
3,056.2 |
|