| 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 |
5,404.0 |
5,408.0 |
4.0 |
0.1% |
5,351.0 |
| High |
5,412.0 |
5,436.0 |
24.0 |
0.4% |
5,436.0 |
| Low |
5,358.0 |
5,406.0 |
48.0 |
0.9% |
5,295.0 |
| Close |
5,393.0 |
5,410.0 |
17.0 |
0.3% |
5,410.0 |
| Range |
54.0 |
30.0 |
-24.0 |
-44.4% |
141.0 |
| ATR |
69.4 |
67.5 |
-1.9 |
-2.7% |
0.0 |
| Volume |
26,653 |
24,858 |
-1,795 |
-6.7% |
131,417 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,507.3 |
5,488.7 |
5,426.5 |
|
| R3 |
5,477.3 |
5,458.7 |
5,418.3 |
|
| R2 |
5,447.3 |
5,447.3 |
5,415.5 |
|
| R1 |
5,428.7 |
5,428.7 |
5,412.8 |
5,438.0 |
| PP |
5,417.3 |
5,417.3 |
5,417.3 |
5,422.0 |
| S1 |
5,398.7 |
5,398.7 |
5,407.3 |
5,408.0 |
| S2 |
5,387.3 |
5,387.3 |
5,404.5 |
|
| S3 |
5,357.3 |
5,368.7 |
5,401.8 |
|
| S4 |
5,327.3 |
5,338.7 |
5,393.5 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,803.3 |
5,747.7 |
5,487.6 |
|
| R3 |
5,662.3 |
5,606.7 |
5,448.8 |
|
| R2 |
5,521.3 |
5,521.3 |
5,435.9 |
|
| R1 |
5,465.7 |
5,465.7 |
5,422.9 |
5,493.5 |
| PP |
5,380.3 |
5,380.3 |
5,380.3 |
5,394.3 |
| S1 |
5,324.7 |
5,324.7 |
5,397.1 |
5,352.5 |
| S2 |
5,239.3 |
5,239.3 |
5,384.2 |
|
| S3 |
5,098.3 |
5,183.7 |
5,371.2 |
|
| S4 |
4,957.3 |
5,042.7 |
5,332.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,436.0 |
5,295.0 |
141.0 |
2.6% |
48.2 |
0.9% |
82% |
True |
False |
26,283 |
| 10 |
5,436.0 |
5,295.0 |
141.0 |
2.6% |
51.1 |
0.9% |
82% |
True |
False |
27,177 |
| 20 |
5,436.0 |
5,156.0 |
280.0 |
5.2% |
64.5 |
1.2% |
91% |
True |
False |
30,357 |
| 40 |
5,436.0 |
4,871.0 |
565.0 |
10.4% |
61.1 |
1.1% |
95% |
True |
False |
29,404 |
| 60 |
5,436.0 |
4,871.0 |
565.0 |
10.4% |
60.5 |
1.1% |
95% |
True |
False |
28,417 |
| 80 |
5,436.0 |
4,649.0 |
787.0 |
14.5% |
58.9 |
1.1% |
97% |
True |
False |
21,371 |
| 100 |
5,436.0 |
4,649.0 |
787.0 |
14.5% |
52.8 |
1.0% |
97% |
True |
False |
17,103 |
| 120 |
5,436.0 |
4,649.0 |
787.0 |
14.5% |
45.5 |
0.8% |
97% |
True |
False |
14,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,563.5 |
|
2.618 |
5,514.5 |
|
1.618 |
5,484.5 |
|
1.000 |
5,466.0 |
|
0.618 |
5,454.5 |
|
HIGH |
5,436.0 |
|
0.618 |
5,424.5 |
|
0.500 |
5,421.0 |
|
0.382 |
5,417.5 |
|
LOW |
5,406.0 |
|
0.618 |
5,387.5 |
|
1.000 |
5,376.0 |
|
1.618 |
5,357.5 |
|
2.618 |
5,327.5 |
|
4.250 |
5,278.5 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,421.0 |
5,405.7 |
| PP |
5,417.3 |
5,401.3 |
| S1 |
5,413.7 |
5,397.0 |
|