| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
5,427.0 |
5,418.0 |
-9.0 |
-0.2% |
5,351.0 |
| High |
5,432.0 |
5,419.0 |
-13.0 |
-0.2% |
5,436.0 |
| Low |
5,398.0 |
5,369.0 |
-29.0 |
-0.5% |
5,295.0 |
| Close |
5,412.0 |
5,382.0 |
-30.0 |
-0.6% |
5,410.0 |
| Range |
34.0 |
50.0 |
16.0 |
47.1% |
141.0 |
| ATR |
65.1 |
64.1 |
-1.1 |
-1.7% |
0.0 |
| Volume |
15,747 |
27,272 |
11,525 |
73.2% |
131,417 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,540.0 |
5,511.0 |
5,409.5 |
|
| R3 |
5,490.0 |
5,461.0 |
5,395.8 |
|
| R2 |
5,440.0 |
5,440.0 |
5,391.2 |
|
| R1 |
5,411.0 |
5,411.0 |
5,386.6 |
5,400.5 |
| PP |
5,390.0 |
5,390.0 |
5,390.0 |
5,384.8 |
| S1 |
5,361.0 |
5,361.0 |
5,377.4 |
5,350.5 |
| S2 |
5,340.0 |
5,340.0 |
5,372.8 |
|
| S3 |
5,290.0 |
5,311.0 |
5,368.3 |
|
| S4 |
5,240.0 |
5,261.0 |
5,354.5 |
|
|
| 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 |
5,358.0 |
78.0 |
1.4% |
41.2 |
0.8% |
31% |
False |
False |
25,097 |
| 10 |
5,436.0 |
5,295.0 |
141.0 |
2.6% |
50.4 |
0.9% |
62% |
False |
False |
25,971 |
| 20 |
5,436.0 |
5,171.0 |
265.0 |
4.9% |
56.5 |
1.0% |
80% |
False |
False |
28,307 |
| 40 |
5,436.0 |
4,871.0 |
565.0 |
10.5% |
59.7 |
1.1% |
90% |
False |
False |
29,040 |
| 60 |
5,436.0 |
4,871.0 |
565.0 |
10.5% |
58.8 |
1.1% |
90% |
False |
False |
29,120 |
| 80 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
60.0 |
1.1% |
93% |
False |
False |
21,908 |
| 100 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
52.9 |
1.0% |
93% |
False |
False |
17,533 |
| 120 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
46.2 |
0.9% |
93% |
False |
False |
14,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,631.5 |
|
2.618 |
5,549.9 |
|
1.618 |
5,499.9 |
|
1.000 |
5,469.0 |
|
0.618 |
5,449.9 |
|
HIGH |
5,419.0 |
|
0.618 |
5,399.9 |
|
0.500 |
5,394.0 |
|
0.382 |
5,388.1 |
|
LOW |
5,369.0 |
|
0.618 |
5,338.1 |
|
1.000 |
5,319.0 |
|
1.618 |
5,288.1 |
|
2.618 |
5,238.1 |
|
4.250 |
5,156.5 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,394.0 |
5,402.5 |
| PP |
5,390.0 |
5,395.7 |
| S1 |
5,386.0 |
5,388.8 |
|