| 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 |
2,075.00 |
2,088.75 |
13.75 |
0.7% |
2,041.25 |
| High |
2,092.50 |
2,091.75 |
-0.75 |
0.0% |
2,069.50 |
| Low |
2,073.50 |
2,082.50 |
9.00 |
0.4% |
2,022.00 |
| Close |
2,087.25 |
2,089.75 |
2.50 |
0.1% |
2,050.00 |
| Range |
19.00 |
9.25 |
-9.75 |
-51.3% |
47.50 |
| ATR |
23.59 |
22.57 |
-1.02 |
-4.3% |
0.00 |
| Volume |
1,442,270 |
968,439 |
-473,831 |
-32.9% |
9,135,583 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.75 |
2,112.00 |
2,094.75 |
|
| R3 |
2,106.50 |
2,102.75 |
2,092.25 |
|
| R2 |
2,097.25 |
2,097.25 |
2,091.50 |
|
| R1 |
2,093.50 |
2,093.50 |
2,090.50 |
2,095.50 |
| PP |
2,088.00 |
2,088.00 |
2,088.00 |
2,089.00 |
| S1 |
2,084.25 |
2,084.25 |
2,089.00 |
2,086.00 |
| S2 |
2,078.75 |
2,078.75 |
2,088.00 |
|
| S3 |
2,069.50 |
2,075.00 |
2,087.25 |
|
| S4 |
2,060.25 |
2,065.75 |
2,084.75 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.75 |
2,167.25 |
2,076.00 |
|
| R3 |
2,142.25 |
2,119.75 |
2,063.00 |
|
| R2 |
2,094.75 |
2,094.75 |
2,058.75 |
|
| R1 |
2,072.25 |
2,072.25 |
2,054.25 |
2,083.50 |
| PP |
2,047.25 |
2,047.25 |
2,047.25 |
2,052.75 |
| S1 |
2,024.75 |
2,024.75 |
2,045.75 |
2,036.00 |
| S2 |
1,999.75 |
1,999.75 |
2,041.25 |
|
| S3 |
1,952.25 |
1,977.25 |
2,037.00 |
|
| S4 |
1,904.75 |
1,929.75 |
2,024.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.50 |
2,037.25 |
55.25 |
2.6% |
19.00 |
0.9% |
95% |
False |
False |
1,356,184 |
| 10 |
2,092.50 |
2,022.00 |
70.50 |
3.4% |
23.50 |
1.1% |
96% |
False |
False |
1,621,118 |
| 20 |
2,092.50 |
2,022.00 |
70.50 |
3.4% |
23.50 |
1.1% |
96% |
False |
False |
1,631,386 |
| 40 |
2,105.25 |
2,022.00 |
83.25 |
4.0% |
22.75 |
1.1% |
81% |
False |
False |
1,619,405 |
| 60 |
2,105.25 |
1,958.00 |
147.25 |
7.0% |
22.25 |
1.1% |
89% |
False |
False |
1,491,459 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
25.75 |
1.2% |
95% |
False |
False |
1,121,480 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
30.50 |
1.5% |
95% |
False |
False |
898,190 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
30.75 |
1.5% |
95% |
False |
False |
748,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.00 |
|
2.618 |
2,116.00 |
|
1.618 |
2,106.75 |
|
1.000 |
2,101.00 |
|
0.618 |
2,097.50 |
|
HIGH |
2,091.75 |
|
0.618 |
2,088.25 |
|
0.500 |
2,087.00 |
|
0.382 |
2,086.00 |
|
LOW |
2,082.50 |
|
0.618 |
2,076.75 |
|
1.000 |
2,073.25 |
|
1.618 |
2,067.50 |
|
2.618 |
2,058.25 |
|
4.250 |
2,043.25 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,082.00 |
| PP |
2,088.00 |
2,074.50 |
| S1 |
2,087.00 |
2,067.00 |
|