| 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 |
2,090.50 |
2,100.00 |
9.50 |
0.5% |
2,053.25 |
| High |
2,098.75 |
2,103.75 |
5.00 |
0.2% |
2,098.75 |
| Low |
2,088.00 |
2,086.00 |
-2.00 |
-0.1% |
2,041.25 |
| Close |
2,097.25 |
2,095.00 |
-2.25 |
-0.1% |
2,097.25 |
| Range |
10.75 |
17.75 |
7.00 |
65.1% |
57.50 |
| ATR |
21.72 |
21.44 |
-0.28 |
-1.3% |
0.00 |
| Volume |
1,035,175 |
1,631,254 |
596,079 |
57.6% |
6,232,375 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.25 |
2,139.25 |
2,104.75 |
|
| R3 |
2,130.50 |
2,121.50 |
2,100.00 |
|
| R2 |
2,112.75 |
2,112.75 |
2,098.25 |
|
| R1 |
2,103.75 |
2,103.75 |
2,096.75 |
2,099.50 |
| PP |
2,095.00 |
2,095.00 |
2,095.00 |
2,092.75 |
| S1 |
2,086.00 |
2,086.00 |
2,093.25 |
2,081.50 |
| S2 |
2,077.25 |
2,077.25 |
2,091.75 |
|
| S3 |
2,059.50 |
2,068.25 |
2,090.00 |
|
| S4 |
2,041.75 |
2,050.50 |
2,085.25 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.50 |
2,232.00 |
2,129.00 |
|
| R3 |
2,194.00 |
2,174.50 |
2,113.00 |
|
| R2 |
2,136.50 |
2,136.50 |
2,107.75 |
|
| R1 |
2,117.00 |
2,117.00 |
2,102.50 |
2,126.75 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,084.00 |
| S1 |
2,059.50 |
2,059.50 |
2,092.00 |
2,069.25 |
| S2 |
2,021.50 |
2,021.50 |
2,086.75 |
|
| S3 |
1,964.00 |
2,002.00 |
2,081.50 |
|
| S4 |
1,906.50 |
1,944.50 |
2,065.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,103.75 |
2,041.25 |
62.50 |
3.0% |
18.50 |
0.9% |
86% |
True |
False |
1,336,066 |
| 10 |
2,103.75 |
2,022.00 |
81.75 |
3.9% |
20.50 |
1.0% |
89% |
True |
False |
1,557,747 |
| 20 |
2,103.75 |
2,022.00 |
81.75 |
3.9% |
22.25 |
1.1% |
89% |
True |
False |
1,578,411 |
| 40 |
2,105.25 |
2,022.00 |
83.25 |
4.0% |
22.25 |
1.1% |
88% |
False |
False |
1,600,280 |
| 60 |
2,105.25 |
1,958.00 |
147.25 |
7.0% |
22.00 |
1.1% |
93% |
False |
False |
1,534,139 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
25.25 |
1.2% |
97% |
False |
False |
1,154,546 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
30.00 |
1.4% |
97% |
False |
False |
924,783 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
30.50 |
1.5% |
97% |
False |
False |
770,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.25 |
|
2.618 |
2,150.25 |
|
1.618 |
2,132.50 |
|
1.000 |
2,121.50 |
|
0.618 |
2,114.75 |
|
HIGH |
2,103.75 |
|
0.618 |
2,097.00 |
|
0.500 |
2,095.00 |
|
0.382 |
2,092.75 |
|
LOW |
2,086.00 |
|
0.618 |
2,075.00 |
|
1.000 |
2,068.25 |
|
1.618 |
2,057.25 |
|
2.618 |
2,039.50 |
|
4.250 |
2,010.50 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.00 |
2,094.50 |
| PP |
2,095.00 |
2,093.75 |
| S1 |
2,095.00 |
2,093.00 |
|