| 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 |
2,066.50 |
2,080.50 |
14.00 |
0.7% |
2,032.75 |
| High |
2,084.25 |
2,083.75 |
-0.50 |
0.0% |
2,061.00 |
| Low |
2,065.75 |
2,074.50 |
8.75 |
0.4% |
2,014.00 |
| Close |
2,079.00 |
2,081.50 |
2.50 |
0.1% |
2,041.75 |
| Range |
18.50 |
9.25 |
-9.25 |
-50.0% |
47.00 |
| ATR |
23.19 |
22.20 |
-1.00 |
-4.3% |
0.00 |
| Volume |
10,931 |
6,788 |
-4,143 |
-37.9% |
33,935 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.75 |
2,103.75 |
2,086.50 |
|
| R3 |
2,098.50 |
2,094.50 |
2,084.00 |
|
| R2 |
2,089.25 |
2,089.25 |
2,083.25 |
|
| R1 |
2,085.25 |
2,085.25 |
2,082.25 |
2,087.25 |
| PP |
2,080.00 |
2,080.00 |
2,080.00 |
2,081.00 |
| S1 |
2,076.00 |
2,076.00 |
2,080.75 |
2,078.00 |
| S2 |
2,070.75 |
2,070.75 |
2,079.75 |
|
| S3 |
2,061.50 |
2,066.75 |
2,079.00 |
|
| S4 |
2,052.25 |
2,057.50 |
2,076.50 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.00 |
2,157.75 |
2,067.50 |
|
| R3 |
2,133.00 |
2,110.75 |
2,054.75 |
|
| R2 |
2,086.00 |
2,086.00 |
2,050.25 |
|
| R1 |
2,063.75 |
2,063.75 |
2,046.00 |
2,075.00 |
| PP |
2,039.00 |
2,039.00 |
2,039.00 |
2,044.50 |
| S1 |
2,016.75 |
2,016.75 |
2,037.50 |
2,028.00 |
| S2 |
1,992.00 |
1,992.00 |
2,033.25 |
|
| S3 |
1,945.00 |
1,969.75 |
2,028.75 |
|
| S4 |
1,898.00 |
1,922.75 |
2,016.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,084.25 |
2,029.50 |
54.75 |
2.6% |
18.75 |
0.9% |
95% |
False |
False |
7,940 |
| 10 |
2,084.25 |
2,014.00 |
70.25 |
3.4% |
23.25 |
1.1% |
96% |
False |
False |
7,043 |
| 20 |
2,084.25 |
2,014.00 |
70.25 |
3.4% |
23.25 |
1.1% |
96% |
False |
False |
7,326 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
22.25 |
1.1% |
81% |
False |
False |
5,043 |
| 60 |
2,097.00 |
1,950.50 |
146.50 |
7.0% |
21.75 |
1.0% |
89% |
False |
False |
3,683 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
25.25 |
1.2% |
95% |
False |
False |
2,847 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
29.75 |
1.4% |
95% |
False |
False |
2,447 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
30.00 |
1.4% |
95% |
False |
False |
2,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.00 |
|
2.618 |
2,108.00 |
|
1.618 |
2,098.75 |
|
1.000 |
2,093.00 |
|
0.618 |
2,089.50 |
|
HIGH |
2,083.75 |
|
0.618 |
2,080.25 |
|
0.500 |
2,079.00 |
|
0.382 |
2,078.00 |
|
LOW |
2,074.50 |
|
0.618 |
2,068.75 |
|
1.000 |
2,065.25 |
|
1.618 |
2,059.50 |
|
2.618 |
2,050.25 |
|
4.250 |
2,035.25 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.75 |
2,073.75 |
| PP |
2,080.00 |
2,066.25 |
| S1 |
2,079.00 |
2,058.50 |
|