| 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 |
2,082.00 |
2,091.25 |
9.25 |
0.4% |
2,043.75 |
| High |
2,090.25 |
2,095.25 |
5.00 |
0.2% |
2,090.25 |
| Low |
2,080.00 |
2,078.00 |
-2.00 |
-0.1% |
2,032.75 |
| Close |
2,089.00 |
2,086.75 |
-2.25 |
-0.1% |
2,089.00 |
| Range |
10.25 |
17.25 |
7.00 |
68.3% |
57.50 |
| ATR |
21.34 |
21.05 |
-0.29 |
-1.4% |
0.00 |
| Volume |
13,468 |
12,610 |
-858 |
-6.4% |
47,015 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.50 |
2,129.75 |
2,096.25 |
|
| R3 |
2,121.25 |
2,112.50 |
2,091.50 |
|
| R2 |
2,104.00 |
2,104.00 |
2,090.00 |
|
| R1 |
2,095.25 |
2,095.25 |
2,088.25 |
2,091.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,084.50 |
| S1 |
2,078.00 |
2,078.00 |
2,085.25 |
2,073.75 |
| S2 |
2,069.50 |
2,069.50 |
2,083.50 |
|
| S3 |
2,052.25 |
2,060.75 |
2,082.00 |
|
| S4 |
2,035.00 |
2,043.50 |
2,077.25 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.25 |
2,223.50 |
2,120.50 |
|
| R3 |
2,185.75 |
2,166.00 |
2,104.75 |
|
| R2 |
2,128.25 |
2,128.25 |
2,099.50 |
|
| R1 |
2,108.50 |
2,108.50 |
2,094.25 |
2,118.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,075.50 |
| S1 |
2,051.00 |
2,051.00 |
2,083.75 |
2,061.00 |
| S2 |
2,013.25 |
2,013.25 |
2,078.50 |
|
| S3 |
1,955.75 |
1,993.50 |
2,073.25 |
|
| S4 |
1,898.25 |
1,936.00 |
2,057.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.25 |
2,032.75 |
62.50 |
3.0% |
18.25 |
0.9% |
86% |
True |
False |
10,553 |
| 10 |
2,095.25 |
2,014.00 |
81.25 |
3.9% |
20.25 |
1.0% |
90% |
True |
False |
8,713 |
| 20 |
2,095.25 |
2,014.00 |
81.25 |
3.9% |
22.00 |
1.1% |
90% |
True |
False |
7,928 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
21.75 |
1.0% |
88% |
False |
False |
5,525 |
| 60 |
2,097.00 |
1,950.50 |
146.50 |
7.0% |
21.50 |
1.0% |
93% |
False |
False |
4,114 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
24.75 |
1.2% |
97% |
False |
False |
3,165 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.50 |
1.4% |
97% |
False |
False |
2,686 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.75 |
1.4% |
97% |
False |
False |
2,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.50 |
|
2.618 |
2,140.50 |
|
1.618 |
2,123.25 |
|
1.000 |
2,112.50 |
|
0.618 |
2,106.00 |
|
HIGH |
2,095.25 |
|
0.618 |
2,088.75 |
|
0.500 |
2,086.50 |
|
0.382 |
2,084.50 |
|
LOW |
2,078.00 |
|
0.618 |
2,067.25 |
|
1.000 |
2,060.75 |
|
1.618 |
2,050.00 |
|
2.618 |
2,032.75 |
|
4.250 |
2,004.75 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.75 |
2,086.00 |
| PP |
2,086.75 |
2,085.50 |
| S1 |
2,086.50 |
2,085.00 |
|