| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,620.0 |
3,660.0 |
40.0 |
1.1% |
3,558.0 |
| High |
3,683.0 |
3,667.0 |
-16.0 |
-0.4% |
3,684.0 |
| Low |
3,608.0 |
3,616.0 |
8.0 |
0.2% |
3,510.0 |
| Close |
3,675.0 |
3,642.0 |
-33.0 |
-0.9% |
3,670.0 |
| Range |
75.0 |
51.0 |
-24.0 |
-32.0% |
174.0 |
| ATR |
68.9 |
68.2 |
-0.7 |
-1.0% |
0.0 |
| Volume |
811,019 |
811,019 |
0 |
0.0% |
4,273,540 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,794.7 |
3,769.3 |
3,670.1 |
|
| R3 |
3,743.7 |
3,718.3 |
3,656.0 |
|
| R2 |
3,692.7 |
3,692.7 |
3,651.4 |
|
| R1 |
3,667.3 |
3,667.3 |
3,646.7 |
3,654.5 |
| PP |
3,641.7 |
3,641.7 |
3,641.7 |
3,635.3 |
| S1 |
3,616.3 |
3,616.3 |
3,637.3 |
3,603.5 |
| S2 |
3,590.7 |
3,590.7 |
3,632.7 |
|
| S3 |
3,539.7 |
3,565.3 |
3,628.0 |
|
| S4 |
3,488.7 |
3,514.3 |
3,614.0 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,143.3 |
4,080.7 |
3,765.7 |
|
| R3 |
3,969.3 |
3,906.7 |
3,717.9 |
|
| R2 |
3,795.3 |
3,795.3 |
3,701.9 |
|
| R1 |
3,732.7 |
3,732.7 |
3,686.0 |
3,764.0 |
| PP |
3,621.3 |
3,621.3 |
3,621.3 |
3,637.0 |
| S1 |
3,558.7 |
3,558.7 |
3,654.1 |
3,590.0 |
| S2 |
3,447.3 |
3,447.3 |
3,638.1 |
|
| S3 |
3,273.3 |
3,384.7 |
3,622.2 |
|
| S4 |
3,099.3 |
3,210.7 |
3,574.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,684.0 |
3,594.0 |
90.0 |
2.5% |
53.0 |
1.5% |
53% |
False |
False |
886,223 |
| 10 |
3,684.0 |
3,481.0 |
203.0 |
5.6% |
63.3 |
1.7% |
79% |
False |
False |
887,805 |
| 20 |
3,684.0 |
3,441.0 |
243.0 |
6.7% |
74.5 |
2.0% |
83% |
False |
False |
1,053,560 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
9.0% |
65.7 |
1.8% |
61% |
False |
False |
1,039,998 |
| 60 |
3,769.0 |
3,441.0 |
328.0 |
9.0% |
61.1 |
1.7% |
61% |
False |
False |
917,795 |
| 80 |
3,769.0 |
3,248.0 |
521.0 |
14.3% |
57.9 |
1.6% |
76% |
False |
False |
689,714 |
| 100 |
3,769.0 |
2,912.0 |
857.0 |
23.5% |
61.7 |
1.7% |
85% |
False |
False |
552,120 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.3% |
60.4 |
1.7% |
86% |
False |
False |
460,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,883.8 |
|
2.618 |
3,800.5 |
|
1.618 |
3,749.5 |
|
1.000 |
3,718.0 |
|
0.618 |
3,698.5 |
|
HIGH |
3,667.0 |
|
0.618 |
3,647.5 |
|
0.500 |
3,641.5 |
|
0.382 |
3,635.5 |
|
LOW |
3,616.0 |
|
0.618 |
3,584.5 |
|
1.000 |
3,565.0 |
|
1.618 |
3,533.5 |
|
2.618 |
3,482.5 |
|
4.250 |
3,399.3 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,641.8 |
3,640.8 |
| PP |
3,641.7 |
3,639.7 |
| S1 |
3,641.5 |
3,638.5 |
|