| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,187.1 |
1,187.8 |
0.7 |
0.1% |
1,205.2 |
| High |
1,192.0 |
1,193.0 |
1.0 |
0.1% |
1,208.2 |
| Low |
1,179.6 |
1,185.7 |
6.1 |
0.5% |
1,179.6 |
| Close |
1,188.1 |
1,189.4 |
1.3 |
0.1% |
1,189.4 |
| Range |
12.4 |
7.3 |
-5.1 |
-41.1% |
28.6 |
| ATR |
15.6 |
15.0 |
-0.6 |
-3.8% |
0.0 |
| Volume |
52,705 |
4,748 |
-47,957 |
-91.0% |
502,293 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.3 |
1,207.6 |
1,193.4 |
|
| R3 |
1,204.0 |
1,200.3 |
1,191.4 |
|
| R2 |
1,196.7 |
1,196.7 |
1,190.7 |
|
| R1 |
1,193.0 |
1,193.0 |
1,190.1 |
1,194.9 |
| PP |
1,189.4 |
1,189.4 |
1,189.4 |
1,190.3 |
| S1 |
1,185.7 |
1,185.7 |
1,188.7 |
1,187.6 |
| S2 |
1,182.1 |
1,182.1 |
1,188.1 |
|
| S3 |
1,174.8 |
1,178.4 |
1,187.4 |
|
| S4 |
1,167.5 |
1,171.1 |
1,185.4 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.2 |
1,262.4 |
1,205.1 |
|
| R3 |
1,249.6 |
1,233.8 |
1,197.3 |
|
| R2 |
1,221.0 |
1,221.0 |
1,194.6 |
|
| R1 |
1,205.2 |
1,205.2 |
1,192.0 |
1,198.8 |
| PP |
1,192.4 |
1,192.4 |
1,192.4 |
1,189.2 |
| S1 |
1,176.6 |
1,176.6 |
1,186.8 |
1,170.2 |
| S2 |
1,163.8 |
1,163.8 |
1,184.2 |
|
| S3 |
1,135.2 |
1,148.0 |
1,181.5 |
|
| S4 |
1,106.6 |
1,119.4 |
1,173.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,214.6 |
1,179.6 |
35.0 |
2.9% |
12.8 |
1.1% |
28% |
False |
False |
129,044 |
| 10 |
1,232.0 |
1,179.6 |
52.4 |
4.4% |
13.3 |
1.1% |
19% |
False |
False |
134,580 |
| 20 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
14.4 |
1.2% |
33% |
False |
False |
137,659 |
| 40 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
15.3 |
1.3% |
33% |
False |
False |
133,808 |
| 60 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
16.0 |
1.3% |
52% |
False |
False |
107,113 |
| 80 |
1,275.0 |
1,142.4 |
132.6 |
11.1% |
16.3 |
1.4% |
35% |
False |
False |
81,371 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.3 |
1.5% |
28% |
False |
False |
66,015 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.9 |
1.5% |
28% |
False |
False |
55,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.0 |
|
2.618 |
1,212.1 |
|
1.618 |
1,204.8 |
|
1.000 |
1,200.3 |
|
0.618 |
1,197.5 |
|
HIGH |
1,193.0 |
|
0.618 |
1,190.2 |
|
0.500 |
1,189.4 |
|
0.382 |
1,188.5 |
|
LOW |
1,185.7 |
|
0.618 |
1,181.2 |
|
1.000 |
1,178.4 |
|
1.618 |
1,173.9 |
|
2.618 |
1,166.6 |
|
4.250 |
1,154.7 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,189.4 |
1,188.4 |
| PP |
1,189.4 |
1,187.3 |
| S1 |
1,189.4 |
1,186.3 |
|