| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,121.50 |
2,116.75 |
-4.75 |
-0.2% |
2,111.00 |
| High |
2,123.00 |
2,119.00 |
-4.00 |
-0.2% |
2,126.25 |
| Low |
2,115.50 |
2,088.50 |
-27.00 |
-1.3% |
2,105.00 |
| Close |
2,117.00 |
2,097.25 |
-19.75 |
-0.9% |
2,117.00 |
| Range |
7.50 |
30.50 |
23.00 |
306.7% |
21.25 |
| ATR |
18.96 |
19.78 |
0.82 |
4.3% |
0.00 |
| Volume |
4,753 |
2,484 |
-2,269 |
-47.7% |
19,721 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.00 |
2,175.75 |
2,114.00 |
|
| R3 |
2,162.50 |
2,145.25 |
2,105.75 |
|
| R2 |
2,132.00 |
2,132.00 |
2,102.75 |
|
| R1 |
2,114.75 |
2,114.75 |
2,100.00 |
2,108.00 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,098.25 |
| S1 |
2,084.25 |
2,084.25 |
2,094.50 |
2,077.50 |
| S2 |
2,071.00 |
2,071.00 |
2,091.75 |
|
| S3 |
2,040.50 |
2,053.75 |
2,088.75 |
|
| S4 |
2,010.00 |
2,023.25 |
2,080.50 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.75 |
2,169.75 |
2,128.75 |
|
| R3 |
2,158.50 |
2,148.50 |
2,122.75 |
|
| R2 |
2,137.25 |
2,137.25 |
2,121.00 |
|
| R1 |
2,127.25 |
2,127.25 |
2,119.00 |
2,132.25 |
| PP |
2,116.00 |
2,116.00 |
2,116.00 |
2,118.50 |
| S1 |
2,106.00 |
2,106.00 |
2,115.00 |
2,111.00 |
| S2 |
2,094.75 |
2,094.75 |
2,113.00 |
|
| S3 |
2,073.50 |
2,084.75 |
2,111.25 |
|
| S4 |
2,052.25 |
2,063.50 |
2,105.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,126.25 |
2,088.50 |
37.75 |
1.8% |
16.00 |
0.8% |
23% |
False |
True |
3,407 |
| 10 |
2,126.25 |
2,072.00 |
54.25 |
2.6% |
16.75 |
0.8% |
47% |
False |
False |
3,035 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.75 |
1.0% |
62% |
False |
False |
2,595 |
| 40 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.50 |
1.0% |
71% |
False |
False |
2,698 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.50 |
1.0% |
72% |
False |
False |
1,978 |
| 80 |
2,126.25 |
1,980.25 |
146.00 |
7.0% |
19.75 |
0.9% |
80% |
False |
False |
1,503 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.50 |
1.0% |
83% |
False |
False |
1,221 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.4% |
20.75 |
1.0% |
83% |
False |
False |
1,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,248.50 |
|
2.618 |
2,198.75 |
|
1.618 |
2,168.25 |
|
1.000 |
2,149.50 |
|
0.618 |
2,137.75 |
|
HIGH |
2,119.00 |
|
0.618 |
2,107.25 |
|
0.500 |
2,103.75 |
|
0.382 |
2,100.25 |
|
LOW |
2,088.50 |
|
0.618 |
2,069.75 |
|
1.000 |
2,058.00 |
|
1.618 |
2,039.25 |
|
2.618 |
2,008.75 |
|
4.250 |
1,959.00 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.75 |
2,106.50 |
| PP |
2,101.50 |
2,103.50 |
| S1 |
2,099.50 |
2,100.25 |
|