| 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 |
2,097.75 |
2,113.00 |
15.25 |
0.7% |
2,111.00 |
| High |
2,116.50 |
2,115.00 |
-1.50 |
-0.1% |
2,126.25 |
| Low |
2,093.75 |
2,103.00 |
9.25 |
0.4% |
2,105.00 |
| Close |
2,113.25 |
2,114.25 |
1.00 |
0.0% |
2,117.00 |
| Range |
22.75 |
12.00 |
-10.75 |
-47.3% |
21.25 |
| ATR |
20.00 |
19.42 |
-0.57 |
-2.9% |
0.00 |
| Volume |
5,883 |
14,363 |
8,480 |
144.1% |
19,721 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.75 |
2,142.50 |
2,120.75 |
|
| R3 |
2,134.75 |
2,130.50 |
2,117.50 |
|
| R2 |
2,122.75 |
2,122.75 |
2,116.50 |
|
| R1 |
2,118.50 |
2,118.50 |
2,115.25 |
2,120.50 |
| PP |
2,110.75 |
2,110.75 |
2,110.75 |
2,111.75 |
| S1 |
2,106.50 |
2,106.50 |
2,113.25 |
2,108.50 |
| S2 |
2,098.75 |
2,098.75 |
2,112.00 |
|
| S3 |
2,086.75 |
2,094.50 |
2,111.00 |
|
| S4 |
2,074.75 |
2,082.50 |
2,107.75 |
|
|
| 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 |
2,124.50 |
2,088.50 |
36.00 |
1.7% |
17.75 |
0.8% |
72% |
False |
False |
6,231 |
| 10 |
2,126.25 |
2,084.50 |
41.75 |
2.0% |
16.75 |
0.8% |
71% |
False |
False |
4,569 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
84% |
False |
False |
3,381 |
| 40 |
2,126.25 |
2,031.25 |
95.00 |
4.5% |
20.25 |
1.0% |
87% |
False |
False |
3,153 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.50 |
1.0% |
88% |
False |
False |
2,313 |
| 80 |
2,126.25 |
2,007.25 |
119.00 |
5.6% |
19.75 |
0.9% |
90% |
False |
False |
1,756 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
93% |
False |
False |
1,421 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
21.00 |
1.0% |
93% |
False |
False |
1,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.00 |
|
2.618 |
2,146.50 |
|
1.618 |
2,134.50 |
|
1.000 |
2,127.00 |
|
0.618 |
2,122.50 |
|
HIGH |
2,115.00 |
|
0.618 |
2,110.50 |
|
0.500 |
2,109.00 |
|
0.382 |
2,107.50 |
|
LOW |
2,103.00 |
|
0.618 |
2,095.50 |
|
1.000 |
2,091.00 |
|
1.618 |
2,083.50 |
|
2.618 |
2,071.50 |
|
4.250 |
2,052.00 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.50 |
2,110.75 |
| PP |
2,110.75 |
2,107.25 |
| S1 |
2,109.00 |
2,103.75 |
|