| 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 |
2,113.00 |
2,114.25 |
1.25 |
0.1% |
2,116.75 |
| High |
2,115.00 |
2,115.00 |
0.00 |
0.0% |
2,119.00 |
| Low |
2,103.00 |
2,094.75 |
-8.25 |
-0.4% |
2,088.50 |
| Close |
2,114.25 |
2,098.50 |
-15.75 |
-0.7% |
2,098.50 |
| Range |
12.00 |
20.25 |
8.25 |
68.8% |
30.50 |
| ATR |
19.42 |
19.48 |
0.06 |
0.3% |
0.00 |
| Volume |
14,363 |
8,993 |
-5,370 |
-37.4% |
31,723 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.50 |
2,151.25 |
2,109.75 |
|
| R3 |
2,143.25 |
2,131.00 |
2,104.00 |
|
| R2 |
2,123.00 |
2,123.00 |
2,102.25 |
|
| R1 |
2,110.75 |
2,110.75 |
2,100.25 |
2,106.75 |
| PP |
2,102.75 |
2,102.75 |
2,102.75 |
2,100.75 |
| S1 |
2,090.50 |
2,090.50 |
2,096.75 |
2,086.50 |
| S2 |
2,082.50 |
2,082.50 |
2,094.75 |
|
| S3 |
2,062.25 |
2,070.25 |
2,093.00 |
|
| S4 |
2,042.00 |
2,050.00 |
2,087.25 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.50 |
2,176.50 |
2,115.25 |
|
| R3 |
2,163.00 |
2,146.00 |
2,107.00 |
|
| R2 |
2,132.50 |
2,132.50 |
2,104.00 |
|
| R1 |
2,115.50 |
2,115.50 |
2,101.25 |
2,108.75 |
| PP |
2,102.00 |
2,102.00 |
2,102.00 |
2,098.50 |
| S1 |
2,085.00 |
2,085.00 |
2,095.75 |
2,078.25 |
| S2 |
2,071.50 |
2,071.50 |
2,093.00 |
|
| S3 |
2,041.00 |
2,054.50 |
2,090.00 |
|
| S4 |
2,010.50 |
2,024.00 |
2,081.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,123.00 |
2,088.50 |
34.50 |
1.6% |
18.50 |
0.9% |
29% |
False |
False |
7,295 |
| 10 |
2,126.25 |
2,088.50 |
37.75 |
1.8% |
16.00 |
0.8% |
26% |
False |
False |
5,339 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
19.75 |
0.9% |
64% |
False |
False |
3,739 |
| 40 |
2,126.25 |
2,031.25 |
95.00 |
4.5% |
20.25 |
1.0% |
71% |
False |
False |
3,125 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
73% |
False |
False |
2,463 |
| 80 |
2,126.25 |
2,007.25 |
119.00 |
5.7% |
19.50 |
0.9% |
77% |
False |
False |
1,868 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.25 |
1.0% |
83% |
False |
False |
1,511 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.4% |
21.00 |
1.0% |
84% |
False |
False |
1,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.00 |
|
2.618 |
2,168.00 |
|
1.618 |
2,147.75 |
|
1.000 |
2,135.25 |
|
0.618 |
2,127.50 |
|
HIGH |
2,115.00 |
|
0.618 |
2,107.25 |
|
0.500 |
2,105.00 |
|
0.382 |
2,102.50 |
|
LOW |
2,094.75 |
|
0.618 |
2,082.25 |
|
1.000 |
2,074.50 |
|
1.618 |
2,062.00 |
|
2.618 |
2,041.75 |
|
4.250 |
2,008.75 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.00 |
2,105.00 |
| PP |
2,102.75 |
2,103.00 |
| S1 |
2,100.50 |
2,100.75 |
|