| 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 |
11,887.0 |
11,798.0 |
-89.0 |
-0.7% |
11,480.5 |
| High |
11,888.0 |
11,938.0 |
50.0 |
0.4% |
11,902.5 |
| Low |
11,796.5 |
11,592.0 |
-204.5 |
-1.7% |
11,385.5 |
| Close |
11,826.5 |
11,621.0 |
-205.5 |
-1.7% |
11,826.5 |
| Range |
91.5 |
346.0 |
254.5 |
278.1% |
517.0 |
| ATR |
237.8 |
245.5 |
7.7 |
3.2% |
0.0 |
| Volume |
115,235 |
104,599 |
-10,636 |
-9.2% |
444,216 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,755.0 |
12,534.0 |
11,811.3 |
|
| R3 |
12,409.0 |
12,188.0 |
11,716.2 |
|
| R2 |
12,063.0 |
12,063.0 |
11,684.4 |
|
| R1 |
11,842.0 |
11,842.0 |
11,652.7 |
11,779.5 |
| PP |
11,717.0 |
11,717.0 |
11,717.0 |
11,685.8 |
| S1 |
11,496.0 |
11,496.0 |
11,589.3 |
11,433.5 |
| S2 |
11,371.0 |
11,371.0 |
11,557.6 |
|
| S3 |
11,025.0 |
11,150.0 |
11,525.9 |
|
| S4 |
10,679.0 |
10,804.0 |
11,430.7 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,255.8 |
13,058.2 |
12,110.9 |
|
| R3 |
12,738.8 |
12,541.2 |
11,968.7 |
|
| R2 |
12,221.8 |
12,221.8 |
11,921.3 |
|
| R1 |
12,024.2 |
12,024.2 |
11,873.9 |
12,123.0 |
| PP |
11,704.8 |
11,704.8 |
11,704.8 |
11,754.3 |
| S1 |
11,507.2 |
11,507.2 |
11,779.1 |
11,606.0 |
| S2 |
11,187.8 |
11,187.8 |
11,731.7 |
|
| S3 |
10,670.8 |
10,990.2 |
11,684.3 |
|
| S4 |
10,153.8 |
10,473.2 |
11,542.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,938.0 |
11,592.0 |
346.0 |
3.0% |
182.3 |
1.6% |
8% |
True |
True |
85,854 |
| 10 |
11,938.0 |
11,225.0 |
713.0 |
6.1% |
237.7 |
2.0% |
56% |
True |
False |
98,377 |
| 20 |
12,085.0 |
11,178.0 |
907.0 |
7.8% |
271.9 |
2.3% |
49% |
False |
False |
113,824 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.8% |
238.6 |
2.1% |
35% |
False |
False |
111,658 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
10.8% |
219.0 |
1.9% |
35% |
False |
False |
89,155 |
| 80 |
12,429.5 |
10,569.5 |
1,860.0 |
16.0% |
200.7 |
1.7% |
57% |
False |
False |
67,003 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.9% |
203.8 |
1.8% |
73% |
False |
False |
53,726 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.4% |
193.9 |
1.7% |
75% |
False |
False |
44,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,408.5 |
|
2.618 |
12,843.8 |
|
1.618 |
12,497.8 |
|
1.000 |
12,284.0 |
|
0.618 |
12,151.8 |
|
HIGH |
11,938.0 |
|
0.618 |
11,805.8 |
|
0.500 |
11,765.0 |
|
0.382 |
11,724.2 |
|
LOW |
11,592.0 |
|
0.618 |
11,378.2 |
|
1.000 |
11,246.0 |
|
1.618 |
11,032.2 |
|
2.618 |
10,686.2 |
|
4.250 |
10,121.5 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,765.0 |
11,765.0 |
| PP |
11,717.0 |
11,717.0 |
| S1 |
11,669.0 |
11,669.0 |
|