| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,798.0 |
11,657.5 |
-140.5 |
-1.2% |
11,480.5 |
| High |
11,938.0 |
11,803.5 |
-134.5 |
-1.1% |
11,902.5 |
| Low |
11,592.0 |
11,602.5 |
10.5 |
0.1% |
11,385.5 |
| Close |
11,621.0 |
11,780.5 |
159.5 |
1.4% |
11,826.5 |
| Range |
346.0 |
201.0 |
-145.0 |
-41.9% |
517.0 |
| ATR |
245.5 |
242.4 |
-3.2 |
-1.3% |
0.0 |
| Volume |
104,599 |
79,727 |
-24,872 |
-23.8% |
444,216 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,331.8 |
12,257.2 |
11,891.1 |
|
| R3 |
12,130.8 |
12,056.2 |
11,835.8 |
|
| R2 |
11,929.8 |
11,929.8 |
11,817.4 |
|
| R1 |
11,855.2 |
11,855.2 |
11,798.9 |
11,892.5 |
| PP |
11,728.8 |
11,728.8 |
11,728.8 |
11,747.5 |
| S1 |
11,654.2 |
11,654.2 |
11,762.1 |
11,691.5 |
| S2 |
11,527.8 |
11,527.8 |
11,743.7 |
|
| S3 |
11,326.8 |
11,453.2 |
11,725.2 |
|
| S4 |
11,125.8 |
11,252.2 |
11,670.0 |
|
|
| 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 |
2.9% |
175.9 |
1.5% |
54% |
False |
False |
86,954 |
| 10 |
11,938.0 |
11,225.0 |
713.0 |
6.1% |
230.6 |
2.0% |
78% |
False |
False |
93,491 |
| 20 |
12,085.0 |
11,178.0 |
907.0 |
7.7% |
265.6 |
2.3% |
66% |
False |
False |
111,969 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.6% |
239.0 |
2.0% |
48% |
False |
False |
109,744 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
10.6% |
221.6 |
1.9% |
48% |
False |
False |
90,470 |
| 80 |
12,429.5 |
10,600.0 |
1,829.5 |
15.5% |
200.8 |
1.7% |
65% |
False |
False |
67,994 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.6% |
204.4 |
1.7% |
78% |
False |
False |
54,522 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.0% |
195.2 |
1.7% |
80% |
False |
False |
45,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,657.8 |
|
2.618 |
12,329.7 |
|
1.618 |
12,128.7 |
|
1.000 |
12,004.5 |
|
0.618 |
11,927.7 |
|
HIGH |
11,803.5 |
|
0.618 |
11,726.7 |
|
0.500 |
11,703.0 |
|
0.382 |
11,679.3 |
|
LOW |
11,602.5 |
|
0.618 |
11,478.3 |
|
1.000 |
11,401.5 |
|
1.618 |
11,277.3 |
|
2.618 |
11,076.3 |
|
4.250 |
10,748.3 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,754.7 |
11,775.3 |
| PP |
11,728.8 |
11,770.2 |
| S1 |
11,703.0 |
11,765.0 |
|