| 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 |
11,657.5 |
11,745.5 |
88.0 |
0.8% |
11,480.5 |
| High |
11,803.5 |
11,779.0 |
-24.5 |
-0.2% |
11,902.5 |
| Low |
11,602.5 |
11,608.0 |
5.5 |
0.0% |
11,385.5 |
| Close |
11,780.5 |
11,673.5 |
-107.0 |
-0.9% |
11,826.5 |
| Range |
201.0 |
171.0 |
-30.0 |
-14.9% |
517.0 |
| ATR |
242.4 |
237.4 |
-5.0 |
-2.1% |
0.0 |
| Volume |
79,727 |
79,727 |
0 |
0.0% |
444,216 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,199.8 |
12,107.7 |
11,767.6 |
|
| R3 |
12,028.8 |
11,936.7 |
11,720.5 |
|
| R2 |
11,857.8 |
11,857.8 |
11,704.9 |
|
| R1 |
11,765.7 |
11,765.7 |
11,689.2 |
11,726.3 |
| PP |
11,686.8 |
11,686.8 |
11,686.8 |
11,667.1 |
| S1 |
11,594.7 |
11,594.7 |
11,657.8 |
11,555.3 |
| S2 |
11,515.8 |
11,515.8 |
11,642.2 |
|
| S3 |
11,344.8 |
11,423.7 |
11,626.5 |
|
| S4 |
11,173.8 |
11,252.7 |
11,579.5 |
|
|
| 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% |
189.2 |
1.6% |
24% |
False |
False |
88,750 |
| 10 |
11,938.0 |
11,225.0 |
713.0 |
6.1% |
217.3 |
1.9% |
63% |
False |
False |
91,342 |
| 20 |
11,938.0 |
11,178.0 |
760.0 |
6.5% |
258.5 |
2.2% |
65% |
False |
False |
106,844 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.7% |
236.4 |
2.0% |
40% |
False |
False |
109,119 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
10.7% |
222.1 |
1.9% |
40% |
False |
False |
91,781 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
15.5% |
199.9 |
1.7% |
58% |
False |
False |
68,981 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.8% |
204.7 |
1.8% |
75% |
False |
False |
55,318 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.2% |
196.2 |
1.7% |
76% |
False |
False |
46,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,505.8 |
|
2.618 |
12,226.7 |
|
1.618 |
12,055.7 |
|
1.000 |
11,950.0 |
|
0.618 |
11,884.7 |
|
HIGH |
11,779.0 |
|
0.618 |
11,713.7 |
|
0.500 |
11,693.5 |
|
0.382 |
11,673.3 |
|
LOW |
11,608.0 |
|
0.618 |
11,502.3 |
|
1.000 |
11,437.0 |
|
1.618 |
11,331.3 |
|
2.618 |
11,160.3 |
|
4.250 |
10,881.3 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,693.5 |
11,765.0 |
| PP |
11,686.8 |
11,734.5 |
| S1 |
11,680.2 |
11,704.0 |
|