| 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 |
11,745.5 |
11,697.5 |
-48.0 |
-0.4% |
11,798.0 |
| High |
11,779.0 |
11,722.0 |
-57.0 |
-0.5% |
11,938.0 |
| Low |
11,608.0 |
11,402.0 |
-206.0 |
-1.8% |
11,402.0 |
| Close |
11,673.5 |
11,413.5 |
-260.0 |
-2.2% |
11,413.5 |
| Range |
171.0 |
320.0 |
149.0 |
87.1% |
536.0 |
| ATR |
237.4 |
243.3 |
5.9 |
2.5% |
0.0 |
| Volume |
79,727 |
98,957 |
19,230 |
24.1% |
363,010 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,472.5 |
12,263.0 |
11,589.5 |
|
| R3 |
12,152.5 |
11,943.0 |
11,501.5 |
|
| R2 |
11,832.5 |
11,832.5 |
11,472.2 |
|
| R1 |
11,623.0 |
11,623.0 |
11,442.8 |
11,567.8 |
| PP |
11,512.5 |
11,512.5 |
11,512.5 |
11,484.9 |
| S1 |
11,303.0 |
11,303.0 |
11,384.2 |
11,247.8 |
| S2 |
11,192.5 |
11,192.5 |
11,354.8 |
|
| S3 |
10,872.5 |
10,983.0 |
11,325.5 |
|
| S4 |
10,552.5 |
10,663.0 |
11,237.5 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,192.5 |
12,839.0 |
11,708.3 |
|
| R3 |
12,656.5 |
12,303.0 |
11,560.9 |
|
| R2 |
12,120.5 |
12,120.5 |
11,511.8 |
|
| R1 |
11,767.0 |
11,767.0 |
11,462.6 |
11,675.8 |
| PP |
11,584.5 |
11,584.5 |
11,584.5 |
11,538.9 |
| S1 |
11,231.0 |
11,231.0 |
11,364.4 |
11,139.8 |
| S2 |
11,048.5 |
11,048.5 |
11,315.2 |
|
| S3 |
10,512.5 |
10,695.0 |
11,266.1 |
|
| S4 |
9,976.5 |
10,159.0 |
11,118.7 |
|
|
| 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 |
11,402.0 |
536.0 |
4.7% |
225.9 |
2.0% |
2% |
False |
True |
95,649 |
| 10 |
11,938.0 |
11,385.5 |
552.5 |
4.8% |
212.5 |
1.9% |
5% |
False |
False |
90,835 |
| 20 |
11,938.0 |
11,178.0 |
760.0 |
6.7% |
248.1 |
2.2% |
31% |
False |
False |
103,646 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
240.5 |
2.1% |
19% |
False |
False |
109,362 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
225.8 |
2.0% |
19% |
False |
False |
93,409 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
15.9% |
202.0 |
1.8% |
44% |
False |
False |
70,211 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
26.4% |
206.2 |
1.8% |
66% |
False |
False |
56,296 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.8% |
198.4 |
1.7% |
68% |
False |
False |
46,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,082.0 |
|
2.618 |
12,559.8 |
|
1.618 |
12,239.8 |
|
1.000 |
12,042.0 |
|
0.618 |
11,919.8 |
|
HIGH |
11,722.0 |
|
0.618 |
11,599.8 |
|
0.500 |
11,562.0 |
|
0.382 |
11,524.2 |
|
LOW |
11,402.0 |
|
0.618 |
11,204.2 |
|
1.000 |
11,082.0 |
|
1.618 |
10,884.2 |
|
2.618 |
10,564.2 |
|
4.250 |
10,042.0 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,562.0 |
11,602.8 |
| PP |
11,512.5 |
11,539.7 |
| S1 |
11,463.0 |
11,476.6 |
|