| 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 |
2,129.25 |
2,124.50 |
-4.75 |
-0.2% |
2,119.25 |
| High |
2,131.00 |
2,127.00 |
-4.00 |
-0.2% |
2,134.00 |
| Low |
2,122.75 |
2,096.00 |
-26.75 |
-1.3% |
2,112.25 |
| Close |
2,124.50 |
2,105.00 |
-19.50 |
-0.9% |
2,124.50 |
| Range |
8.25 |
31.00 |
22.75 |
275.8% |
21.75 |
| ATR |
19.61 |
20.42 |
0.81 |
4.1% |
0.00 |
| Volume |
765,943 |
1,589,652 |
823,709 |
107.5% |
4,490,188 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.25 |
2,184.75 |
2,122.00 |
|
| R3 |
2,171.25 |
2,153.75 |
2,113.50 |
|
| R2 |
2,140.25 |
2,140.25 |
2,110.75 |
|
| R1 |
2,122.75 |
2,122.75 |
2,107.75 |
2,116.00 |
| PP |
2,109.25 |
2,109.25 |
2,109.25 |
2,106.00 |
| S1 |
2,091.75 |
2,091.75 |
2,102.25 |
2,085.00 |
| S2 |
2,078.25 |
2,078.25 |
2,099.25 |
|
| S3 |
2,047.25 |
2,060.75 |
2,096.50 |
|
| S4 |
2,016.25 |
2,029.75 |
2,088.00 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.75 |
2,178.50 |
2,136.50 |
|
| R3 |
2,167.00 |
2,156.75 |
2,130.50 |
|
| R2 |
2,145.25 |
2,145.25 |
2,128.50 |
|
| R1 |
2,135.00 |
2,135.00 |
2,126.50 |
2,140.00 |
| PP |
2,123.50 |
2,123.50 |
2,123.50 |
2,126.25 |
| S1 |
2,113.25 |
2,113.25 |
2,122.50 |
2,118.50 |
| S2 |
2,101.75 |
2,101.75 |
2,120.50 |
|
| S3 |
2,080.00 |
2,091.50 |
2,118.50 |
|
| S4 |
2,058.25 |
2,069.75 |
2,112.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,134.00 |
2,096.00 |
38.00 |
1.8% |
16.50 |
0.8% |
24% |
False |
True |
1,032,547 |
| 10 |
2,134.00 |
2,079.25 |
54.75 |
2.6% |
17.00 |
0.8% |
47% |
False |
False |
1,103,345 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
21.50 |
1.0% |
62% |
False |
False |
1,280,496 |
| 40 |
2,134.00 |
2,033.50 |
100.50 |
4.8% |
21.50 |
1.0% |
71% |
False |
False |
1,245,858 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.50 |
1.1% |
72% |
False |
False |
1,140,291 |
| 80 |
2,134.00 |
1,966.00 |
168.00 |
8.0% |
22.00 |
1.1% |
83% |
False |
False |
856,341 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.75 |
1.2% |
83% |
False |
False |
685,646 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.50 |
1.2% |
84% |
False |
False |
571,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.75 |
|
2.618 |
2,208.25 |
|
1.618 |
2,177.25 |
|
1.000 |
2,158.00 |
|
0.618 |
2,146.25 |
|
HIGH |
2,127.00 |
|
0.618 |
2,115.25 |
|
0.500 |
2,111.50 |
|
0.382 |
2,107.75 |
|
LOW |
2,096.00 |
|
0.618 |
2,076.75 |
|
1.000 |
2,065.00 |
|
1.618 |
2,045.75 |
|
2.618 |
2,014.75 |
|
4.250 |
1,964.25 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,111.50 |
2,114.00 |
| PP |
2,109.25 |
2,111.00 |
| S1 |
2,107.25 |
2,108.00 |
|