| 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 |
2,105.75 |
2,120.00 |
14.25 |
0.7% |
2,119.25 |
| High |
2,124.25 |
2,122.75 |
-1.50 |
-0.1% |
2,134.00 |
| Low |
2,101.25 |
2,110.50 |
9.25 |
0.4% |
2,112.25 |
| Close |
2,121.00 |
2,121.75 |
0.75 |
0.0% |
2,124.50 |
| Range |
23.00 |
12.25 |
-10.75 |
-46.7% |
21.75 |
| ATR |
20.61 |
20.01 |
-0.60 |
-2.9% |
0.00 |
| Volume |
1,290,556 |
1,082,365 |
-208,191 |
-16.1% |
4,490,188 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.00 |
2,150.75 |
2,128.50 |
|
| R3 |
2,142.75 |
2,138.50 |
2,125.00 |
|
| R2 |
2,130.50 |
2,130.50 |
2,124.00 |
|
| R1 |
2,126.25 |
2,126.25 |
2,122.75 |
2,128.50 |
| PP |
2,118.25 |
2,118.25 |
2,118.25 |
2,119.50 |
| S1 |
2,114.00 |
2,114.00 |
2,120.75 |
2,116.00 |
| S2 |
2,106.00 |
2,106.00 |
2,119.50 |
|
| S3 |
2,093.75 |
2,101.75 |
2,118.50 |
|
| S4 |
2,081.50 |
2,089.50 |
2,115.00 |
|
|
| 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 |
2,132.00 |
2,096.00 |
36.00 |
1.7% |
18.25 |
0.9% |
72% |
False |
False |
1,104,599 |
| 10 |
2,134.00 |
2,092.00 |
42.00 |
2.0% |
17.00 |
0.8% |
71% |
False |
False |
1,058,121 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
21.00 |
1.0% |
84% |
False |
False |
1,238,331 |
| 40 |
2,134.00 |
2,033.50 |
100.50 |
4.7% |
21.00 |
1.0% |
88% |
False |
False |
1,234,363 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.50 |
1.1% |
88% |
False |
False |
1,179,458 |
| 80 |
2,134.00 |
2,000.50 |
133.50 |
6.3% |
21.50 |
1.0% |
91% |
False |
False |
885,908 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.0% |
24.50 |
1.2% |
93% |
False |
False |
709,344 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.50 |
1.2% |
93% |
False |
False |
591,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.75 |
|
2.618 |
2,154.75 |
|
1.618 |
2,142.50 |
|
1.000 |
2,135.00 |
|
0.618 |
2,130.25 |
|
HIGH |
2,122.75 |
|
0.618 |
2,118.00 |
|
0.500 |
2,116.50 |
|
0.382 |
2,115.25 |
|
LOW |
2,110.50 |
|
0.618 |
2,103.00 |
|
1.000 |
2,098.25 |
|
1.618 |
2,090.75 |
|
2.618 |
2,078.50 |
|
4.250 |
2,058.50 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.00 |
2,118.25 |
| PP |
2,118.25 |
2,115.00 |
| S1 |
2,116.50 |
2,111.50 |
|