| 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 |
2,120.00 |
2,121.75 |
1.75 |
0.1% |
2,124.50 |
| High |
2,122.75 |
2,122.75 |
0.00 |
0.0% |
2,127.00 |
| Low |
2,110.50 |
2,102.25 |
-8.25 |
-0.4% |
2,096.00 |
| Close |
2,121.75 |
2,106.00 |
-15.75 |
-0.7% |
2,106.00 |
| Range |
12.25 |
20.50 |
8.25 |
67.3% |
31.00 |
| ATR |
20.01 |
20.04 |
0.04 |
0.2% |
0.00 |
| Volume |
1,082,365 |
1,692,162 |
609,797 |
56.3% |
5,654,735 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.75 |
2,159.50 |
2,117.25 |
|
| R3 |
2,151.25 |
2,139.00 |
2,111.75 |
|
| R2 |
2,130.75 |
2,130.75 |
2,109.75 |
|
| R1 |
2,118.50 |
2,118.50 |
2,108.00 |
2,114.50 |
| PP |
2,110.25 |
2,110.25 |
2,110.25 |
2,108.25 |
| S1 |
2,098.00 |
2,098.00 |
2,104.00 |
2,094.00 |
| S2 |
2,089.75 |
2,089.75 |
2,102.25 |
|
| S3 |
2,069.25 |
2,077.50 |
2,100.25 |
|
| S4 |
2,048.75 |
2,057.00 |
2,094.75 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.75 |
2,185.25 |
2,123.00 |
|
| R3 |
2,171.75 |
2,154.25 |
2,114.50 |
|
| R2 |
2,140.75 |
2,140.75 |
2,111.75 |
|
| R1 |
2,123.25 |
2,123.25 |
2,108.75 |
2,116.50 |
| PP |
2,109.75 |
2,109.75 |
2,109.75 |
2,106.25 |
| S1 |
2,092.25 |
2,092.25 |
2,103.25 |
2,085.50 |
| S2 |
2,078.75 |
2,078.75 |
2,100.25 |
|
| S3 |
2,047.75 |
2,061.25 |
2,097.50 |
|
| S4 |
2,016.75 |
2,030.25 |
2,089.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,131.00 |
2,096.00 |
35.00 |
1.7% |
19.00 |
0.9% |
29% |
False |
False |
1,284,135 |
| 10 |
2,134.00 |
2,096.00 |
38.00 |
1.8% |
16.50 |
0.8% |
26% |
False |
False |
1,116,881 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.25 |
1.0% |
64% |
False |
False |
1,221,622 |
| 40 |
2,134.00 |
2,038.75 |
95.25 |
4.5% |
21.00 |
1.0% |
71% |
False |
False |
1,231,195 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.50 |
1.1% |
73% |
False |
False |
1,207,322 |
| 80 |
2,134.00 |
2,013.75 |
120.25 |
5.7% |
21.50 |
1.0% |
77% |
False |
False |
907,015 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.50 |
1.2% |
84% |
False |
False |
726,245 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.75 |
1.2% |
84% |
False |
False |
605,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.00 |
|
2.618 |
2,176.50 |
|
1.618 |
2,156.00 |
|
1.000 |
2,143.25 |
|
0.618 |
2,135.50 |
|
HIGH |
2,122.75 |
|
0.618 |
2,115.00 |
|
0.500 |
2,112.50 |
|
0.382 |
2,110.00 |
|
LOW |
2,102.25 |
|
0.618 |
2,089.50 |
|
1.000 |
2,081.75 |
|
1.618 |
2,069.00 |
|
2.618 |
2,048.50 |
|
4.250 |
2,015.00 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.50 |
2,112.75 |
| PP |
2,110.25 |
2,110.50 |
| S1 |
2,108.25 |
2,108.25 |
|