| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,252.0 |
1,238.8 |
-13.2 |
-1.1% |
1,241.2 |
| High |
1,253.1 |
1,254.3 |
1.2 |
0.1% |
1,260.4 |
| Low |
1,230.1 |
1,232.8 |
2.7 |
0.2% |
1,236.5 |
| Close |
1,238.7 |
1,252.9 |
14.2 |
1.1% |
1,249.6 |
| Range |
23.0 |
21.5 |
-1.5 |
-6.5% |
23.9 |
| ATR |
16.1 |
16.5 |
0.4 |
2.4% |
0.0 |
| Volume |
116,810 |
93,327 |
-23,483 |
-20.1% |
329,613 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.3 |
1,303.5 |
1,264.8 |
|
| R3 |
1,289.8 |
1,282.0 |
1,258.8 |
|
| R2 |
1,268.3 |
1,268.3 |
1,256.8 |
|
| R1 |
1,260.5 |
1,260.5 |
1,254.8 |
1,264.3 |
| PP |
1,246.8 |
1,246.8 |
1,246.8 |
1,248.5 |
| S1 |
1,239.0 |
1,239.0 |
1,251.0 |
1,242.8 |
| S2 |
1,225.3 |
1,225.3 |
1,249.0 |
|
| S3 |
1,203.8 |
1,217.5 |
1,247.0 |
|
| S4 |
1,182.3 |
1,196.0 |
1,241.0 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.5 |
1,309.0 |
1,262.8 |
|
| R3 |
1,296.8 |
1,285.0 |
1,256.3 |
|
| R2 |
1,272.8 |
1,272.8 |
1,254.0 |
|
| R1 |
1,261.3 |
1,261.3 |
1,251.8 |
1,267.0 |
| PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,251.8 |
| S1 |
1,237.3 |
1,237.3 |
1,247.5 |
1,243.0 |
| S2 |
1,225.0 |
1,225.0 |
1,245.3 |
|
| S3 |
1,201.0 |
1,213.3 |
1,243.0 |
|
| S4 |
1,177.3 |
1,189.5 |
1,236.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.3 |
1,230.1 |
30.2 |
2.4% |
15.8 |
1.3% |
75% |
False |
False |
78,464 |
| 10 |
1,260.4 |
1,224.8 |
35.6 |
2.8% |
15.5 |
1.2% |
79% |
False |
False |
75,216 |
| 20 |
1,260.4 |
1,207.1 |
53.3 |
4.3% |
17.0 |
1.4% |
86% |
False |
False |
91,200 |
| 40 |
1,277.2 |
1,207.1 |
70.1 |
5.6% |
16.5 |
1.3% |
65% |
False |
False |
83,780 |
| 60 |
1,277.2 |
1,198.8 |
78.4 |
6.3% |
16.0 |
1.3% |
69% |
False |
False |
77,697 |
| 80 |
1,277.2 |
1,145.0 |
132.2 |
10.6% |
13.5 |
1.1% |
82% |
False |
False |
58,284 |
| 100 |
1,277.2 |
1,137.0 |
140.2 |
11.2% |
12.3 |
1.0% |
83% |
False |
False |
46,628 |
| 120 |
1,277.2 |
1,126.7 |
150.5 |
12.0% |
10.5 |
0.8% |
84% |
False |
False |
38,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,345.8 |
|
2.618 |
1,310.5 |
|
1.618 |
1,289.0 |
|
1.000 |
1,275.8 |
|
0.618 |
1,267.5 |
|
HIGH |
1,254.3 |
|
0.618 |
1,246.0 |
|
0.500 |
1,243.5 |
|
0.382 |
1,241.0 |
|
LOW |
1,232.8 |
|
0.618 |
1,219.5 |
|
1.000 |
1,211.3 |
|
1.618 |
1,198.0 |
|
2.618 |
1,176.5 |
|
4.250 |
1,141.5 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.8 |
1,250.0 |
| PP |
1,246.8 |
1,247.0 |
| S1 |
1,243.5 |
1,244.0 |
|