| 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 |
1,207.0 |
1,206.3 |
-0.7 |
-0.1% |
1,223.1 |
| High |
1,215.2 |
1,208.9 |
-6.3 |
-0.5% |
1,232.8 |
| Low |
1,201.9 |
1,185.6 |
-16.3 |
-1.4% |
1,201.9 |
| Close |
1,204.9 |
1,187.8 |
-17.1 |
-1.4% |
1,204.9 |
| Range |
13.3 |
23.3 |
10.0 |
75.2% |
30.9 |
| ATR |
15.5 |
16.0 |
0.6 |
3.6% |
0.0 |
| Volume |
39,321 |
93,072 |
53,751 |
136.7% |
142,757 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.0 |
1,249.2 |
1,200.6 |
|
| R3 |
1,240.7 |
1,225.9 |
1,194.2 |
|
| R2 |
1,217.4 |
1,217.4 |
1,192.1 |
|
| R1 |
1,202.6 |
1,202.6 |
1,189.9 |
1,198.4 |
| PP |
1,194.1 |
1,194.1 |
1,194.1 |
1,192.0 |
| S1 |
1,179.3 |
1,179.3 |
1,185.7 |
1,175.1 |
| S2 |
1,170.8 |
1,170.8 |
1,183.5 |
|
| S3 |
1,147.5 |
1,156.0 |
1,181.4 |
|
| S4 |
1,124.2 |
1,132.7 |
1,175.0 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.9 |
1,286.3 |
1,221.9 |
|
| R3 |
1,275.0 |
1,255.4 |
1,213.4 |
|
| R2 |
1,244.1 |
1,244.1 |
1,210.6 |
|
| R1 |
1,224.5 |
1,224.5 |
1,207.7 |
1,218.9 |
| PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,210.4 |
| S1 |
1,193.6 |
1,193.6 |
1,202.1 |
1,188.0 |
| S2 |
1,182.3 |
1,182.3 |
1,199.2 |
|
| S3 |
1,151.4 |
1,162.7 |
1,196.4 |
|
| S4 |
1,120.5 |
1,131.8 |
1,187.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,226.3 |
1,185.6 |
40.7 |
3.4% |
15.6 |
1.3% |
5% |
False |
True |
43,981 |
| 10 |
1,232.8 |
1,181.0 |
51.8 |
4.4% |
16.3 |
1.4% |
13% |
False |
False |
31,431 |
| 20 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.6 |
1.3% |
28% |
False |
False |
21,247 |
| 40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.3 |
1.3% |
28% |
False |
False |
11,916 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
15.3 |
1.3% |
49% |
False |
False |
9,030 |
| 80 |
1,286.0 |
1,143.8 |
142.2 |
12.0% |
15.3 |
1.3% |
31% |
False |
False |
7,152 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.8 |
1.3% |
27% |
False |
False |
5,958 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.0 |
1.3% |
27% |
False |
False |
5,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.9 |
|
2.618 |
1,269.9 |
|
1.618 |
1,246.6 |
|
1.000 |
1,232.2 |
|
0.618 |
1,223.3 |
|
HIGH |
1,208.9 |
|
0.618 |
1,200.0 |
|
0.500 |
1,197.3 |
|
0.382 |
1,194.5 |
|
LOW |
1,185.6 |
|
0.618 |
1,171.2 |
|
1.000 |
1,162.3 |
|
1.618 |
1,147.9 |
|
2.618 |
1,124.6 |
|
4.250 |
1,086.6 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,197.3 |
1,200.4 |
| PP |
1,194.1 |
1,196.2 |
| S1 |
1,191.0 |
1,192.0 |
|