| 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 |
1,206.3 |
1,187.5 |
-18.8 |
-1.6% |
1,223.1 |
| High |
1,208.9 |
1,191.3 |
-17.6 |
-1.5% |
1,232.8 |
| Low |
1,185.6 |
1,183.9 |
-1.7 |
-0.1% |
1,201.9 |
| Close |
1,187.8 |
1,186.5 |
-1.3 |
-0.1% |
1,204.9 |
| Range |
23.3 |
7.4 |
-15.9 |
-68.2% |
30.9 |
| ATR |
16.0 |
15.4 |
-0.6 |
-3.8% |
0.0 |
| Volume |
93,072 |
151,427 |
58,355 |
62.7% |
142,757 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,209.4 |
1,205.4 |
1,190.6 |
|
| R3 |
1,202.0 |
1,198.0 |
1,188.5 |
|
| R2 |
1,194.6 |
1,194.6 |
1,187.9 |
|
| R1 |
1,190.6 |
1,190.6 |
1,187.2 |
1,188.9 |
| PP |
1,187.2 |
1,187.2 |
1,187.2 |
1,186.4 |
| S1 |
1,183.2 |
1,183.2 |
1,185.8 |
1,181.5 |
| S2 |
1,179.8 |
1,179.8 |
1,185.1 |
|
| S3 |
1,172.4 |
1,175.8 |
1,184.5 |
|
| S4 |
1,165.0 |
1,168.4 |
1,182.4 |
|
|
| 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 |
1,215.2 |
1,183.9 |
31.3 |
2.6% |
13.0 |
1.1% |
8% |
False |
True |
69,670 |
| 10 |
1,232.8 |
1,183.9 |
48.9 |
4.1% |
15.4 |
1.3% |
5% |
False |
True |
44,137 |
| 20 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.2 |
1.3% |
26% |
False |
False |
28,263 |
| 40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.1 |
1.3% |
26% |
False |
False |
15,462 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
15.1 |
1.3% |
48% |
False |
False |
11,523 |
| 80 |
1,286.0 |
1,143.8 |
142.2 |
12.0% |
15.1 |
1.3% |
30% |
False |
False |
9,034 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.6 |
1.3% |
26% |
False |
False |
7,451 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.0 |
1.3% |
26% |
False |
False |
6,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.8 |
|
2.618 |
1,210.7 |
|
1.618 |
1,203.3 |
|
1.000 |
1,198.7 |
|
0.618 |
1,195.9 |
|
HIGH |
1,191.3 |
|
0.618 |
1,188.5 |
|
0.500 |
1,187.6 |
|
0.382 |
1,186.7 |
|
LOW |
1,183.9 |
|
0.618 |
1,179.3 |
|
1.000 |
1,176.5 |
|
1.618 |
1,171.9 |
|
2.618 |
1,164.5 |
|
4.250 |
1,152.5 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.6 |
1,199.6 |
| PP |
1,187.2 |
1,195.2 |
| S1 |
1,186.9 |
1,190.9 |
|