| 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 |
1,188.0 |
1,188.1 |
0.1 |
0.0% |
1,206.3 |
| High |
1,192.8 |
1,193.7 |
0.9 |
0.1% |
1,208.9 |
| Low |
1,180.2 |
1,186.0 |
5.8 |
0.5% |
1,180.2 |
| Close |
1,188.8 |
1,189.8 |
1.0 |
0.1% |
1,189.8 |
| Range |
12.6 |
7.7 |
-4.9 |
-38.9% |
28.7 |
| ATR |
15.2 |
14.7 |
-0.5 |
-3.5% |
0.0 |
| Volume |
149,999 |
102,168 |
-47,831 |
-31.9% |
496,666 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,212.9 |
1,209.1 |
1,194.0 |
|
| R3 |
1,205.2 |
1,201.4 |
1,191.9 |
|
| R2 |
1,197.5 |
1,197.5 |
1,191.2 |
|
| R1 |
1,193.7 |
1,193.7 |
1,190.5 |
1,195.6 |
| PP |
1,189.8 |
1,189.8 |
1,189.8 |
1,190.8 |
| S1 |
1,186.0 |
1,186.0 |
1,189.1 |
1,187.9 |
| S2 |
1,182.1 |
1,182.1 |
1,188.4 |
|
| S3 |
1,174.4 |
1,178.3 |
1,187.7 |
|
| S4 |
1,166.7 |
1,170.6 |
1,185.6 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.1 |
1,263.1 |
1,205.6 |
|
| R3 |
1,250.4 |
1,234.4 |
1,197.7 |
|
| R2 |
1,221.7 |
1,221.7 |
1,195.1 |
|
| R1 |
1,205.7 |
1,205.7 |
1,192.4 |
1,199.4 |
| PP |
1,193.0 |
1,193.0 |
1,193.0 |
1,189.8 |
| S1 |
1,177.0 |
1,177.0 |
1,187.2 |
1,170.7 |
| S2 |
1,164.3 |
1,164.3 |
1,184.5 |
|
| S3 |
1,135.6 |
1,148.3 |
1,181.9 |
|
| S4 |
1,106.9 |
1,119.6 |
1,174.0 |
|
|
| 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 |
1,180.2 |
35.0 |
2.9% |
12.9 |
1.1% |
27% |
False |
False |
107,197 |
| 10 |
1,232.8 |
1,180.2 |
52.6 |
4.4% |
13.1 |
1.1% |
18% |
False |
False |
65,121 |
| 20 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
14.1 |
1.2% |
32% |
False |
False |
40,576 |
| 40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
14.6 |
1.2% |
32% |
False |
False |
21,659 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
15.1 |
1.3% |
52% |
False |
False |
15,639 |
| 80 |
1,275.7 |
1,143.8 |
131.9 |
11.1% |
14.8 |
1.2% |
35% |
False |
False |
12,131 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.4 |
1.3% |
28% |
False |
False |
9,968 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.0 |
1.3% |
28% |
False |
False |
8,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.4 |
|
2.618 |
1,213.9 |
|
1.618 |
1,206.2 |
|
1.000 |
1,201.4 |
|
0.618 |
1,198.5 |
|
HIGH |
1,193.7 |
|
0.618 |
1,190.8 |
|
0.500 |
1,189.9 |
|
0.382 |
1,188.9 |
|
LOW |
1,186.0 |
|
0.618 |
1,181.2 |
|
1.000 |
1,178.3 |
|
1.618 |
1,173.5 |
|
2.618 |
1,165.8 |
|
4.250 |
1,153.3 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,189.9 |
1,188.9 |
| PP |
1,189.8 |
1,187.9 |
| S1 |
1,189.8 |
1,187.0 |
|