| 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 |
2,116.75 |
2,097.75 |
-19.00 |
-0.9% |
2,111.00 |
| High |
2,119.00 |
2,116.50 |
-2.50 |
-0.1% |
2,126.25 |
| Low |
2,088.50 |
2,093.75 |
5.25 |
0.3% |
2,105.00 |
| Close |
2,097.25 |
2,113.25 |
16.00 |
0.8% |
2,117.00 |
| Range |
30.50 |
22.75 |
-7.75 |
-25.4% |
21.25 |
| ATR |
19.78 |
20.00 |
0.21 |
1.1% |
0.00 |
| Volume |
2,484 |
5,883 |
3,399 |
136.8% |
19,721 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.00 |
2,167.50 |
2,125.75 |
|
| R3 |
2,153.25 |
2,144.75 |
2,119.50 |
|
| R2 |
2,130.50 |
2,130.50 |
2,117.50 |
|
| R1 |
2,122.00 |
2,122.00 |
2,115.25 |
2,126.25 |
| PP |
2,107.75 |
2,107.75 |
2,107.75 |
2,110.00 |
| S1 |
2,099.25 |
2,099.25 |
2,111.25 |
2,103.50 |
| S2 |
2,085.00 |
2,085.00 |
2,109.00 |
|
| S3 |
2,062.25 |
2,076.50 |
2,107.00 |
|
| S4 |
2,039.50 |
2,053.75 |
2,100.75 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.75 |
2,169.75 |
2,128.75 |
|
| R3 |
2,158.50 |
2,148.50 |
2,122.75 |
|
| R2 |
2,137.25 |
2,137.25 |
2,121.00 |
|
| R1 |
2,127.25 |
2,127.25 |
2,119.00 |
2,132.25 |
| PP |
2,116.00 |
2,116.00 |
2,116.00 |
2,118.50 |
| S1 |
2,106.00 |
2,106.00 |
2,115.00 |
2,111.00 |
| S2 |
2,094.75 |
2,094.75 |
2,113.00 |
|
| S3 |
2,073.50 |
2,084.75 |
2,111.25 |
|
| S4 |
2,052.25 |
2,063.50 |
2,105.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,125.00 |
2,088.50 |
36.50 |
1.7% |
18.00 |
0.9% |
68% |
False |
False |
3,978 |
| 10 |
2,126.25 |
2,084.00 |
42.25 |
2.0% |
17.00 |
0.8% |
69% |
False |
False |
3,402 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.75 |
1.0% |
83% |
False |
False |
2,765 |
| 40 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.50 |
1.0% |
87% |
False |
False |
2,817 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.75 |
1.0% |
87% |
False |
False |
2,076 |
| 80 |
2,126.25 |
2,007.25 |
119.00 |
5.6% |
19.75 |
0.9% |
89% |
False |
False |
1,576 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
92% |
False |
False |
1,278 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
21.00 |
1.0% |
93% |
False |
False |
1,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.25 |
|
2.618 |
2,176.00 |
|
1.618 |
2,153.25 |
|
1.000 |
2,139.25 |
|
0.618 |
2,130.50 |
|
HIGH |
2,116.50 |
|
0.618 |
2,107.75 |
|
0.500 |
2,105.00 |
|
0.382 |
2,102.50 |
|
LOW |
2,093.75 |
|
0.618 |
2,079.75 |
|
1.000 |
2,071.00 |
|
1.618 |
2,057.00 |
|
2.618 |
2,034.25 |
|
4.250 |
1,997.00 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.50 |
2,110.75 |
| PP |
2,107.75 |
2,108.25 |
| S1 |
2,105.00 |
2,105.75 |
|