| 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 |
11,889.5 |
11,804.0 |
-85.5 |
-0.7% |
11,500.0 |
| High |
11,891.5 |
11,934.0 |
42.5 |
0.4% |
11,901.0 |
| Low |
11,806.0 |
11,598.0 |
-208.0 |
-1.8% |
11,396.0 |
| Close |
11,831.5 |
11,626.0 |
-205.5 |
-1.7% |
11,831.5 |
| Range |
85.5 |
336.0 |
250.5 |
293.0% |
505.0 |
| ATR |
223.4 |
231.5 |
8.0 |
3.6% |
0.0 |
| Volume |
605 |
527 |
-78 |
-12.9% |
3,927 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,727.3 |
12,512.7 |
11,810.8 |
|
| R3 |
12,391.3 |
12,176.7 |
11,718.4 |
|
| R2 |
12,055.3 |
12,055.3 |
11,687.6 |
|
| R1 |
11,840.7 |
11,840.7 |
11,656.8 |
11,780.0 |
| PP |
11,719.3 |
11,719.3 |
11,719.3 |
11,689.0 |
| S1 |
11,504.7 |
11,504.7 |
11,595.2 |
11,444.0 |
| S2 |
11,383.3 |
11,383.3 |
11,564.4 |
|
| S3 |
11,047.3 |
11,168.7 |
11,533.6 |
|
| S4 |
10,711.3 |
10,832.7 |
11,441.2 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,224.5 |
13,033.0 |
12,109.3 |
|
| R3 |
12,719.5 |
12,528.0 |
11,970.4 |
|
| R2 |
12,214.5 |
12,214.5 |
11,924.1 |
|
| R1 |
12,023.0 |
12,023.0 |
11,877.8 |
12,118.8 |
| PP |
11,709.5 |
11,709.5 |
11,709.5 |
11,757.4 |
| S1 |
11,518.0 |
11,518.0 |
11,785.2 |
11,613.8 |
| S2 |
11,204.5 |
11,204.5 |
11,738.9 |
|
| S3 |
10,699.5 |
11,013.0 |
11,692.6 |
|
| S4 |
10,194.5 |
10,508.0 |
11,553.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,934.0 |
11,598.0 |
336.0 |
2.9% |
172.9 |
1.5% |
8% |
True |
True |
797 |
| 10 |
11,934.0 |
11,246.0 |
688.0 |
5.9% |
224.3 |
1.9% |
55% |
True |
False |
705 |
| 20 |
12,080.0 |
11,183.5 |
896.5 |
7.7% |
256.3 |
2.2% |
49% |
False |
False |
545 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.7% |
220.6 |
1.9% |
36% |
False |
False |
530 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.7% |
199.2 |
1.7% |
36% |
False |
False |
421 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.4% |
166.5 |
1.4% |
55% |
False |
False |
319 |
| 100 |
12,428.5 |
9,420.0 |
3,008.5 |
25.9% |
160.5 |
1.4% |
73% |
False |
False |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,362.0 |
|
2.618 |
12,813.6 |
|
1.618 |
12,477.6 |
|
1.000 |
12,270.0 |
|
0.618 |
12,141.6 |
|
HIGH |
11,934.0 |
|
0.618 |
11,805.6 |
|
0.500 |
11,766.0 |
|
0.382 |
11,726.4 |
|
LOW |
11,598.0 |
|
0.618 |
11,390.4 |
|
1.000 |
11,262.0 |
|
1.618 |
11,054.4 |
|
2.618 |
10,718.4 |
|
4.250 |
10,170.0 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,766.0 |
11,766.0 |
| PP |
11,719.3 |
11,719.3 |
| S1 |
11,672.7 |
11,672.7 |
|