| 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 |
11,804.0 |
11,653.5 |
-150.5 |
-1.3% |
11,500.0 |
| High |
11,934.0 |
11,800.0 |
-134.0 |
-1.1% |
11,901.0 |
| Low |
11,598.0 |
11,616.5 |
18.5 |
0.2% |
11,396.0 |
| Close |
11,626.0 |
11,785.0 |
159.0 |
1.4% |
11,831.5 |
| Range |
336.0 |
183.5 |
-152.5 |
-45.4% |
505.0 |
| ATR |
231.5 |
228.1 |
-3.4 |
-1.5% |
0.0 |
| Volume |
527 |
382 |
-145 |
-27.5% |
3,927 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,284.3 |
12,218.2 |
11,885.9 |
|
| R3 |
12,100.8 |
12,034.7 |
11,835.5 |
|
| R2 |
11,917.3 |
11,917.3 |
11,818.6 |
|
| R1 |
11,851.2 |
11,851.2 |
11,801.8 |
11,884.3 |
| PP |
11,733.8 |
11,733.8 |
11,733.8 |
11,750.4 |
| S1 |
11,667.7 |
11,667.7 |
11,768.2 |
11,700.8 |
| S2 |
11,550.3 |
11,550.3 |
11,751.4 |
|
| S3 |
11,366.8 |
11,484.2 |
11,734.5 |
|
| S4 |
11,183.3 |
11,300.7 |
11,684.1 |
|
|
| 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% |
165.1 |
1.4% |
56% |
False |
False |
685 |
| 10 |
11,934.0 |
11,246.0 |
688.0 |
5.8% |
217.0 |
1.8% |
78% |
False |
False |
623 |
| 20 |
12,080.0 |
11,183.5 |
896.5 |
7.6% |
250.9 |
2.1% |
67% |
False |
False |
554 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.6% |
218.4 |
1.9% |
48% |
False |
False |
527 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.6% |
200.5 |
1.7% |
48% |
False |
False |
427 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.2% |
167.9 |
1.4% |
64% |
False |
False |
323 |
| 100 |
12,428.5 |
9,420.0 |
3,008.5 |
25.5% |
161.6 |
1.4% |
79% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,579.9 |
|
2.618 |
12,280.4 |
|
1.618 |
12,096.9 |
|
1.000 |
11,983.5 |
|
0.618 |
11,913.4 |
|
HIGH |
11,800.0 |
|
0.618 |
11,729.9 |
|
0.500 |
11,708.3 |
|
0.382 |
11,686.6 |
|
LOW |
11,616.5 |
|
0.618 |
11,503.1 |
|
1.000 |
11,433.0 |
|
1.618 |
11,319.6 |
|
2.618 |
11,136.1 |
|
4.250 |
10,836.6 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,759.4 |
11,778.7 |
| PP |
11,733.8 |
11,772.3 |
| S1 |
11,708.3 |
11,766.0 |
|