| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,653.5 |
11,751.0 |
97.5 |
0.8% |
11,500.0 |
| High |
11,800.0 |
11,777.0 |
-23.0 |
-0.2% |
11,901.0 |
| Low |
11,616.5 |
11,637.0 |
20.5 |
0.2% |
11,396.0 |
| Close |
11,785.0 |
11,678.0 |
-107.0 |
-0.9% |
11,831.5 |
| Range |
183.5 |
140.0 |
-43.5 |
-23.7% |
505.0 |
| ATR |
228.1 |
222.3 |
-5.7 |
-2.5% |
0.0 |
| Volume |
382 |
382 |
0 |
0.0% |
3,927 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,117.3 |
12,037.7 |
11,755.0 |
|
| R3 |
11,977.3 |
11,897.7 |
11,716.5 |
|
| R2 |
11,837.3 |
11,837.3 |
11,703.7 |
|
| R1 |
11,757.7 |
11,757.7 |
11,690.8 |
11,727.5 |
| PP |
11,697.3 |
11,697.3 |
11,697.3 |
11,682.3 |
| S1 |
11,617.7 |
11,617.7 |
11,665.2 |
11,587.5 |
| S2 |
11,557.3 |
11,557.3 |
11,652.3 |
|
| S3 |
11,417.3 |
11,477.7 |
11,639.5 |
|
| S4 |
11,277.3 |
11,337.7 |
11,601.0 |
|
|
| 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% |
174.4 |
1.5% |
24% |
False |
False |
433 |
| 10 |
11,934.0 |
11,246.0 |
688.0 |
5.9% |
201.4 |
1.7% |
63% |
False |
False |
601 |
| 20 |
11,934.0 |
11,183.5 |
750.5 |
6.4% |
242.9 |
2.1% |
66% |
False |
False |
565 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.7% |
218.8 |
1.9% |
40% |
False |
False |
531 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.7% |
201.4 |
1.7% |
40% |
False |
False |
433 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.3% |
168.2 |
1.4% |
58% |
False |
False |
327 |
| 100 |
12,428.5 |
9,420.0 |
3,008.5 |
25.8% |
162.5 |
1.4% |
75% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,372.0 |
|
2.618 |
12,143.5 |
|
1.618 |
12,003.5 |
|
1.000 |
11,917.0 |
|
0.618 |
11,863.5 |
|
HIGH |
11,777.0 |
|
0.618 |
11,723.5 |
|
0.500 |
11,707.0 |
|
0.382 |
11,690.5 |
|
LOW |
11,637.0 |
|
0.618 |
11,550.5 |
|
1.000 |
11,497.0 |
|
1.618 |
11,410.5 |
|
2.618 |
11,270.5 |
|
4.250 |
11,042.0 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,707.0 |
11,766.0 |
| PP |
11,697.3 |
11,736.7 |
| S1 |
11,687.7 |
11,707.3 |
|