| 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 |
11,751.0 |
11,698.5 |
-52.5 |
-0.4% |
11,804.0 |
| High |
11,777.0 |
11,705.0 |
-72.0 |
-0.6% |
11,934.0 |
| Low |
11,637.0 |
11,410.0 |
-227.0 |
-2.0% |
11,410.0 |
| Close |
11,678.0 |
11,418.5 |
-259.5 |
-2.2% |
11,418.5 |
| Range |
140.0 |
295.0 |
155.0 |
110.7% |
524.0 |
| ATR |
222.3 |
227.5 |
5.2 |
2.3% |
0.0 |
| Volume |
382 |
1,477 |
1,095 |
286.6% |
2,768 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,396.2 |
12,202.3 |
11,580.8 |
|
| R3 |
12,101.2 |
11,907.3 |
11,499.6 |
|
| R2 |
11,806.2 |
11,806.2 |
11,472.6 |
|
| R1 |
11,612.3 |
11,612.3 |
11,445.5 |
11,561.8 |
| PP |
11,511.2 |
11,511.2 |
11,511.2 |
11,485.9 |
| S1 |
11,317.3 |
11,317.3 |
11,391.5 |
11,266.8 |
| S2 |
11,216.2 |
11,216.2 |
11,364.4 |
|
| S3 |
10,921.2 |
11,022.3 |
11,337.4 |
|
| S4 |
10,626.2 |
10,727.3 |
11,256.3 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,159.5 |
12,813.0 |
11,706.7 |
|
| R3 |
12,635.5 |
12,289.0 |
11,562.6 |
|
| R2 |
12,111.5 |
12,111.5 |
11,514.6 |
|
| R1 |
11,765.0 |
11,765.0 |
11,466.5 |
11,676.3 |
| PP |
11,587.5 |
11,587.5 |
11,587.5 |
11,543.1 |
| S1 |
11,241.0 |
11,241.0 |
11,370.5 |
11,152.3 |
| S2 |
11,063.5 |
11,063.5 |
11,322.4 |
|
| S3 |
10,539.5 |
10,717.0 |
11,274.4 |
|
| S4 |
10,015.5 |
10,193.0 |
11,130.3 |
|
|
| 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 |
11,410.0 |
524.0 |
4.6% |
208.0 |
1.8% |
2% |
False |
True |
674 |
| 10 |
11,934.0 |
11,396.0 |
538.0 |
4.7% |
196.5 |
1.7% |
4% |
False |
False |
694 |
| 20 |
11,934.0 |
11,183.5 |
750.5 |
6.6% |
233.3 |
2.0% |
31% |
False |
False |
623 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
220.3 |
1.9% |
19% |
False |
False |
563 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
205.0 |
1.8% |
19% |
False |
False |
457 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.7% |
170.2 |
1.5% |
44% |
False |
False |
345 |
| 100 |
12,428.5 |
9,420.0 |
3,008.5 |
26.3% |
162.4 |
1.4% |
66% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,958.8 |
|
2.618 |
12,477.3 |
|
1.618 |
12,182.3 |
|
1.000 |
12,000.0 |
|
0.618 |
11,887.3 |
|
HIGH |
11,705.0 |
|
0.618 |
11,592.3 |
|
0.500 |
11,557.5 |
|
0.382 |
11,522.7 |
|
LOW |
11,410.0 |
|
0.618 |
11,227.7 |
|
1.000 |
11,115.0 |
|
1.618 |
10,932.7 |
|
2.618 |
10,637.7 |
|
4.250 |
10,156.3 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,557.5 |
11,605.0 |
| PP |
11,511.2 |
11,542.8 |
| S1 |
11,464.8 |
11,480.7 |
|