| 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 |
3,648.0 |
3,612.0 |
-36.0 |
-1.0% |
3,557.0 |
| High |
3,663.0 |
3,677.0 |
14.0 |
0.4% |
3,678.0 |
| Low |
3,590.0 |
3,609.0 |
19.0 |
0.5% |
3,517.0 |
| Close |
3,604.0 |
3,671.0 |
67.0 |
1.9% |
3,666.0 |
| Range |
73.0 |
68.0 |
-5.0 |
-6.8% |
161.0 |
| ATR |
63.8 |
64.4 |
0.7 |
1.0% |
0.0 |
| Volume |
1,897 |
1,321 |
-576 |
-30.4% |
100,223 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,856.3 |
3,831.7 |
3,708.4 |
|
| R3 |
3,788.3 |
3,763.7 |
3,689.7 |
|
| R2 |
3,720.3 |
3,720.3 |
3,683.5 |
|
| R1 |
3,695.7 |
3,695.7 |
3,677.2 |
3,708.0 |
| PP |
3,652.3 |
3,652.3 |
3,652.3 |
3,658.5 |
| S1 |
3,627.7 |
3,627.7 |
3,664.8 |
3,640.0 |
| S2 |
3,584.3 |
3,584.3 |
3,658.5 |
|
| S3 |
3,516.3 |
3,559.7 |
3,652.3 |
|
| S4 |
3,448.3 |
3,491.7 |
3,633.6 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,103.3 |
4,045.7 |
3,754.6 |
|
| R3 |
3,942.3 |
3,884.7 |
3,710.3 |
|
| R2 |
3,781.3 |
3,781.3 |
3,695.5 |
|
| R1 |
3,723.7 |
3,723.7 |
3,680.8 |
3,752.5 |
| PP |
3,620.3 |
3,620.3 |
3,620.3 |
3,634.8 |
| S1 |
3,562.7 |
3,562.7 |
3,651.2 |
3,591.5 |
| S2 |
3,459.3 |
3,459.3 |
3,636.5 |
|
| S3 |
3,298.3 |
3,401.7 |
3,621.7 |
|
| S4 |
3,137.3 |
3,240.7 |
3,577.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,678.0 |
3,590.0 |
88.0 |
2.4% |
46.6 |
1.3% |
92% |
False |
False |
16,939 |
| 10 |
3,678.0 |
3,478.0 |
200.0 |
5.4% |
61.2 |
1.7% |
97% |
False |
False |
19,033 |
| 20 |
3,706.0 |
3,438.0 |
268.0 |
7.3% |
71.5 |
1.9% |
87% |
False |
False |
10,289 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
60.3 |
1.6% |
72% |
False |
False |
7,180 |
| 60 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
49.9 |
1.4% |
72% |
False |
False |
4,870 |
| 80 |
3,761.0 |
3,263.0 |
498.0 |
13.6% |
40.5 |
1.1% |
82% |
False |
False |
3,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,966.0 |
|
2.618 |
3,855.0 |
|
1.618 |
3,787.0 |
|
1.000 |
3,745.0 |
|
0.618 |
3,719.0 |
|
HIGH |
3,677.0 |
|
0.618 |
3,651.0 |
|
0.500 |
3,643.0 |
|
0.382 |
3,635.0 |
|
LOW |
3,609.0 |
|
0.618 |
3,567.0 |
|
1.000 |
3,541.0 |
|
1.618 |
3,499.0 |
|
2.618 |
3,431.0 |
|
4.250 |
3,320.0 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,661.7 |
3,658.5 |
| PP |
3,652.3 |
3,646.0 |
| S1 |
3,643.0 |
3,633.5 |
|