| 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 |
3,612.0 |
3,659.0 |
47.0 |
1.3% |
3,557.0 |
| High |
3,677.0 |
3,662.0 |
-15.0 |
-0.4% |
3,678.0 |
| Low |
3,609.0 |
3,613.0 |
4.0 |
0.1% |
3,517.0 |
| Close |
3,671.0 |
3,638.0 |
-33.0 |
-0.9% |
3,666.0 |
| Range |
68.0 |
49.0 |
-19.0 |
-27.9% |
161.0 |
| ATR |
64.4 |
64.0 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,321 |
1,321 |
0 |
0.0% |
100,223 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,784.7 |
3,760.3 |
3,665.0 |
|
| R3 |
3,735.7 |
3,711.3 |
3,651.5 |
|
| R2 |
3,686.7 |
3,686.7 |
3,647.0 |
|
| R1 |
3,662.3 |
3,662.3 |
3,642.5 |
3,650.0 |
| PP |
3,637.7 |
3,637.7 |
3,637.7 |
3,631.5 |
| S1 |
3,613.3 |
3,613.3 |
3,633.5 |
3,601.0 |
| S2 |
3,588.7 |
3,588.7 |
3,629.0 |
|
| S3 |
3,539.7 |
3,564.3 |
3,624.5 |
|
| S4 |
3,490.7 |
3,515.3 |
3,611.1 |
|
|
| 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% |
49.8 |
1.4% |
55% |
False |
False |
4,414 |
| 10 |
3,678.0 |
3,478.0 |
200.0 |
5.5% |
58.4 |
1.6% |
80% |
False |
False |
19,139 |
| 20 |
3,678.0 |
3,438.0 |
240.0 |
6.6% |
70.2 |
1.9% |
83% |
False |
False |
10,339 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
8.9% |
60.9 |
1.7% |
62% |
False |
False |
6,461 |
| 60 |
3,761.0 |
3,438.0 |
323.0 |
8.9% |
50.5 |
1.4% |
62% |
False |
False |
4,887 |
| 80 |
3,761.0 |
3,263.0 |
498.0 |
13.7% |
41.0 |
1.1% |
75% |
False |
False |
3,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,870.3 |
|
2.618 |
3,790.3 |
|
1.618 |
3,741.3 |
|
1.000 |
3,711.0 |
|
0.618 |
3,692.3 |
|
HIGH |
3,662.0 |
|
0.618 |
3,643.3 |
|
0.500 |
3,637.5 |
|
0.382 |
3,631.7 |
|
LOW |
3,613.0 |
|
0.618 |
3,582.7 |
|
1.000 |
3,564.0 |
|
1.618 |
3,533.7 |
|
2.618 |
3,484.7 |
|
4.250 |
3,404.8 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,637.8 |
3,636.5 |
| PP |
3,637.7 |
3,635.0 |
| S1 |
3,637.5 |
3,633.5 |
|