| 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 |
18,052 |
18,135 |
83 |
0.5% |
18,236 |
| High |
18,167 |
18,148 |
-19 |
-0.1% |
18,334 |
| Low |
18,026 |
18,052 |
26 |
0.1% |
18,186 |
| Close |
18,141 |
18,134 |
-7 |
0.0% |
18,224 |
| Range |
141 |
96 |
-45 |
-31.9% |
148 |
| ATR |
173 |
168 |
-6 |
-3.2% |
0 |
| Volume |
117,045 |
106,388 |
-10,657 |
-9.1% |
453,377 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,399 |
18,363 |
18,187 |
|
| R3 |
18,303 |
18,267 |
18,161 |
|
| R2 |
18,207 |
18,207 |
18,152 |
|
| R1 |
18,171 |
18,171 |
18,143 |
18,141 |
| PP |
18,111 |
18,111 |
18,111 |
18,097 |
| S1 |
18,075 |
18,075 |
18,125 |
18,045 |
| S2 |
18,015 |
18,015 |
18,117 |
|
| S3 |
17,919 |
17,979 |
18,108 |
|
| S4 |
17,823 |
17,883 |
18,081 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,692 |
18,606 |
18,306 |
|
| R3 |
18,544 |
18,458 |
18,265 |
|
| R2 |
18,396 |
18,396 |
18,251 |
|
| R1 |
18,310 |
18,310 |
18,238 |
18,279 |
| PP |
18,248 |
18,248 |
18,248 |
18,233 |
| S1 |
18,162 |
18,162 |
18,211 |
18,131 |
| S2 |
18,100 |
18,100 |
18,197 |
|
| S3 |
17,952 |
18,014 |
18,183 |
|
| S4 |
17,804 |
17,866 |
18,143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,295 |
17,964 |
331 |
1.8% |
146 |
0.8% |
51% |
False |
False |
111,268 |
| 10 |
18,334 |
17,964 |
370 |
2.0% |
132 |
0.7% |
46% |
False |
False |
106,397 |
| 20 |
18,334 |
17,629 |
705 |
3.9% |
173 |
1.0% |
72% |
False |
False |
130,306 |
| 40 |
18,334 |
17,475 |
859 |
4.7% |
185 |
1.0% |
77% |
False |
False |
131,992 |
| 60 |
18,334 |
17,465 |
869 |
4.8% |
200 |
1.1% |
77% |
False |
False |
117,272 |
| 80 |
18,334 |
17,199 |
1,135 |
6.3% |
184 |
1.0% |
82% |
False |
False |
87,969 |
| 100 |
18,334 |
16,880 |
1,454 |
8.0% |
198 |
1.1% |
86% |
False |
False |
70,383 |
| 120 |
18,334 |
16,880 |
1,454 |
8.0% |
188 |
1.0% |
86% |
False |
False |
58,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,556 |
|
2.618 |
18,399 |
|
1.618 |
18,303 |
|
1.000 |
18,244 |
|
0.618 |
18,207 |
|
HIGH |
18,148 |
|
0.618 |
18,111 |
|
0.500 |
18,100 |
|
0.382 |
18,089 |
|
LOW |
18,052 |
|
0.618 |
17,993 |
|
1.000 |
17,956 |
|
1.618 |
17,897 |
|
2.618 |
17,801 |
|
4.250 |
17,644 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,123 |
18,126 |
| PP |
18,111 |
18,117 |
| S1 |
18,100 |
18,109 |
|