| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,558.0 |
3,585.0 |
27.0 |
0.8% |
3,608.0 |
| High |
3,580.0 |
3,658.0 |
78.0 |
2.2% |
3,611.0 |
| Low |
3,510.0 |
3,580.0 |
70.0 |
2.0% |
3,481.0 |
| Close |
3,568.0 |
3,656.0 |
88.0 |
2.5% |
3,544.0 |
| Range |
70.0 |
78.0 |
8.0 |
11.4% |
130.0 |
| ATR |
75.1 |
76.2 |
1.1 |
1.4% |
0.0 |
| Volume |
1,163,655 |
754,023 |
-409,632 |
-35.2% |
5,346,763 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,865.3 |
3,838.7 |
3,698.9 |
|
| R3 |
3,787.3 |
3,760.7 |
3,677.5 |
|
| R2 |
3,709.3 |
3,709.3 |
3,670.3 |
|
| R1 |
3,682.7 |
3,682.7 |
3,663.2 |
3,696.0 |
| PP |
3,631.3 |
3,631.3 |
3,631.3 |
3,638.0 |
| S1 |
3,604.7 |
3,604.7 |
3,648.9 |
3,618.0 |
| S2 |
3,553.3 |
3,553.3 |
3,641.7 |
|
| S3 |
3,475.3 |
3,526.7 |
3,634.6 |
|
| S4 |
3,397.3 |
3,448.7 |
3,613.1 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,935.3 |
3,869.7 |
3,615.5 |
|
| R3 |
3,805.3 |
3,739.7 |
3,579.8 |
|
| R2 |
3,675.3 |
3,675.3 |
3,567.8 |
|
| R1 |
3,609.7 |
3,609.7 |
3,555.9 |
3,577.5 |
| PP |
3,545.3 |
3,545.3 |
3,545.3 |
3,529.3 |
| S1 |
3,479.7 |
3,479.7 |
3,532.1 |
3,447.5 |
| S2 |
3,415.3 |
3,415.3 |
3,520.2 |
|
| S3 |
3,285.3 |
3,349.7 |
3,508.3 |
|
| S4 |
3,155.3 |
3,219.7 |
3,472.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,658.0 |
3,481.0 |
177.0 |
4.8% |
81.2 |
2.2% |
99% |
True |
False |
969,222 |
| 10 |
3,658.0 |
3,441.0 |
217.0 |
5.9% |
77.1 |
2.1% |
99% |
True |
False |
1,109,585 |
| 20 |
3,727.0 |
3,441.0 |
286.0 |
7.8% |
81.0 |
2.2% |
75% |
False |
False |
1,141,894 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
9.0% |
66.9 |
1.8% |
66% |
False |
False |
1,078,621 |
| 60 |
3,769.0 |
3,366.0 |
403.0 |
11.0% |
60.6 |
1.7% |
72% |
False |
False |
834,696 |
| 80 |
3,769.0 |
3,187.0 |
582.0 |
15.9% |
60.2 |
1.6% |
81% |
False |
False |
626,357 |
| 100 |
3,769.0 |
2,912.0 |
857.0 |
23.4% |
62.0 |
1.7% |
87% |
False |
False |
501,318 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
59.2 |
1.6% |
88% |
False |
False |
417,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,989.5 |
|
2.618 |
3,862.2 |
|
1.618 |
3,784.2 |
|
1.000 |
3,736.0 |
|
0.618 |
3,706.2 |
|
HIGH |
3,658.0 |
|
0.618 |
3,628.2 |
|
0.500 |
3,619.0 |
|
0.382 |
3,609.8 |
|
LOW |
3,580.0 |
|
0.618 |
3,531.8 |
|
1.000 |
3,502.0 |
|
1.618 |
3,453.8 |
|
2.618 |
3,375.8 |
|
4.250 |
3,248.5 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,643.7 |
3,632.0 |
| PP |
3,631.3 |
3,608.0 |
| S1 |
3,619.0 |
3,584.0 |
|