| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,570.0 |
11,480.5 |
-89.5 |
-0.8% |
11,727.0 |
| High |
11,649.0 |
11,645.5 |
-3.5 |
0.0% |
11,731.5 |
| Low |
11,388.0 |
11,385.5 |
-2.5 |
0.0% |
11,225.0 |
| Close |
11,438.0 |
11,600.5 |
162.5 |
1.4% |
11,438.0 |
| Range |
261.0 |
260.0 |
-1.0 |
-0.4% |
506.5 |
| ATR |
268.8 |
268.1 |
-0.6 |
-0.2% |
0.0 |
| Volume |
101,124 |
119,545 |
18,421 |
18.2% |
563,552 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,323.8 |
12,222.2 |
11,743.5 |
|
| R3 |
12,063.8 |
11,962.2 |
11,672.0 |
|
| R2 |
11,803.8 |
11,803.8 |
11,648.2 |
|
| R1 |
11,702.2 |
11,702.2 |
11,624.3 |
11,753.0 |
| PP |
11,543.8 |
11,543.8 |
11,543.8 |
11,569.3 |
| S1 |
11,442.2 |
11,442.2 |
11,576.7 |
11,493.0 |
| S2 |
11,283.8 |
11,283.8 |
11,552.8 |
|
| S3 |
11,023.8 |
11,182.2 |
11,529.0 |
|
| S4 |
10,763.8 |
10,922.2 |
11,457.5 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,984.3 |
12,717.7 |
11,716.6 |
|
| R3 |
12,477.8 |
12,211.2 |
11,577.3 |
|
| R2 |
11,971.3 |
11,971.3 |
11,530.9 |
|
| R1 |
11,704.7 |
11,704.7 |
11,484.4 |
11,584.8 |
| PP |
11,464.8 |
11,464.8 |
11,464.8 |
11,404.9 |
| S1 |
11,198.2 |
11,198.2 |
11,391.6 |
11,078.3 |
| S2 |
10,958.3 |
10,958.3 |
11,345.1 |
|
| S3 |
10,451.8 |
10,691.7 |
11,298.7 |
|
| S4 |
9,945.3 |
10,185.2 |
11,159.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,659.5 |
11,225.0 |
434.5 |
3.7% |
293.1 |
2.5% |
86% |
False |
False |
110,901 |
| 10 |
11,771.5 |
11,178.0 |
593.5 |
5.1% |
286.4 |
2.5% |
71% |
False |
False |
114,336 |
| 20 |
12,113.5 |
11,178.0 |
935.5 |
8.1% |
281.7 |
2.4% |
45% |
False |
False |
123,130 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.8% |
242.1 |
2.1% |
34% |
False |
False |
113,963 |
| 60 |
12,429.5 |
10,888.0 |
1,541.5 |
13.3% |
214.0 |
1.8% |
46% |
False |
False |
82,051 |
| 80 |
12,429.5 |
10,170.0 |
2,259.5 |
19.5% |
203.6 |
1.8% |
63% |
False |
False |
61,697 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
26.0% |
202.7 |
1.7% |
72% |
False |
False |
49,442 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.4% |
190.6 |
1.6% |
74% |
False |
False |
41,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,750.5 |
|
2.618 |
12,326.2 |
|
1.618 |
12,066.2 |
|
1.000 |
11,905.5 |
|
0.618 |
11,806.2 |
|
HIGH |
11,645.5 |
|
0.618 |
11,546.2 |
|
0.500 |
11,515.5 |
|
0.382 |
11,484.8 |
|
LOW |
11,385.5 |
|
0.618 |
11,224.8 |
|
1.000 |
11,125.5 |
|
1.618 |
10,964.8 |
|
2.618 |
10,704.8 |
|
4.250 |
10,280.5 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,572.2 |
11,546.0 |
| PP |
11,543.8 |
11,491.5 |
| S1 |
11,515.5 |
11,437.0 |
|