| 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 |
11,480.5 |
11,669.0 |
188.5 |
1.6% |
11,727.0 |
| High |
11,645.5 |
11,888.0 |
242.5 |
2.1% |
11,731.5 |
| Low |
11,385.5 |
11,655.0 |
269.5 |
2.4% |
11,225.0 |
| Close |
11,600.5 |
11,883.5 |
283.0 |
2.4% |
11,438.0 |
| Range |
260.0 |
233.0 |
-27.0 |
-10.4% |
506.5 |
| ATR |
268.1 |
269.5 |
1.4 |
0.5% |
0.0 |
| Volume |
119,545 |
74,224 |
-45,321 |
-37.9% |
563,552 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507.8 |
12,428.7 |
12,011.7 |
|
| R3 |
12,274.8 |
12,195.7 |
11,947.6 |
|
| R2 |
12,041.8 |
12,041.8 |
11,926.2 |
|
| R1 |
11,962.7 |
11,962.7 |
11,904.9 |
12,002.3 |
| PP |
11,808.8 |
11,808.8 |
11,808.8 |
11,828.6 |
| S1 |
11,729.7 |
11,729.7 |
11,862.1 |
11,769.3 |
| S2 |
11,575.8 |
11,575.8 |
11,840.8 |
|
| S3 |
11,342.8 |
11,496.7 |
11,819.4 |
|
| S4 |
11,109.8 |
11,263.7 |
11,755.4 |
|
|
| 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 |
11,888.0 |
11,225.0 |
663.0 |
5.6% |
285.3 |
2.4% |
99% |
True |
False |
100,029 |
| 10 |
11,888.0 |
11,178.0 |
710.0 |
6.0% |
263.7 |
2.2% |
99% |
True |
False |
108,617 |
| 20 |
12,113.5 |
11,178.0 |
935.5 |
7.9% |
282.3 |
2.4% |
75% |
False |
False |
120,732 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.5% |
242.6 |
2.0% |
56% |
False |
False |
114,244 |
| 60 |
12,429.5 |
10,888.0 |
1,541.5 |
13.0% |
216.9 |
1.8% |
65% |
False |
False |
83,284 |
| 80 |
12,429.5 |
10,267.0 |
2,162.5 |
18.2% |
204.6 |
1.7% |
75% |
False |
False |
62,606 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.3% |
202.8 |
1.7% |
82% |
False |
False |
50,183 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
26.7% |
191.9 |
1.6% |
83% |
False |
False |
41,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,878.3 |
|
2.618 |
12,498.0 |
|
1.618 |
12,265.0 |
|
1.000 |
12,121.0 |
|
0.618 |
12,032.0 |
|
HIGH |
11,888.0 |
|
0.618 |
11,799.0 |
|
0.500 |
11,771.5 |
|
0.382 |
11,744.0 |
|
LOW |
11,655.0 |
|
0.618 |
11,511.0 |
|
1.000 |
11,422.0 |
|
1.618 |
11,278.0 |
|
2.618 |
11,045.0 |
|
4.250 |
10,664.8 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,846.2 |
11,801.3 |
| PP |
11,808.8 |
11,719.0 |
| S1 |
11,771.5 |
11,636.8 |
|