| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,669.0 |
11,846.5 |
177.5 |
1.5% |
11,727.0 |
| High |
11,888.0 |
11,893.0 |
5.0 |
0.0% |
11,731.5 |
| Low |
11,655.0 |
11,788.5 |
133.5 |
1.1% |
11,225.0 |
| Close |
11,883.5 |
11,865.0 |
-18.5 |
-0.2% |
11,438.0 |
| Range |
233.0 |
104.5 |
-128.5 |
-55.2% |
506.5 |
| ATR |
269.5 |
257.7 |
-11.8 |
-4.4% |
0.0 |
| Volume |
74,224 |
70,749 |
-3,475 |
-4.7% |
563,552 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,162.3 |
12,118.2 |
11,922.5 |
|
| R3 |
12,057.8 |
12,013.7 |
11,893.7 |
|
| R2 |
11,953.3 |
11,953.3 |
11,884.2 |
|
| R1 |
11,909.2 |
11,909.2 |
11,874.6 |
11,931.3 |
| PP |
11,848.8 |
11,848.8 |
11,848.8 |
11,859.9 |
| S1 |
11,804.7 |
11,804.7 |
11,855.4 |
11,826.8 |
| S2 |
11,744.3 |
11,744.3 |
11,845.8 |
|
| S3 |
11,639.8 |
11,700.2 |
11,836.3 |
|
| S4 |
11,535.3 |
11,595.7 |
11,807.5 |
|
|
| 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 |
11,893.0 |
11,225.0 |
668.0 |
5.6% |
245.4 |
2.1% |
96% |
True |
False |
93,934 |
| 10 |
11,893.0 |
11,178.0 |
715.0 |
6.0% |
251.8 |
2.1% |
96% |
True |
False |
103,196 |
| 20 |
12,085.0 |
11,178.0 |
907.0 |
7.6% |
278.9 |
2.4% |
76% |
False |
False |
117,994 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.5% |
239.7 |
2.0% |
55% |
False |
False |
112,939 |
| 60 |
12,429.5 |
10,964.5 |
1,465.0 |
12.3% |
216.2 |
1.8% |
61% |
False |
False |
84,456 |
| 80 |
12,429.5 |
10,505.0 |
1,924.5 |
16.2% |
202.2 |
1.7% |
71% |
False |
False |
63,480 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.4% |
202.1 |
1.7% |
81% |
False |
False |
50,886 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
26.8% |
192.0 |
1.6% |
82% |
False |
False |
42,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,337.1 |
|
2.618 |
12,166.6 |
|
1.618 |
12,062.1 |
|
1.000 |
11,997.5 |
|
0.618 |
11,957.6 |
|
HIGH |
11,893.0 |
|
0.618 |
11,853.1 |
|
0.500 |
11,840.8 |
|
0.382 |
11,828.4 |
|
LOW |
11,788.5 |
|
0.618 |
11,723.9 |
|
1.000 |
11,684.0 |
|
1.618 |
11,619.4 |
|
2.618 |
11,514.9 |
|
4.250 |
11,344.4 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,856.9 |
11,789.8 |
| PP |
11,848.8 |
11,714.5 |
| S1 |
11,840.8 |
11,639.3 |
|