| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,851.5 |
11,887.0 |
35.5 |
0.3% |
11,480.5 |
| High |
11,902.5 |
11,888.0 |
-14.5 |
-0.1% |
11,902.5 |
| Low |
11,766.0 |
11,796.5 |
30.5 |
0.3% |
11,385.5 |
| Close |
11,874.0 |
11,826.5 |
-47.5 |
-0.4% |
11,826.5 |
| Range |
136.5 |
91.5 |
-45.0 |
-33.0% |
517.0 |
| ATR |
249.1 |
237.8 |
-11.3 |
-4.5% |
0.0 |
| Volume |
64,463 |
115,235 |
50,772 |
78.8% |
444,216 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,111.5 |
12,060.5 |
11,876.8 |
|
| R3 |
12,020.0 |
11,969.0 |
11,851.7 |
|
| R2 |
11,928.5 |
11,928.5 |
11,843.3 |
|
| R1 |
11,877.5 |
11,877.5 |
11,834.9 |
11,857.3 |
| PP |
11,837.0 |
11,837.0 |
11,837.0 |
11,826.9 |
| S1 |
11,786.0 |
11,786.0 |
11,818.1 |
11,765.8 |
| S2 |
11,745.5 |
11,745.5 |
11,809.7 |
|
| S3 |
11,654.0 |
11,694.5 |
11,801.3 |
|
| S4 |
11,562.5 |
11,603.0 |
11,776.2 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,255.8 |
13,058.2 |
12,110.9 |
|
| R3 |
12,738.8 |
12,541.2 |
11,968.7 |
|
| R2 |
12,221.8 |
12,221.8 |
11,921.3 |
|
| R1 |
12,024.2 |
12,024.2 |
11,873.9 |
12,123.0 |
| PP |
11,704.8 |
11,704.8 |
11,704.8 |
11,754.3 |
| S1 |
11,507.2 |
11,507.2 |
11,779.1 |
11,606.0 |
| S2 |
11,187.8 |
11,187.8 |
11,731.7 |
|
| S3 |
10,670.8 |
10,990.2 |
11,684.3 |
|
| S4 |
10,153.8 |
10,473.2 |
11,542.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,902.5 |
11,385.5 |
517.0 |
4.4% |
165.1 |
1.4% |
85% |
False |
False |
88,843 |
| 10 |
11,902.5 |
11,225.0 |
677.5 |
5.7% |
215.1 |
1.8% |
89% |
False |
False |
100,776 |
| 20 |
12,085.0 |
11,178.0 |
907.0 |
7.7% |
263.5 |
2.2% |
71% |
False |
False |
114,863 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.6% |
235.9 |
2.0% |
52% |
False |
False |
111,784 |
| 60 |
12,429.5 |
11,111.0 |
1,318.5 |
11.1% |
215.4 |
1.8% |
54% |
False |
False |
87,421 |
| 80 |
12,429.5 |
10,569.5 |
1,860.0 |
15.7% |
199.1 |
1.7% |
68% |
False |
False |
65,707 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.5% |
201.1 |
1.7% |
80% |
False |
False |
52,680 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
26.9% |
191.7 |
1.6% |
81% |
False |
False |
43,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,276.9 |
|
2.618 |
12,127.5 |
|
1.618 |
12,036.0 |
|
1.000 |
11,979.5 |
|
0.618 |
11,944.5 |
|
HIGH |
11,888.0 |
|
0.618 |
11,853.0 |
|
0.500 |
11,842.3 |
|
0.382 |
11,831.5 |
|
LOW |
11,796.5 |
|
0.618 |
11,740.0 |
|
1.000 |
11,705.0 |
|
1.618 |
11,648.5 |
|
2.618 |
11,557.0 |
|
4.250 |
11,407.6 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,842.3 |
11,834.3 |
| PP |
11,837.0 |
11,831.7 |
| S1 |
11,831.8 |
11,829.1 |
|