| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.00 |
2,117.25 |
21.25 |
1.0% |
2,110.00 |
| High |
2,118.25 |
2,122.75 |
4.50 |
0.2% |
2,122.75 |
| Low |
2,092.00 |
2,113.25 |
21.25 |
1.0% |
2,079.25 |
| Close |
2,117.50 |
2,119.00 |
1.50 |
0.1% |
2,119.00 |
| Range |
26.25 |
9.50 |
-16.75 |
-63.8% |
43.50 |
| ATR |
23.43 |
22.43 |
-0.99 |
-4.2% |
0.00 |
| Volume |
1,104,560 |
1,023,893 |
-80,667 |
-7.3% |
6,100,893 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.75 |
2,142.50 |
2,124.25 |
|
| R3 |
2,137.25 |
2,133.00 |
2,121.50 |
|
| R2 |
2,127.75 |
2,127.75 |
2,120.75 |
|
| R1 |
2,123.50 |
2,123.50 |
2,119.75 |
2,125.50 |
| PP |
2,118.25 |
2,118.25 |
2,118.25 |
2,119.50 |
| S1 |
2,114.00 |
2,114.00 |
2,118.25 |
2,116.00 |
| S2 |
2,108.75 |
2,108.75 |
2,117.25 |
|
| S3 |
2,099.25 |
2,104.50 |
2,116.50 |
|
| S4 |
2,089.75 |
2,095.00 |
2,113.75 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.50 |
2,221.75 |
2,143.00 |
|
| R3 |
2,194.00 |
2,178.25 |
2,131.00 |
|
| R2 |
2,150.50 |
2,150.50 |
2,127.00 |
|
| R1 |
2,134.75 |
2,134.75 |
2,123.00 |
2,142.50 |
| PP |
2,107.00 |
2,107.00 |
2,107.00 |
2,111.00 |
| S1 |
2,091.25 |
2,091.25 |
2,115.00 |
2,099.00 |
| S2 |
2,063.50 |
2,063.50 |
2,111.00 |
|
| S3 |
2,020.00 |
2,047.75 |
2,107.00 |
|
| S4 |
1,976.50 |
2,004.25 |
2,095.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,122.75 |
2,079.25 |
43.50 |
2.1% |
18.00 |
0.9% |
91% |
True |
False |
1,220,178 |
| 10 |
2,122.75 |
2,057.00 |
65.75 |
3.1% |
23.00 |
1.1% |
94% |
True |
False |
1,326,545 |
| 20 |
2,122.75 |
2,057.00 |
65.75 |
3.1% |
22.50 |
1.1% |
94% |
True |
False |
1,321,115 |
| 40 |
2,122.75 |
2,033.25 |
89.50 |
4.2% |
22.50 |
1.1% |
96% |
True |
False |
1,302,552 |
| 60 |
2,122.75 |
2,030.50 |
92.25 |
4.4% |
22.25 |
1.0% |
96% |
True |
False |
1,039,776 |
| 80 |
2,122.75 |
1,966.00 |
156.75 |
7.4% |
23.50 |
1.1% |
98% |
True |
False |
780,574 |
| 100 |
2,122.75 |
1,963.50 |
159.25 |
7.5% |
24.50 |
1.2% |
98% |
True |
False |
624,962 |
| 120 |
2,122.75 |
1,954.25 |
168.50 |
8.0% |
24.25 |
1.1% |
98% |
True |
False |
520,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.00 |
|
2.618 |
2,147.50 |
|
1.618 |
2,138.00 |
|
1.000 |
2,132.25 |
|
0.618 |
2,128.50 |
|
HIGH |
2,122.75 |
|
0.618 |
2,119.00 |
|
0.500 |
2,118.00 |
|
0.382 |
2,117.00 |
|
LOW |
2,113.25 |
|
0.618 |
2,107.50 |
|
1.000 |
2,103.75 |
|
1.618 |
2,098.00 |
|
2.618 |
2,088.50 |
|
4.250 |
2,073.00 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.75 |
2,115.00 |
| PP |
2,118.25 |
2,111.00 |
| S1 |
2,118.00 |
2,107.00 |
|