| 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 |
2,119.25 |
2,126.75 |
7.50 |
0.4% |
2,110.00 |
| High |
2,128.75 |
2,134.00 |
5.25 |
0.2% |
2,122.75 |
| Low |
2,112.25 |
2,121.25 |
9.00 |
0.4% |
2,079.25 |
| Close |
2,126.00 |
2,124.50 |
-1.50 |
-0.1% |
2,119.00 |
| Range |
16.50 |
12.75 |
-3.75 |
-22.7% |
43.50 |
| ATR |
22.01 |
21.35 |
-0.66 |
-3.0% |
0.00 |
| Volume |
917,101 |
1,001,397 |
84,296 |
9.2% |
6,100,893 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.75 |
2,157.50 |
2,131.50 |
|
| R3 |
2,152.00 |
2,144.75 |
2,128.00 |
|
| R2 |
2,139.25 |
2,139.25 |
2,126.75 |
|
| R1 |
2,132.00 |
2,132.00 |
2,125.75 |
2,129.25 |
| PP |
2,126.50 |
2,126.50 |
2,126.50 |
2,125.25 |
| S1 |
2,119.25 |
2,119.25 |
2,123.25 |
2,116.50 |
| S2 |
2,113.75 |
2,113.75 |
2,122.25 |
|
| S3 |
2,101.00 |
2,106.50 |
2,121.00 |
|
| S4 |
2,088.25 |
2,093.75 |
2,117.50 |
|
|
| 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 |
2,134.00 |
2,091.50 |
42.50 |
2.0% |
16.00 |
0.8% |
78% |
True |
False |
1,077,655 |
| 10 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
21.25 |
1.0% |
88% |
True |
False |
1,259,283 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
22.00 |
1.0% |
88% |
True |
False |
1,308,426 |
| 40 |
2,134.00 |
2,033.25 |
100.75 |
4.7% |
22.25 |
1.0% |
91% |
True |
False |
1,291,134 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.00 |
1.0% |
91% |
True |
False |
1,071,416 |
| 80 |
2,134.00 |
1,966.00 |
168.00 |
7.9% |
23.25 |
1.1% |
94% |
True |
False |
804,466 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.0% |
24.50 |
1.2% |
94% |
True |
False |
644,122 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.25 |
1.1% |
95% |
True |
False |
536,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.25 |
|
2.618 |
2,167.50 |
|
1.618 |
2,154.75 |
|
1.000 |
2,146.75 |
|
0.618 |
2,142.00 |
|
HIGH |
2,134.00 |
|
0.618 |
2,129.25 |
|
0.500 |
2,127.50 |
|
0.382 |
2,126.00 |
|
LOW |
2,121.25 |
|
0.618 |
2,113.25 |
|
1.000 |
2,108.50 |
|
1.618 |
2,100.50 |
|
2.618 |
2,087.75 |
|
4.250 |
2,067.00 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,127.50 |
2,124.00 |
| PP |
2,126.50 |
2,123.50 |
| S1 |
2,125.50 |
2,123.00 |
|