| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,241.2 |
1,241.2 |
0.0 |
0.0% |
1,229.9 |
| High |
1,247.8 |
1,257.1 |
9.3 |
0.7% |
1,247.8 |
| Low |
1,234.6 |
1,236.5 |
1.9 |
0.2% |
1,213.3 |
| Close |
1,241.2 |
1,255.6 |
14.4 |
1.2% |
1,241.2 |
| Range |
13.2 |
20.6 |
7.4 |
56.1% |
34.5 |
| ATR |
16.6 |
16.9 |
0.3 |
1.7% |
0.0 |
| Volume |
62,967 |
80,058 |
17,091 |
27.1% |
409,191 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.5 |
1,304.3 |
1,267.0 |
|
| R3 |
1,291.0 |
1,283.5 |
1,261.3 |
|
| R2 |
1,270.3 |
1,270.3 |
1,259.5 |
|
| R1 |
1,263.0 |
1,263.0 |
1,257.5 |
1,266.8 |
| PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,251.5 |
| S1 |
1,242.3 |
1,242.3 |
1,253.8 |
1,246.0 |
| S2 |
1,229.3 |
1,229.3 |
1,251.8 |
|
| S3 |
1,208.5 |
1,221.8 |
1,250.0 |
|
| S4 |
1,188.0 |
1,201.3 |
1,244.3 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.5 |
1,324.0 |
1,260.3 |
|
| R3 |
1,303.0 |
1,289.5 |
1,250.8 |
|
| R2 |
1,268.5 |
1,268.5 |
1,247.5 |
|
| R1 |
1,255.0 |
1,255.0 |
1,244.3 |
1,261.8 |
| PP |
1,234.0 |
1,234.0 |
1,234.0 |
1,237.5 |
| S1 |
1,220.5 |
1,220.5 |
1,238.0 |
1,227.3 |
| S2 |
1,199.5 |
1,199.5 |
1,235.0 |
|
| S3 |
1,165.0 |
1,186.0 |
1,231.8 |
|
| S4 |
1,130.5 |
1,151.5 |
1,222.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,257.1 |
1,213.3 |
43.8 |
3.5% |
16.8 |
1.3% |
97% |
True |
False |
81,348 |
| 10 |
1,257.1 |
1,207.1 |
50.0 |
4.0% |
16.8 |
1.3% |
97% |
True |
False |
88,509 |
| 20 |
1,274.9 |
1,207.1 |
67.8 |
5.4% |
17.5 |
1.4% |
72% |
False |
False |
91,086 |
| 40 |
1,277.2 |
1,207.1 |
70.1 |
5.6% |
16.8 |
1.3% |
69% |
False |
False |
83,730 |
| 60 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
15.0 |
1.2% |
72% |
False |
False |
70,042 |
| 80 |
1,277.2 |
1,145.0 |
132.2 |
10.5% |
13.0 |
1.0% |
84% |
False |
False |
52,539 |
| 100 |
1,277.2 |
1,137.0 |
140.2 |
11.2% |
11.5 |
0.9% |
85% |
False |
False |
42,032 |
| 120 |
1,277.2 |
1,126.7 |
150.5 |
12.0% |
9.8 |
0.8% |
86% |
False |
False |
35,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,344.8 |
|
2.618 |
1,311.0 |
|
1.618 |
1,290.5 |
|
1.000 |
1,277.8 |
|
0.618 |
1,269.8 |
|
HIGH |
1,257.0 |
|
0.618 |
1,249.3 |
|
0.500 |
1,246.8 |
|
0.382 |
1,244.3 |
|
LOW |
1,236.5 |
|
0.618 |
1,223.8 |
|
1.000 |
1,216.0 |
|
1.618 |
1,203.3 |
|
2.618 |
1,182.5 |
|
4.250 |
1,149.0 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.8 |
1,251.3 |
| PP |
1,249.8 |
1,246.8 |
| S1 |
1,246.8 |
1,242.3 |
|