| 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 |
1,216.2 |
1,222.0 |
5.8 |
0.5% |
1,190.0 |
| High |
1,228.4 |
1,226.7 |
-1.7 |
-0.1% |
1,228.4 |
| Low |
1,213.0 |
1,211.9 |
-1.1 |
-0.1% |
1,178.9 |
| Close |
1,226.2 |
1,226.3 |
0.1 |
0.0% |
1,226.3 |
| Range |
15.4 |
14.8 |
-0.6 |
-3.9% |
49.5 |
| ATR |
16.5 |
16.4 |
-0.1 |
-0.7% |
0.0 |
| Volume |
10,622 |
11,789 |
1,167 |
11.0% |
108,753 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.0 |
1,261.0 |
1,234.4 |
|
| R3 |
1,251.2 |
1,246.2 |
1,230.4 |
|
| R2 |
1,236.4 |
1,236.4 |
1,229.0 |
|
| R1 |
1,231.4 |
1,231.4 |
1,227.7 |
1,233.9 |
| PP |
1,221.6 |
1,221.6 |
1,221.6 |
1,222.9 |
| S1 |
1,216.6 |
1,216.6 |
1,224.9 |
1,219.1 |
| S2 |
1,206.8 |
1,206.8 |
1,223.6 |
|
| S3 |
1,192.0 |
1,201.8 |
1,222.2 |
|
| S4 |
1,177.2 |
1,187.0 |
1,218.2 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.7 |
1,342.5 |
1,253.5 |
|
| R3 |
1,310.2 |
1,293.0 |
1,239.9 |
|
| R2 |
1,260.7 |
1,260.7 |
1,235.4 |
|
| R1 |
1,243.5 |
1,243.5 |
1,230.8 |
1,252.1 |
| PP |
1,211.2 |
1,211.2 |
1,211.2 |
1,215.5 |
| S1 |
1,194.0 |
1,194.0 |
1,221.8 |
1,202.6 |
| S2 |
1,161.7 |
1,161.7 |
1,217.2 |
|
| S3 |
1,112.2 |
1,144.5 |
1,212.7 |
|
| S4 |
1,062.7 |
1,095.0 |
1,199.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,228.4 |
1,178.9 |
49.5 |
4.0% |
17.4 |
1.4% |
96% |
False |
False |
21,750 |
| 10 |
1,228.4 |
1,177.9 |
50.5 |
4.1% |
15.1 |
1.2% |
96% |
False |
False |
16,804 |
| 20 |
1,228.4 |
1,170.0 |
58.4 |
4.8% |
16.5 |
1.3% |
96% |
False |
False |
10,151 |
| 40 |
1,228.4 |
1,170.0 |
58.4 |
4.8% |
15.2 |
1.2% |
96% |
False |
False |
6,704 |
| 60 |
1,228.4 |
1,143.8 |
84.6 |
6.9% |
15.0 |
1.2% |
98% |
False |
False |
5,279 |
| 80 |
1,307.3 |
1,143.8 |
163.5 |
13.3% |
15.5 |
1.3% |
50% |
False |
False |
4,332 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.6 |
1.3% |
50% |
False |
False |
3,612 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.2 |
1.2% |
50% |
False |
False |
3,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.6 |
|
2.618 |
1,265.4 |
|
1.618 |
1,250.6 |
|
1.000 |
1,241.5 |
|
0.618 |
1,235.8 |
|
HIGH |
1,226.7 |
|
0.618 |
1,221.0 |
|
0.500 |
1,219.3 |
|
0.382 |
1,217.6 |
|
LOW |
1,211.9 |
|
0.618 |
1,202.8 |
|
1.000 |
1,197.1 |
|
1.618 |
1,188.0 |
|
2.618 |
1,173.2 |
|
4.250 |
1,149.0 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.0 |
1,220.9 |
| PP |
1,221.6 |
1,215.4 |
| S1 |
1,219.3 |
1,210.0 |
|