| 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 |
1,223.1 |
1,226.3 |
3.2 |
0.3% |
1,190.0 |
| High |
1,232.8 |
1,226.3 |
-6.5 |
-0.5% |
1,228.4 |
| Low |
1,222.1 |
1,206.1 |
-16.0 |
-1.3% |
1,178.9 |
| Close |
1,228.6 |
1,207.7 |
-20.9 |
-1.7% |
1,226.3 |
| Range |
10.7 |
20.2 |
9.5 |
88.8% |
49.5 |
| ATR |
16.0 |
16.4 |
0.5 |
2.9% |
0.0 |
| Volume |
15,924 |
22,980 |
7,056 |
44.3% |
108,753 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.0 |
1,261.0 |
1,218.8 |
|
| R3 |
1,253.8 |
1,240.8 |
1,213.3 |
|
| R2 |
1,233.6 |
1,233.6 |
1,211.4 |
|
| R1 |
1,220.6 |
1,220.6 |
1,209.6 |
1,217.0 |
| PP |
1,213.4 |
1,213.4 |
1,213.4 |
1,211.6 |
| S1 |
1,200.4 |
1,200.4 |
1,205.8 |
1,196.8 |
| S2 |
1,193.2 |
1,193.2 |
1,204.0 |
|
| S3 |
1,173.0 |
1,180.2 |
1,202.1 |
|
| S4 |
1,152.8 |
1,160.0 |
1,196.6 |
|
|
| 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 |
1,232.8 |
1,191.5 |
41.3 |
3.4% |
17.8 |
1.5% |
39% |
False |
False |
18,604 |
| 10 |
1,232.8 |
1,178.9 |
53.9 |
4.5% |
15.2 |
1.3% |
53% |
False |
False |
19,009 |
| 20 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
16.7 |
1.4% |
60% |
False |
False |
11,842 |
| 40 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
15.2 |
1.3% |
60% |
False |
False |
7,541 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.4% |
15.1 |
1.2% |
72% |
False |
False |
5,866 |
| 80 |
1,300.2 |
1,143.8 |
156.4 |
13.0% |
15.5 |
1.3% |
41% |
False |
False |
4,763 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.6 |
1.3% |
39% |
False |
False |
3,995 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.3 |
1.3% |
39% |
False |
False |
3,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.2 |
|
2.618 |
1,279.2 |
|
1.618 |
1,259.0 |
|
1.000 |
1,246.5 |
|
0.618 |
1,238.8 |
|
HIGH |
1,226.3 |
|
0.618 |
1,218.6 |
|
0.500 |
1,216.2 |
|
0.382 |
1,213.8 |
|
LOW |
1,206.1 |
|
0.618 |
1,193.6 |
|
1.000 |
1,185.9 |
|
1.618 |
1,173.4 |
|
2.618 |
1,153.2 |
|
4.250 |
1,120.3 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.2 |
1,219.5 |
| PP |
1,213.4 |
1,215.5 |
| S1 |
1,210.5 |
1,211.6 |
|