| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,208.9 |
1,210.4 |
1.5 |
0.1% |
1,190.0 |
| High |
1,214.2 |
1,213.2 |
-1.0 |
-0.1% |
1,228.4 |
| Low |
1,204.2 |
1,202.0 |
-2.2 |
-0.2% |
1,178.9 |
| Close |
1,209.8 |
1,205.1 |
-4.7 |
-0.4% |
1,226.3 |
| Range |
10.0 |
11.2 |
1.2 |
12.0% |
49.5 |
| ATR |
16.0 |
15.6 |
-0.3 |
-2.1% |
0.0 |
| Volume |
21,839 |
42,693 |
20,854 |
95.5% |
108,753 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.4 |
1,233.9 |
1,211.3 |
|
| R3 |
1,229.2 |
1,222.7 |
1,208.2 |
|
| R2 |
1,218.0 |
1,218.0 |
1,207.2 |
|
| R1 |
1,211.5 |
1,211.5 |
1,206.1 |
1,209.2 |
| PP |
1,206.8 |
1,206.8 |
1,206.8 |
1,205.6 |
| S1 |
1,200.3 |
1,200.3 |
1,204.1 |
1,198.0 |
| S2 |
1,195.6 |
1,195.6 |
1,203.0 |
|
| S3 |
1,184.4 |
1,189.1 |
1,202.0 |
|
| S4 |
1,173.2 |
1,177.9 |
1,198.9 |
|
|
| 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 |
1,202.0 |
30.8 |
2.6% |
13.4 |
1.1% |
10% |
False |
True |
23,045 |
| 10 |
1,232.8 |
1,178.9 |
53.9 |
4.5% |
15.1 |
1.2% |
49% |
False |
False |
23,877 |
| 20 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
16.2 |
1.3% |
56% |
False |
False |
14,873 |
| 40 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
15.2 |
1.3% |
56% |
False |
False |
9,039 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.4% |
15.1 |
1.3% |
69% |
False |
False |
6,889 |
| 80 |
1,293.9 |
1,143.8 |
150.1 |
12.5% |
15.3 |
1.3% |
41% |
False |
False |
5,540 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.6 |
1.3% |
37% |
False |
False |
4,635 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.5 |
1.3% |
37% |
False |
False |
3,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.8 |
|
2.618 |
1,242.5 |
|
1.618 |
1,231.3 |
|
1.000 |
1,224.4 |
|
0.618 |
1,220.1 |
|
HIGH |
1,213.2 |
|
0.618 |
1,208.9 |
|
0.500 |
1,207.6 |
|
0.382 |
1,206.3 |
|
LOW |
1,202.0 |
|
0.618 |
1,195.1 |
|
1.000 |
1,190.8 |
|
1.618 |
1,183.9 |
|
2.618 |
1,172.7 |
|
4.250 |
1,154.4 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.6 |
1,214.2 |
| PP |
1,206.8 |
1,211.1 |
| S1 |
1,205.9 |
1,208.1 |
|