| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,210.4 |
1,207.0 |
-3.4 |
-0.3% |
1,223.1 |
| High |
1,213.2 |
1,215.2 |
2.0 |
0.2% |
1,232.8 |
| Low |
1,202.0 |
1,201.9 |
-0.1 |
0.0% |
1,201.9 |
| Close |
1,205.1 |
1,204.9 |
-0.2 |
0.0% |
1,204.9 |
| Range |
11.2 |
13.3 |
2.1 |
18.8% |
30.9 |
| ATR |
15.6 |
15.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
42,693 |
39,321 |
-3,372 |
-7.9% |
142,757 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,247.2 |
1,239.4 |
1,212.2 |
|
| R3 |
1,233.9 |
1,226.1 |
1,208.6 |
|
| R2 |
1,220.6 |
1,220.6 |
1,207.3 |
|
| R1 |
1,212.8 |
1,212.8 |
1,206.1 |
1,210.1 |
| PP |
1,207.3 |
1,207.3 |
1,207.3 |
1,206.0 |
| S1 |
1,199.5 |
1,199.5 |
1,203.7 |
1,196.8 |
| S2 |
1,194.0 |
1,194.0 |
1,202.5 |
|
| S3 |
1,180.7 |
1,186.2 |
1,201.2 |
|
| S4 |
1,167.4 |
1,172.9 |
1,197.6 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.9 |
1,286.3 |
1,221.9 |
|
| R3 |
1,275.0 |
1,255.4 |
1,213.4 |
|
| R2 |
1,244.1 |
1,244.1 |
1,210.6 |
|
| R1 |
1,224.5 |
1,224.5 |
1,207.7 |
1,218.9 |
| PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,210.4 |
| S1 |
1,193.6 |
1,193.6 |
1,202.1 |
1,188.0 |
| S2 |
1,182.3 |
1,182.3 |
1,199.2 |
|
| S3 |
1,151.4 |
1,162.7 |
1,196.4 |
|
| S4 |
1,120.5 |
1,131.8 |
1,187.9 |
|
|
| 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 |
1,201.9 |
30.9 |
2.6% |
13.1 |
1.1% |
10% |
False |
True |
28,551 |
| 10 |
1,232.8 |
1,178.9 |
53.9 |
4.5% |
15.2 |
1.3% |
48% |
False |
False |
25,151 |
| 20 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
15.8 |
1.3% |
56% |
False |
False |
16,762 |
| 40 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
15.1 |
1.2% |
56% |
False |
False |
9,825 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.4% |
15.1 |
1.3% |
69% |
False |
False |
7,525 |
| 80 |
1,286.0 |
1,143.8 |
142.2 |
11.8% |
15.4 |
1.3% |
43% |
False |
False |
6,009 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.6 |
1.3% |
37% |
False |
False |
5,028 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.4 |
1.3% |
37% |
False |
False |
4,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.7 |
|
2.618 |
1,250.0 |
|
1.618 |
1,236.7 |
|
1.000 |
1,228.5 |
|
0.618 |
1,223.4 |
|
HIGH |
1,215.2 |
|
0.618 |
1,210.1 |
|
0.500 |
1,208.6 |
|
0.382 |
1,207.0 |
|
LOW |
1,201.9 |
|
0.618 |
1,193.7 |
|
1.000 |
1,188.6 |
|
1.618 |
1,180.4 |
|
2.618 |
1,167.1 |
|
4.250 |
1,145.4 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,208.6 |
1,208.6 |
| PP |
1,207.3 |
1,207.3 |
| S1 |
1,206.1 |
1,206.1 |
|