| 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 |
2,109.50 |
2,111.00 |
1.50 |
0.1% |
2,101.25 |
| High |
2,115.25 |
2,120.75 |
5.50 |
0.3% |
2,115.25 |
| Low |
2,105.50 |
2,105.00 |
-0.50 |
0.0% |
2,072.00 |
| Close |
2,111.25 |
2,118.25 |
7.00 |
0.3% |
2,111.25 |
| Range |
9.75 |
15.75 |
6.00 |
61.5% |
43.25 |
| ATR |
21.67 |
21.25 |
-0.42 |
-2.0% |
0.00 |
| Volume |
1,950 |
5,169 |
3,219 |
165.1% |
10,002 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.00 |
2,155.75 |
2,127.00 |
|
| R3 |
2,146.25 |
2,140.00 |
2,122.50 |
|
| R2 |
2,130.50 |
2,130.50 |
2,121.25 |
|
| R1 |
2,124.25 |
2,124.25 |
2,119.75 |
2,127.50 |
| PP |
2,114.75 |
2,114.75 |
2,114.75 |
2,116.25 |
| S1 |
2,108.50 |
2,108.50 |
2,116.75 |
2,111.50 |
| S2 |
2,099.00 |
2,099.00 |
2,115.25 |
|
| S3 |
2,083.25 |
2,092.75 |
2,114.00 |
|
| S4 |
2,067.50 |
2,077.00 |
2,109.50 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.25 |
2,213.50 |
2,135.00 |
|
| R3 |
2,186.00 |
2,170.25 |
2,123.25 |
|
| R2 |
2,142.75 |
2,142.75 |
2,119.25 |
|
| R1 |
2,127.00 |
2,127.00 |
2,115.25 |
2,135.00 |
| PP |
2,099.50 |
2,099.50 |
2,099.50 |
2,103.50 |
| S1 |
2,083.75 |
2,083.75 |
2,107.25 |
2,091.50 |
| S2 |
2,056.25 |
2,056.25 |
2,103.25 |
|
| S3 |
2,013.00 |
2,040.50 |
2,099.25 |
|
| S4 |
1,969.75 |
1,997.25 |
2,087.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.75 |
2,072.00 |
48.75 |
2.3% |
17.25 |
0.8% |
95% |
True |
False |
2,664 |
| 10 |
2,120.75 |
2,050.00 |
70.75 |
3.3% |
22.25 |
1.1% |
96% |
True |
False |
2,410 |
| 20 |
2,120.75 |
2,050.00 |
70.75 |
3.3% |
21.50 |
1.0% |
96% |
True |
False |
2,619 |
| 40 |
2,120.75 |
2,026.00 |
94.75 |
4.5% |
21.75 |
1.0% |
97% |
True |
False |
2,439 |
| 60 |
2,120.75 |
2,024.25 |
96.50 |
4.6% |
21.00 |
1.0% |
97% |
True |
False |
1,696 |
| 80 |
2,120.75 |
1,968.00 |
152.75 |
7.2% |
21.00 |
1.0% |
98% |
True |
False |
1,292 |
| 100 |
2,120.75 |
1,958.50 |
162.25 |
7.7% |
21.25 |
1.0% |
98% |
True |
False |
1,052 |
| 120 |
2,120.75 |
1,951.00 |
169.75 |
8.0% |
20.25 |
1.0% |
99% |
True |
False |
887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.75 |
|
2.618 |
2,162.00 |
|
1.618 |
2,146.25 |
|
1.000 |
2,136.50 |
|
0.618 |
2,130.50 |
|
HIGH |
2,120.75 |
|
0.618 |
2,114.75 |
|
0.500 |
2,113.00 |
|
0.382 |
2,111.00 |
|
LOW |
2,105.00 |
|
0.618 |
2,095.25 |
|
1.000 |
2,089.25 |
|
1.618 |
2,079.50 |
|
2.618 |
2,063.75 |
|
4.250 |
2,038.00 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.50 |
2,113.00 |
| PP |
2,114.75 |
2,107.75 |
| S1 |
2,113.00 |
2,102.50 |
|