| 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 |
2,111.00 |
2,119.00 |
8.00 |
0.4% |
2,101.25 |
| High |
2,120.75 |
2,126.25 |
5.50 |
0.3% |
2,115.25 |
| Low |
2,105.00 |
2,113.75 |
8.75 |
0.4% |
2,072.00 |
| Close |
2,118.25 |
2,117.00 |
-1.25 |
-0.1% |
2,111.25 |
| Range |
15.75 |
12.50 |
-3.25 |
-20.6% |
43.25 |
| ATR |
21.25 |
20.62 |
-0.62 |
-2.9% |
0.00 |
| Volume |
5,169 |
3,025 |
-2,144 |
-41.5% |
10,002 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,149.25 |
2,124.00 |
|
| R3 |
2,144.00 |
2,136.75 |
2,120.50 |
|
| R2 |
2,131.50 |
2,131.50 |
2,119.25 |
|
| R1 |
2,124.25 |
2,124.25 |
2,118.25 |
2,121.50 |
| PP |
2,119.00 |
2,119.00 |
2,119.00 |
2,117.75 |
| S1 |
2,111.75 |
2,111.75 |
2,115.75 |
2,109.00 |
| S2 |
2,106.50 |
2,106.50 |
2,114.75 |
|
| S3 |
2,094.00 |
2,099.25 |
2,113.50 |
|
| S4 |
2,081.50 |
2,086.75 |
2,110.00 |
|
|
| 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 |
2,126.25 |
2,084.00 |
42.25 |
2.0% |
15.75 |
0.7% |
78% |
True |
False |
2,826 |
| 10 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.50 |
1.0% |
88% |
True |
False |
2,589 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
21.25 |
1.0% |
88% |
True |
False |
2,659 |
| 40 |
2,126.25 |
2,026.00 |
100.25 |
4.7% |
21.50 |
1.0% |
91% |
True |
False |
2,504 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.00 |
1.0% |
91% |
True |
False |
1,746 |
| 80 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.75 |
1.0% |
94% |
True |
False |
1,330 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
94% |
True |
False |
1,082 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
20.25 |
1.0% |
95% |
True |
False |
912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.50 |
|
2.618 |
2,159.00 |
|
1.618 |
2,146.50 |
|
1.000 |
2,138.75 |
|
0.618 |
2,134.00 |
|
HIGH |
2,126.25 |
|
0.618 |
2,121.50 |
|
0.500 |
2,120.00 |
|
0.382 |
2,118.50 |
|
LOW |
2,113.75 |
|
0.618 |
2,106.00 |
|
1.000 |
2,101.25 |
|
1.618 |
2,093.50 |
|
2.618 |
2,081.00 |
|
4.250 |
2,060.50 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.00 |
2,116.50 |
| PP |
2,119.00 |
2,116.00 |
| S1 |
2,118.00 |
2,115.50 |
|