| 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 |
2,112.50 |
2,121.50 |
9.00 |
0.4% |
2,111.00 |
| High |
2,124.50 |
2,123.00 |
-1.50 |
-0.1% |
2,126.25 |
| Low |
2,108.00 |
2,115.50 |
7.50 |
0.4% |
2,105.00 |
| Close |
2,120.50 |
2,117.00 |
-3.50 |
-0.2% |
2,117.00 |
| Range |
16.50 |
7.50 |
-9.00 |
-54.5% |
21.25 |
| ATR |
19.84 |
18.96 |
-0.88 |
-4.4% |
0.00 |
| Volume |
3,675 |
4,753 |
1,078 |
29.3% |
19,721 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.00 |
2,136.50 |
2,121.00 |
|
| R3 |
2,133.50 |
2,129.00 |
2,119.00 |
|
| R2 |
2,126.00 |
2,126.00 |
2,118.50 |
|
| R1 |
2,121.50 |
2,121.50 |
2,117.75 |
2,120.00 |
| PP |
2,118.50 |
2,118.50 |
2,118.50 |
2,117.75 |
| S1 |
2,114.00 |
2,114.00 |
2,116.25 |
2,112.50 |
| S2 |
2,111.00 |
2,111.00 |
2,115.50 |
|
| S3 |
2,103.50 |
2,106.50 |
2,115.00 |
|
| S4 |
2,096.00 |
2,099.00 |
2,113.00 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.75 |
2,169.75 |
2,128.75 |
|
| R3 |
2,158.50 |
2,148.50 |
2,122.75 |
|
| R2 |
2,137.25 |
2,137.25 |
2,121.00 |
|
| R1 |
2,127.25 |
2,127.25 |
2,119.00 |
2,132.25 |
| PP |
2,116.00 |
2,116.00 |
2,116.00 |
2,118.50 |
| S1 |
2,106.00 |
2,106.00 |
2,115.00 |
2,111.00 |
| S2 |
2,094.75 |
2,094.75 |
2,113.00 |
|
| S3 |
2,073.50 |
2,084.75 |
2,111.25 |
|
| S4 |
2,052.25 |
2,063.50 |
2,105.25 |
|
|
| 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 |
2,105.00 |
21.25 |
1.0% |
13.00 |
0.6% |
56% |
False |
False |
3,944 |
| 10 |
2,126.25 |
2,072.00 |
54.25 |
2.6% |
15.50 |
0.7% |
83% |
False |
False |
2,972 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
88% |
False |
False |
2,500 |
| 40 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.50 |
1.0% |
91% |
False |
False |
2,681 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.25 |
1.0% |
91% |
False |
False |
1,937 |
| 80 |
2,126.25 |
1,970.50 |
155.75 |
7.4% |
19.75 |
0.9% |
94% |
False |
False |
1,473 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
94% |
False |
False |
1,196 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
20.50 |
1.0% |
95% |
False |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.00 |
|
2.618 |
2,142.75 |
|
1.618 |
2,135.25 |
|
1.000 |
2,130.50 |
|
0.618 |
2,127.75 |
|
HIGH |
2,123.00 |
|
0.618 |
2,120.25 |
|
0.500 |
2,119.25 |
|
0.382 |
2,118.25 |
|
LOW |
2,115.50 |
|
0.618 |
2,110.75 |
|
1.000 |
2,108.00 |
|
1.618 |
2,103.25 |
|
2.618 |
2,095.75 |
|
4.250 |
2,083.50 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,119.25 |
2,116.75 |
| PP |
2,118.50 |
2,116.75 |
| S1 |
2,117.75 |
2,116.50 |
|