| 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 |
3,557.0 |
3,584.0 |
27.0 |
0.8% |
3,601.0 |
| High |
3,575.0 |
3,653.0 |
78.0 |
2.2% |
3,601.0 |
| Low |
3,517.0 |
3,580.0 |
63.0 |
1.8% |
3,478.0 |
| Close |
3,564.0 |
3,652.0 |
88.0 |
2.5% |
3,541.0 |
| Range |
58.0 |
73.0 |
15.0 |
25.9% |
123.0 |
| ATR |
69.5 |
70.9 |
1.4 |
2.0% |
0.0 |
| Volume |
325 |
18,421 |
18,096 |
5,568.0% |
87,354 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,847.3 |
3,822.7 |
3,692.2 |
|
| R3 |
3,774.3 |
3,749.7 |
3,672.1 |
|
| R2 |
3,701.3 |
3,701.3 |
3,665.4 |
|
| R1 |
3,676.7 |
3,676.7 |
3,658.7 |
3,689.0 |
| PP |
3,628.3 |
3,628.3 |
3,628.3 |
3,634.5 |
| S1 |
3,603.7 |
3,603.7 |
3,645.3 |
3,616.0 |
| S2 |
3,555.3 |
3,555.3 |
3,638.6 |
|
| S3 |
3,482.3 |
3,530.7 |
3,631.9 |
|
| S4 |
3,409.3 |
3,457.7 |
3,611.9 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,909.0 |
3,848.0 |
3,608.7 |
|
| R3 |
3,786.0 |
3,725.0 |
3,574.8 |
|
| R2 |
3,663.0 |
3,663.0 |
3,563.6 |
|
| R1 |
3,602.0 |
3,602.0 |
3,552.3 |
3,571.0 |
| PP |
3,540.0 |
3,540.0 |
3,540.0 |
3,524.5 |
| S1 |
3,479.0 |
3,479.0 |
3,529.7 |
3,448.0 |
| S2 |
3,417.0 |
3,417.0 |
3,518.5 |
|
| S3 |
3,294.0 |
3,356.0 |
3,507.2 |
|
| S4 |
3,171.0 |
3,233.0 |
3,473.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,653.0 |
3,478.0 |
175.0 |
4.8% |
75.8 |
2.1% |
99% |
True |
False |
21,128 |
| 10 |
3,653.0 |
3,438.0 |
215.0 |
5.9% |
72.2 |
2.0% |
100% |
True |
False |
10,830 |
| 20 |
3,718.0 |
3,438.0 |
280.0 |
7.7% |
76.4 |
2.1% |
76% |
False |
False |
7,643 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
61.4 |
1.7% |
66% |
False |
False |
5,093 |
| 60 |
3,761.0 |
3,413.0 |
348.0 |
9.5% |
47.0 |
1.3% |
69% |
False |
False |
3,461 |
| 80 |
3,761.0 |
3,243.0 |
518.0 |
14.2% |
40.8 |
1.1% |
79% |
False |
False |
2,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,963.3 |
|
2.618 |
3,844.1 |
|
1.618 |
3,771.1 |
|
1.000 |
3,726.0 |
|
0.618 |
3,698.1 |
|
HIGH |
3,653.0 |
|
0.618 |
3,625.1 |
|
0.500 |
3,616.5 |
|
0.382 |
3,607.9 |
|
LOW |
3,580.0 |
|
0.618 |
3,534.9 |
|
1.000 |
3,507.0 |
|
1.618 |
3,461.9 |
|
2.618 |
3,388.9 |
|
4.250 |
3,269.8 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,640.2 |
3,629.7 |
| PP |
3,628.3 |
3,607.3 |
| S1 |
3,616.5 |
3,585.0 |
|