| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,584.0 |
3,645.0 |
61.0 |
1.7% |
3,601.0 |
| High |
3,653.0 |
3,667.0 |
14.0 |
0.4% |
3,601.0 |
| Low |
3,580.0 |
3,634.0 |
54.0 |
1.5% |
3,478.0 |
| Close |
3,652.0 |
3,665.0 |
13.0 |
0.4% |
3,541.0 |
| Range |
73.0 |
33.0 |
-40.0 |
-54.8% |
123.0 |
| ATR |
70.9 |
68.2 |
-2.7 |
-3.8% |
0.0 |
| Volume |
18,421 |
63,942 |
45,521 |
247.1% |
87,354 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,754.3 |
3,742.7 |
3,683.2 |
|
| R3 |
3,721.3 |
3,709.7 |
3,674.1 |
|
| R2 |
3,688.3 |
3,688.3 |
3,671.1 |
|
| R1 |
3,676.7 |
3,676.7 |
3,668.0 |
3,682.5 |
| PP |
3,655.3 |
3,655.3 |
3,655.3 |
3,658.3 |
| S1 |
3,643.7 |
3,643.7 |
3,662.0 |
3,649.5 |
| S2 |
3,622.3 |
3,622.3 |
3,659.0 |
|
| S3 |
3,589.3 |
3,610.7 |
3,655.9 |
|
| S4 |
3,556.3 |
3,577.7 |
3,646.9 |
|
|
| 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 |
3,667.0 |
3,478.0 |
189.0 |
5.2% |
67.0 |
1.8% |
99% |
True |
False |
33,864 |
| 10 |
3,667.0 |
3,438.0 |
229.0 |
6.2% |
69.9 |
1.9% |
99% |
True |
False |
17,149 |
| 20 |
3,718.0 |
3,438.0 |
280.0 |
7.6% |
75.6 |
2.1% |
81% |
False |
False |
10,782 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
60.6 |
1.7% |
70% |
False |
False |
6,680 |
| 60 |
3,761.0 |
3,428.0 |
333.0 |
9.1% |
47.5 |
1.3% |
71% |
False |
False |
4,527 |
| 80 |
3,761.0 |
3,243.0 |
518.0 |
14.1% |
40.5 |
1.1% |
81% |
False |
False |
3,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,807.3 |
|
2.618 |
3,753.4 |
|
1.618 |
3,720.4 |
|
1.000 |
3,700.0 |
|
0.618 |
3,687.4 |
|
HIGH |
3,667.0 |
|
0.618 |
3,654.4 |
|
0.500 |
3,650.5 |
|
0.382 |
3,646.6 |
|
LOW |
3,634.0 |
|
0.618 |
3,613.6 |
|
1.000 |
3,601.0 |
|
1.618 |
3,580.6 |
|
2.618 |
3,547.6 |
|
4.250 |
3,493.8 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,660.2 |
3,640.7 |
| PP |
3,655.3 |
3,616.3 |
| S1 |
3,650.5 |
3,592.0 |
|