| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,645.0 |
3,653.0 |
8.0 |
0.2% |
3,601.0 |
| High |
3,667.0 |
3,678.0 |
11.0 |
0.3% |
3,601.0 |
| Low |
3,634.0 |
3,640.0 |
6.0 |
0.2% |
3,478.0 |
| Close |
3,665.0 |
3,670.0 |
5.0 |
0.1% |
3,541.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
123.0 |
| ATR |
68.2 |
66.0 |
-2.2 |
-3.2% |
0.0 |
| Volume |
63,942 |
16,620 |
-47,322 |
-74.0% |
87,354 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,776.7 |
3,761.3 |
3,690.9 |
|
| R3 |
3,738.7 |
3,723.3 |
3,680.5 |
|
| R2 |
3,700.7 |
3,700.7 |
3,677.0 |
|
| R1 |
3,685.3 |
3,685.3 |
3,673.5 |
3,693.0 |
| PP |
3,662.7 |
3,662.7 |
3,662.7 |
3,666.5 |
| S1 |
3,647.3 |
3,647.3 |
3,666.5 |
3,655.0 |
| S2 |
3,624.7 |
3,624.7 |
3,663.0 |
|
| S3 |
3,586.7 |
3,609.3 |
3,659.6 |
|
| S4 |
3,548.7 |
3,571.3 |
3,649.1 |
|
|
| 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 |
3,678.0 |
3,517.0 |
161.0 |
4.4% |
54.0 |
1.5% |
95% |
True |
False |
20,298 |
| 10 |
3,678.0 |
3,478.0 |
200.0 |
5.4% |
65.5 |
1.8% |
96% |
True |
False |
18,696 |
| 20 |
3,718.0 |
3,438.0 |
280.0 |
7.6% |
74.3 |
2.0% |
83% |
False |
False |
11,330 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
60.7 |
1.7% |
72% |
False |
False |
7,092 |
| 60 |
3,761.0 |
3,435.0 |
326.0 |
8.9% |
48.1 |
1.3% |
72% |
False |
False |
4,804 |
| 80 |
3,761.0 |
3,243.0 |
518.0 |
14.1% |
40.7 |
1.1% |
82% |
False |
False |
3,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,839.5 |
|
2.618 |
3,777.5 |
|
1.618 |
3,739.5 |
|
1.000 |
3,716.0 |
|
0.618 |
3,701.5 |
|
HIGH |
3,678.0 |
|
0.618 |
3,663.5 |
|
0.500 |
3,659.0 |
|
0.382 |
3,654.5 |
|
LOW |
3,640.0 |
|
0.618 |
3,616.5 |
|
1.000 |
3,602.0 |
|
1.618 |
3,578.5 |
|
2.618 |
3,540.5 |
|
4.250 |
3,478.5 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,666.3 |
3,656.3 |
| PP |
3,662.7 |
3,642.7 |
| S1 |
3,659.0 |
3,629.0 |
|