| 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 |
1,226.7 |
1,226.1 |
-0.6 |
0.0% |
1,191.3 |
| High |
1,234.0 |
1,227.2 |
-6.8 |
-0.6% |
1,230.4 |
| Low |
1,224.3 |
1,208.0 |
-16.3 |
-1.3% |
1,181.8 |
| Close |
1,230.4 |
1,209.6 |
-20.8 |
-1.7% |
1,228.2 |
| Range |
9.7 |
19.2 |
9.5 |
97.9% |
48.6 |
| ATR |
15.4 |
15.9 |
0.5 |
3.2% |
0.0 |
| Volume |
2,854 |
2,613 |
-241 |
-8.4% |
22,394 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.5 |
1,260.3 |
1,220.2 |
|
| R3 |
1,253.3 |
1,241.1 |
1,214.9 |
|
| R2 |
1,234.1 |
1,234.1 |
1,213.1 |
|
| R1 |
1,221.9 |
1,221.9 |
1,211.4 |
1,218.4 |
| PP |
1,214.9 |
1,214.9 |
1,214.9 |
1,213.2 |
| S1 |
1,202.7 |
1,202.7 |
1,207.8 |
1,199.2 |
| S2 |
1,195.7 |
1,195.7 |
1,206.1 |
|
| S3 |
1,176.5 |
1,183.5 |
1,204.3 |
|
| S4 |
1,157.3 |
1,164.3 |
1,199.0 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.3 |
1,342.3 |
1,254.9 |
|
| R3 |
1,310.7 |
1,293.7 |
1,241.6 |
|
| R2 |
1,262.1 |
1,262.1 |
1,237.1 |
|
| R1 |
1,245.1 |
1,245.1 |
1,232.7 |
1,253.6 |
| PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,217.7 |
| S1 |
1,196.5 |
1,196.5 |
1,223.7 |
1,205.0 |
| S2 |
1,164.9 |
1,164.9 |
1,219.3 |
|
| S3 |
1,116.3 |
1,147.9 |
1,214.8 |
|
| S4 |
1,067.7 |
1,099.3 |
1,201.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,234.0 |
1,194.0 |
40.0 |
3.3% |
17.2 |
1.4% |
39% |
False |
False |
3,823 |
| 10 |
1,234.0 |
1,181.2 |
52.8 |
4.4% |
14.5 |
1.2% |
54% |
False |
False |
3,655 |
| 20 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
15.9 |
1.3% |
61% |
False |
False |
3,092 |
| 40 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
14.6 |
1.2% |
61% |
False |
False |
2,857 |
| 60 |
1,234.0 |
1,145.5 |
88.5 |
7.3% |
14.6 |
1.2% |
72% |
False |
False |
2,631 |
| 80 |
1,302.1 |
1,145.5 |
156.6 |
12.9% |
15.6 |
1.3% |
41% |
False |
False |
2,305 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
16.0 |
1.3% |
39% |
False |
False |
2,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,308.8 |
|
2.618 |
1,277.5 |
|
1.618 |
1,258.3 |
|
1.000 |
1,246.4 |
|
0.618 |
1,239.1 |
|
HIGH |
1,227.2 |
|
0.618 |
1,219.9 |
|
0.500 |
1,217.6 |
|
0.382 |
1,215.3 |
|
LOW |
1,208.0 |
|
0.618 |
1,196.1 |
|
1.000 |
1,188.8 |
|
1.618 |
1,176.9 |
|
2.618 |
1,157.7 |
|
4.250 |
1,126.4 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,217.6 |
1,221.0 |
| PP |
1,214.9 |
1,217.2 |
| S1 |
1,212.3 |
1,213.4 |
|