| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
211.24 |
212.45 |
1.21 |
0.6% |
211.57 |
| High |
212.32 |
212.61 |
0.29 |
0.1% |
212.61 |
| Low |
210.91 |
211.86 |
0.95 |
0.5% |
208.62 |
| Close |
212.21 |
212.44 |
0.23 |
0.1% |
212.44 |
| Range |
1.41 |
0.75 |
-0.66 |
-46.8% |
3.99 |
| ATR |
2.06 |
1.96 |
-0.09 |
-4.5% |
0.00 |
| Volume |
95,934,000 |
76,510,094 |
-19,423,906 |
-20.2% |
462,547,492 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
214.55 |
214.25 |
212.85 |
|
| R3 |
213.80 |
213.50 |
212.65 |
|
| R2 |
213.05 |
213.05 |
212.58 |
|
| R1 |
212.75 |
212.75 |
212.51 |
212.53 |
| PP |
212.30 |
212.30 |
212.30 |
212.19 |
| S1 |
212.00 |
212.00 |
212.37 |
211.78 |
| S2 |
211.55 |
211.55 |
212.30 |
|
| S3 |
210.80 |
211.25 |
212.23 |
|
| S4 |
210.05 |
210.50 |
212.03 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
223.19 |
221.81 |
214.63 |
|
| R3 |
219.20 |
217.82 |
213.54 |
|
| R2 |
215.21 |
215.21 |
213.17 |
|
| R1 |
213.83 |
213.83 |
212.81 |
214.52 |
| PP |
211.22 |
211.22 |
211.22 |
211.57 |
| S1 |
209.84 |
209.84 |
212.07 |
210.53 |
| S2 |
207.23 |
207.23 |
211.71 |
|
| S3 |
203.24 |
205.85 |
211.34 |
|
| S4 |
199.25 |
201.86 |
210.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
212.61 |
208.62 |
3.99 |
1.9% |
1.40 |
0.7% |
96% |
True |
False |
92,509,498 |
| 10 |
212.61 |
206.76 |
5.85 |
2.8% |
1.68 |
0.8% |
97% |
True |
False |
102,598,299 |
| 20 |
212.61 |
206.76 |
5.85 |
2.8% |
1.72 |
0.8% |
97% |
True |
False |
99,476,044 |
| 40 |
212.61 |
204.12 |
8.49 |
4.0% |
1.74 |
0.8% |
98% |
True |
False |
103,696,192 |
| 60 |
212.61 |
204.12 |
8.49 |
4.0% |
1.76 |
0.8% |
98% |
True |
False |
107,626,718 |
| 80 |
212.61 |
197.86 |
14.75 |
6.9% |
1.88 |
0.9% |
99% |
True |
False |
110,942,270 |
| 100 |
212.61 |
197.86 |
14.75 |
6.9% |
1.96 |
0.9% |
99% |
True |
False |
116,554,255 |
| 120 |
212.97 |
197.86 |
15.11 |
7.1% |
2.03 |
1.0% |
96% |
False |
False |
120,442,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
215.80 |
|
2.618 |
214.57 |
|
1.618 |
213.82 |
|
1.000 |
213.36 |
|
0.618 |
213.07 |
|
HIGH |
212.61 |
|
0.618 |
212.32 |
|
0.500 |
212.24 |
|
0.382 |
212.15 |
|
LOW |
211.86 |
|
0.618 |
211.40 |
|
1.000 |
211.11 |
|
1.618 |
210.65 |
|
2.618 |
209.90 |
|
4.250 |
208.67 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
212.37 |
212.02 |
| PP |
212.30 |
211.60 |
| S1 |
212.24 |
211.18 |
|