| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
212.45 |
212.24 |
-0.21 |
-0.1% |
211.57 |
| High |
212.61 |
213.40 |
0.79 |
0.4% |
212.61 |
| Low |
211.86 |
212.16 |
0.30 |
0.1% |
208.62 |
| Close |
212.44 |
213.10 |
0.66 |
0.3% |
212.44 |
| Range |
0.75 |
1.24 |
0.49 |
65.3% |
3.99 |
| ATR |
1.96 |
1.91 |
-0.05 |
-2.6% |
0.00 |
| Volume |
76,510,094 |
74,549,602 |
-1,960,492 |
-2.6% |
462,547,492 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.61 |
216.09 |
213.78 |
|
| R3 |
215.37 |
214.85 |
213.44 |
|
| R2 |
214.13 |
214.13 |
213.33 |
|
| R1 |
213.61 |
213.61 |
213.21 |
213.87 |
| PP |
212.89 |
212.89 |
212.89 |
213.02 |
| S1 |
212.37 |
212.37 |
212.99 |
212.63 |
| S2 |
211.65 |
211.65 |
212.87 |
|
| S3 |
210.41 |
211.13 |
212.76 |
|
| S4 |
209.17 |
209.89 |
212.42 |
|
|
| 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 |
213.40 |
208.62 |
4.78 |
2.2% |
1.38 |
0.6% |
94% |
True |
False |
92,277,818 |
| 10 |
213.40 |
206.76 |
6.64 |
3.1% |
1.71 |
0.8% |
95% |
True |
False |
102,960,539 |
| 20 |
213.40 |
206.76 |
6.64 |
3.1% |
1.72 |
0.8% |
95% |
True |
False |
98,594,054 |
| 40 |
213.40 |
204.12 |
9.28 |
4.4% |
1.73 |
0.8% |
97% |
True |
False |
101,117,056 |
| 60 |
213.40 |
204.12 |
9.28 |
4.4% |
1.74 |
0.8% |
97% |
True |
False |
106,520,940 |
| 80 |
213.40 |
197.86 |
15.54 |
7.3% |
1.84 |
0.9% |
98% |
True |
False |
109,694,690 |
| 100 |
213.40 |
197.86 |
15.54 |
7.3% |
1.96 |
0.9% |
98% |
True |
False |
115,816,562 |
| 120 |
213.40 |
197.86 |
15.54 |
7.3% |
2.03 |
1.0% |
98% |
True |
False |
119,877,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
218.67 |
|
2.618 |
216.65 |
|
1.618 |
215.41 |
|
1.000 |
214.64 |
|
0.618 |
214.17 |
|
HIGH |
213.40 |
|
0.618 |
212.93 |
|
0.500 |
212.78 |
|
0.382 |
212.63 |
|
LOW |
212.16 |
|
0.618 |
211.39 |
|
1.000 |
210.92 |
|
1.618 |
210.15 |
|
2.618 |
208.91 |
|
4.250 |
206.89 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
212.99 |
212.79 |
| PP |
212.89 |
212.47 |
| S1 |
212.78 |
212.16 |
|