| 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 |
213.15 |
212.70 |
-0.45 |
-0.2% |
211.57 |
| High |
213.78 |
213.75 |
-0.03 |
0.0% |
212.61 |
| Low |
212.50 |
212.51 |
0.01 |
0.0% |
208.62 |
| Close |
212.88 |
213.50 |
0.62 |
0.3% |
212.44 |
| Range |
1.28 |
1.24 |
-0.04 |
-3.1% |
3.99 |
| ATR |
1.80 |
1.76 |
-0.04 |
-2.2% |
0.00 |
| Volume |
76,857,500 |
64,764,496 |
-12,093,004 |
-15.7% |
462,547,492 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.97 |
216.48 |
214.18 |
|
| R3 |
215.73 |
215.24 |
213.84 |
|
| R2 |
214.49 |
214.49 |
213.73 |
|
| R1 |
214.00 |
214.00 |
213.61 |
214.25 |
| PP |
213.25 |
213.25 |
213.25 |
213.38 |
| S1 |
212.76 |
212.76 |
213.39 |
213.01 |
| S2 |
212.01 |
212.01 |
213.27 |
|
| S3 |
210.77 |
211.52 |
213.16 |
|
| S4 |
209.53 |
210.28 |
212.82 |
|
|
| 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 |
213.78 |
211.86 |
1.92 |
0.9% |
1.08 |
0.5% |
85% |
False |
False |
72,959,258 |
| 10 |
213.78 |
208.62 |
5.16 |
2.4% |
1.27 |
0.6% |
95% |
False |
False |
90,671,089 |
| 20 |
213.78 |
206.76 |
7.02 |
3.3% |
1.62 |
0.8% |
96% |
False |
False |
96,610,369 |
| 40 |
213.78 |
204.12 |
9.66 |
4.5% |
1.66 |
0.8% |
97% |
False |
False |
98,732,687 |
| 60 |
213.78 |
204.12 |
9.66 |
4.5% |
1.75 |
0.8% |
97% |
False |
False |
106,417,470 |
| 80 |
213.78 |
197.86 |
15.92 |
7.5% |
1.82 |
0.9% |
98% |
False |
False |
108,071,760 |
| 100 |
213.78 |
197.86 |
15.92 |
7.5% |
1.98 |
0.9% |
98% |
False |
False |
115,729,348 |
| 120 |
213.78 |
197.86 |
15.92 |
7.5% |
2.04 |
1.0% |
98% |
False |
False |
119,932,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
219.02 |
|
2.618 |
217.00 |
|
1.618 |
215.76 |
|
1.000 |
214.99 |
|
0.618 |
214.52 |
|
HIGH |
213.75 |
|
0.618 |
213.28 |
|
0.500 |
213.13 |
|
0.382 |
212.98 |
|
LOW |
212.51 |
|
0.618 |
211.74 |
|
1.000 |
211.27 |
|
1.618 |
210.50 |
|
2.618 |
209.26 |
|
4.250 |
207.24 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
213.38 |
213.38 |
| PP |
213.25 |
213.26 |
| S1 |
213.13 |
213.14 |
|