| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
18,300.48 |
18,315.06 |
14.58 |
0.1% |
18,187.78 |
| High |
18,351.36 |
18,350.13 |
-1.23 |
0.0% |
18,272.72 |
| Low |
18,261.35 |
18,272.56 |
11.21 |
0.1% |
17,924.80 |
| Close |
18,312.39 |
18,285.40 |
-26.99 |
-0.1% |
18,272.56 |
| Range |
90.01 |
77.57 |
-12.44 |
-13.8% |
347.92 |
| ATR |
161.05 |
155.08 |
-5.96 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,535.41 |
18,487.97 |
18,328.06 |
|
| R3 |
18,457.84 |
18,410.40 |
18,306.73 |
|
| R2 |
18,380.27 |
18,380.27 |
18,299.62 |
|
| R1 |
18,332.83 |
18,332.83 |
18,292.51 |
18,317.77 |
| PP |
18,302.70 |
18,302.70 |
18,302.70 |
18,295.16 |
| S1 |
18,255.26 |
18,255.26 |
18,278.29 |
18,240.20 |
| S2 |
18,225.13 |
18,225.13 |
18,271.18 |
|
| S3 |
18,147.56 |
18,177.69 |
18,264.07 |
|
| S4 |
18,069.99 |
18,100.12 |
18,242.74 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,200.45 |
19,084.43 |
18,463.92 |
|
| R3 |
18,852.53 |
18,736.51 |
18,368.24 |
|
| R2 |
18,504.61 |
18,504.61 |
18,336.35 |
|
| R1 |
18,388.59 |
18,388.59 |
18,304.45 |
18,446.60 |
| PP |
18,156.69 |
18,156.69 |
18,156.69 |
18,185.70 |
| S1 |
18,040.67 |
18,040.67 |
18,240.67 |
18,098.68 |
| S2 |
17,808.77 |
17,808.77 |
18,208.77 |
|
| S3 |
17,460.85 |
17,692.75 |
18,176.88 |
|
| S4 |
17,112.93 |
17,344.83 |
18,081.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,351.36 |
18,062.49 |
288.87 |
1.6% |
99.85 |
0.5% |
77% |
False |
False |
|
| 10 |
18,351.36 |
17,796.94 |
554.42 |
3.0% |
134.58 |
0.7% |
88% |
False |
False |
|
| 20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
155.53 |
0.9% |
89% |
False |
False |
|
| 40 |
18,351.36 |
17,579.27 |
772.09 |
4.2% |
171.03 |
0.9% |
91% |
False |
False |
|
| 60 |
18,351.36 |
17,579.27 |
772.09 |
4.2% |
175.10 |
1.0% |
91% |
False |
False |
|
| 80 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
178.75 |
1.0% |
95% |
False |
False |
|
| 100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
189.47 |
1.0% |
95% |
False |
False |
|
| 120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
188.22 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,679.80 |
|
2.618 |
18,553.21 |
|
1.618 |
18,475.64 |
|
1.000 |
18,427.70 |
|
0.618 |
18,398.07 |
|
HIGH |
18,350.13 |
|
0.618 |
18,320.50 |
|
0.500 |
18,311.35 |
|
0.382 |
18,302.19 |
|
LOW |
18,272.56 |
|
0.618 |
18,224.62 |
|
1.000 |
18,194.99 |
|
1.618 |
18,147.05 |
|
2.618 |
18,069.48 |
|
4.250 |
17,942.89 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,311.35 |
18,297.81 |
| PP |
18,302.70 |
18,293.67 |
| S1 |
18,294.05 |
18,289.54 |
|