| 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 |
3,574.0 |
3,558.0 |
-16.0 |
-0.4% |
3,608.0 |
| High |
3,602.0 |
3,580.0 |
-22.0 |
-0.6% |
3,611.0 |
| Low |
3,527.0 |
3,510.0 |
-17.0 |
-0.5% |
3,481.0 |
| Close |
3,544.0 |
3,568.0 |
24.0 |
0.7% |
3,544.0 |
| Range |
75.0 |
70.0 |
-5.0 |
-6.7% |
130.0 |
| ATR |
75.5 |
75.1 |
-0.4 |
-0.5% |
0.0 |
| Volume |
960,095 |
1,163,655 |
203,560 |
21.2% |
5,346,763 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,762.7 |
3,735.3 |
3,606.5 |
|
| R3 |
3,692.7 |
3,665.3 |
3,587.3 |
|
| R2 |
3,622.7 |
3,622.7 |
3,580.8 |
|
| R1 |
3,595.3 |
3,595.3 |
3,574.4 |
3,609.0 |
| PP |
3,552.7 |
3,552.7 |
3,552.7 |
3,559.5 |
| S1 |
3,525.3 |
3,525.3 |
3,561.6 |
3,539.0 |
| S2 |
3,482.7 |
3,482.7 |
3,555.2 |
|
| S3 |
3,412.7 |
3,455.3 |
3,548.8 |
|
| S4 |
3,342.7 |
3,385.3 |
3,529.5 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,935.3 |
3,869.7 |
3,615.5 |
|
| R3 |
3,805.3 |
3,739.7 |
3,579.8 |
|
| R2 |
3,675.3 |
3,675.3 |
3,567.8 |
|
| R1 |
3,609.7 |
3,609.7 |
3,555.9 |
3,577.5 |
| PP |
3,545.3 |
3,545.3 |
3,545.3 |
3,529.3 |
| S1 |
3,479.7 |
3,479.7 |
3,532.1 |
3,447.5 |
| S2 |
3,415.3 |
3,415.3 |
3,520.2 |
|
| S3 |
3,285.3 |
3,349.7 |
3,508.3 |
|
| S4 |
3,155.3 |
3,219.7 |
3,472.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,602.0 |
3,481.0 |
121.0 |
3.4% |
81.4 |
2.3% |
72% |
False |
False |
1,060,250 |
| 10 |
3,620.0 |
3,441.0 |
179.0 |
5.0% |
82.4 |
2.3% |
71% |
False |
False |
1,166,492 |
| 20 |
3,727.0 |
3,441.0 |
286.0 |
8.0% |
79.4 |
2.2% |
44% |
False |
False |
1,156,601 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
66.4 |
1.9% |
39% |
False |
False |
1,088,653 |
| 60 |
3,769.0 |
3,366.0 |
403.0 |
11.3% |
59.7 |
1.7% |
50% |
False |
False |
822,197 |
| 80 |
3,769.0 |
3,137.0 |
632.0 |
17.7% |
60.0 |
1.7% |
68% |
False |
False |
616,975 |
| 100 |
3,769.0 |
2,912.0 |
857.0 |
24.0% |
61.9 |
1.7% |
77% |
False |
False |
493,795 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.8% |
58.7 |
1.6% |
78% |
False |
False |
411,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,877.5 |
|
2.618 |
3,763.3 |
|
1.618 |
3,693.3 |
|
1.000 |
3,650.0 |
|
0.618 |
3,623.3 |
|
HIGH |
3,580.0 |
|
0.618 |
3,553.3 |
|
0.500 |
3,545.0 |
|
0.382 |
3,536.7 |
|
LOW |
3,510.0 |
|
0.618 |
3,466.7 |
|
1.000 |
3,440.0 |
|
1.618 |
3,396.7 |
|
2.618 |
3,326.7 |
|
4.250 |
3,212.5 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,560.3 |
3,559.2 |
| PP |
3,552.7 |
3,550.3 |
| S1 |
3,545.0 |
3,541.5 |
|