| 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 |
3,585.0 |
3,647.0 |
62.0 |
1.7% |
3,608.0 |
| High |
3,658.0 |
3,674.0 |
16.0 |
0.4% |
3,611.0 |
| Low |
3,580.0 |
3,634.0 |
54.0 |
1.5% |
3,481.0 |
| Close |
3,656.0 |
3,669.0 |
13.0 |
0.4% |
3,544.0 |
| Range |
78.0 |
40.0 |
-38.0 |
-48.7% |
130.0 |
| ATR |
76.2 |
73.6 |
-2.6 |
-3.4% |
0.0 |
| Volume |
754,023 |
652,060 |
-101,963 |
-13.5% |
5,346,763 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,779.0 |
3,764.0 |
3,691.0 |
|
| R3 |
3,739.0 |
3,724.0 |
3,680.0 |
|
| R2 |
3,699.0 |
3,699.0 |
3,676.3 |
|
| R1 |
3,684.0 |
3,684.0 |
3,672.7 |
3,691.5 |
| PP |
3,659.0 |
3,659.0 |
3,659.0 |
3,662.8 |
| S1 |
3,644.0 |
3,644.0 |
3,665.3 |
3,651.5 |
| S2 |
3,619.0 |
3,619.0 |
3,661.7 |
|
| S3 |
3,579.0 |
3,604.0 |
3,658.0 |
|
| S4 |
3,539.0 |
3,564.0 |
3,647.0 |
|
|
| 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 |
3,674.0 |
3,481.0 |
193.0 |
5.3% |
73.6 |
2.0% |
97% |
True |
False |
889,388 |
| 10 |
3,674.0 |
3,441.0 |
233.0 |
6.4% |
75.0 |
2.0% |
98% |
True |
False |
1,021,732 |
| 20 |
3,727.0 |
3,441.0 |
286.0 |
7.8% |
80.5 |
2.2% |
80% |
False |
False |
1,125,819 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
8.9% |
66.8 |
1.8% |
70% |
False |
False |
1,062,414 |
| 60 |
3,769.0 |
3,381.0 |
388.0 |
10.6% |
60.4 |
1.6% |
74% |
False |
False |
845,549 |
| 80 |
3,769.0 |
3,235.0 |
534.0 |
14.6% |
59.4 |
1.6% |
81% |
False |
False |
634,504 |
| 100 |
3,769.0 |
2,912.0 |
857.0 |
23.4% |
61.7 |
1.7% |
88% |
False |
False |
507,838 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.1% |
59.4 |
1.6% |
89% |
False |
False |
423,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,844.0 |
|
2.618 |
3,778.7 |
|
1.618 |
3,738.7 |
|
1.000 |
3,714.0 |
|
0.618 |
3,698.7 |
|
HIGH |
3,674.0 |
|
0.618 |
3,658.7 |
|
0.500 |
3,654.0 |
|
0.382 |
3,649.3 |
|
LOW |
3,634.0 |
|
0.618 |
3,609.3 |
|
1.000 |
3,594.0 |
|
1.618 |
3,569.3 |
|
2.618 |
3,529.3 |
|
4.250 |
3,464.0 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,664.0 |
3,643.3 |
| PP |
3,659.0 |
3,617.7 |
| S1 |
3,654.0 |
3,592.0 |
|