| 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 |
3,647.0 |
3,661.0 |
14.0 |
0.4% |
3,608.0 |
| High |
3,674.0 |
3,684.0 |
10.0 |
0.3% |
3,611.0 |
| Low |
3,634.0 |
3,644.0 |
10.0 |
0.3% |
3,481.0 |
| Close |
3,669.0 |
3,674.0 |
5.0 |
0.1% |
3,544.0 |
| Range |
40.0 |
40.0 |
0.0 |
0.0% |
130.0 |
| ATR |
73.6 |
71.2 |
-2.4 |
-3.3% |
0.0 |
| Volume |
652,060 |
610,734 |
-41,326 |
-6.3% |
5,346,763 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,787.3 |
3,770.7 |
3,696.0 |
|
| R3 |
3,747.3 |
3,730.7 |
3,685.0 |
|
| R2 |
3,707.3 |
3,707.3 |
3,681.3 |
|
| R1 |
3,690.7 |
3,690.7 |
3,677.7 |
3,699.0 |
| PP |
3,667.3 |
3,667.3 |
3,667.3 |
3,671.5 |
| S1 |
3,650.7 |
3,650.7 |
3,670.3 |
3,659.0 |
| S2 |
3,627.3 |
3,627.3 |
3,666.7 |
|
| S3 |
3,587.3 |
3,610.7 |
3,663.0 |
|
| S4 |
3,547.3 |
3,570.7 |
3,652.0 |
|
|
| 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 |
3,684.0 |
3,510.0 |
174.0 |
4.7% |
60.6 |
1.6% |
94% |
True |
False |
828,113 |
| 10 |
3,684.0 |
3,481.0 |
203.0 |
5.5% |
70.5 |
1.9% |
95% |
True |
False |
929,747 |
| 20 |
3,727.0 |
3,441.0 |
286.0 |
7.8% |
79.1 |
2.2% |
81% |
False |
False |
1,094,533 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
8.9% |
66.0 |
1.8% |
71% |
False |
False |
1,055,539 |
| 60 |
3,769.0 |
3,426.0 |
343.0 |
9.3% |
59.6 |
1.6% |
72% |
False |
False |
855,694 |
| 80 |
3,769.0 |
3,235.0 |
534.0 |
14.5% |
59.1 |
1.6% |
82% |
False |
False |
642,122 |
| 100 |
3,769.0 |
2,912.0 |
857.0 |
23.3% |
61.0 |
1.7% |
89% |
False |
False |
513,924 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.1% |
59.1 |
1.6% |
90% |
False |
False |
428,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.0 |
|
2.618 |
3,788.7 |
|
1.618 |
3,748.7 |
|
1.000 |
3,724.0 |
|
0.618 |
3,708.7 |
|
HIGH |
3,684.0 |
|
0.618 |
3,668.7 |
|
0.500 |
3,664.0 |
|
0.382 |
3,659.3 |
|
LOW |
3,644.0 |
|
0.618 |
3,619.3 |
|
1.000 |
3,604.0 |
|
1.618 |
3,579.3 |
|
2.618 |
3,539.3 |
|
4.250 |
3,474.0 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,670.7 |
3,660.0 |
| PP |
3,667.3 |
3,646.0 |
| S1 |
3,664.0 |
3,632.0 |
|