| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,661.0 |
3,678.0 |
17.0 |
0.5% |
3,558.0 |
| High |
3,684.0 |
3,682.0 |
-2.0 |
-0.1% |
3,684.0 |
| Low |
3,644.0 |
3,657.0 |
13.0 |
0.4% |
3,510.0 |
| Close |
3,674.0 |
3,670.0 |
-4.0 |
-0.1% |
3,670.0 |
| Range |
40.0 |
25.0 |
-15.0 |
-37.5% |
174.0 |
| ATR |
71.2 |
67.9 |
-3.3 |
-4.6% |
0.0 |
| Volume |
610,734 |
1,093,068 |
482,334 |
79.0% |
4,273,540 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.7 |
3,732.3 |
3,683.8 |
|
| R3 |
3,719.7 |
3,707.3 |
3,676.9 |
|
| R2 |
3,694.7 |
3,694.7 |
3,674.6 |
|
| R1 |
3,682.3 |
3,682.3 |
3,672.3 |
3,676.0 |
| PP |
3,669.7 |
3,669.7 |
3,669.7 |
3,666.5 |
| S1 |
3,657.3 |
3,657.3 |
3,667.7 |
3,651.0 |
| S2 |
3,644.7 |
3,644.7 |
3,665.4 |
|
| S3 |
3,619.7 |
3,632.3 |
3,663.1 |
|
| S4 |
3,594.7 |
3,607.3 |
3,656.3 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,143.3 |
4,080.7 |
3,765.7 |
|
| R3 |
3,969.3 |
3,906.7 |
3,717.9 |
|
| R2 |
3,795.3 |
3,795.3 |
3,701.9 |
|
| R1 |
3,732.7 |
3,732.7 |
3,686.0 |
3,764.0 |
| PP |
3,621.3 |
3,621.3 |
3,621.3 |
3,637.0 |
| S1 |
3,558.7 |
3,558.7 |
3,654.1 |
3,590.0 |
| S2 |
3,447.3 |
3,447.3 |
3,638.1 |
|
| S3 |
3,273.3 |
3,384.7 |
3,622.2 |
|
| S4 |
3,099.3 |
3,210.7 |
3,574.3 |
|
|
| 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% |
50.6 |
1.4% |
92% |
False |
False |
854,708 |
| 10 |
3,684.0 |
3,481.0 |
203.0 |
5.5% |
62.6 |
1.7% |
93% |
False |
False |
962,030 |
| 20 |
3,727.0 |
3,441.0 |
286.0 |
7.8% |
76.7 |
2.1% |
80% |
False |
False |
1,102,773 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
8.9% |
65.5 |
1.8% |
70% |
False |
False |
1,058,443 |
| 60 |
3,769.0 |
3,438.0 |
331.0 |
9.0% |
59.5 |
1.6% |
70% |
False |
False |
873,887 |
| 80 |
3,769.0 |
3,235.0 |
534.0 |
14.6% |
58.5 |
1.6% |
81% |
False |
False |
655,726 |
| 100 |
3,769.0 |
2,912.0 |
857.0 |
23.4% |
61.0 |
1.7% |
88% |
False |
False |
524,854 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.1% |
59.1 |
1.6% |
89% |
False |
False |
437,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,788.3 |
|
2.618 |
3,747.5 |
|
1.618 |
3,722.5 |
|
1.000 |
3,707.0 |
|
0.618 |
3,697.5 |
|
HIGH |
3,682.0 |
|
0.618 |
3,672.5 |
|
0.500 |
3,669.5 |
|
0.382 |
3,666.6 |
|
LOW |
3,657.0 |
|
0.618 |
3,641.6 |
|
1.000 |
3,632.0 |
|
1.618 |
3,616.6 |
|
2.618 |
3,591.6 |
|
4.250 |
3,550.8 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,669.8 |
3,666.3 |
| PP |
3,669.7 |
3,662.7 |
| S1 |
3,669.5 |
3,659.0 |
|