| 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 |
11,846.5 |
11,851.5 |
5.0 |
0.0% |
11,727.0 |
| High |
11,893.0 |
11,902.5 |
9.5 |
0.1% |
11,731.5 |
| Low |
11,788.5 |
11,766.0 |
-22.5 |
-0.2% |
11,225.0 |
| Close |
11,865.0 |
11,874.0 |
9.0 |
0.1% |
11,438.0 |
| Range |
104.5 |
136.5 |
32.0 |
30.6% |
506.5 |
| ATR |
257.7 |
249.1 |
-8.7 |
-3.4% |
0.0 |
| Volume |
70,749 |
64,463 |
-6,286 |
-8.9% |
563,552 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,257.0 |
12,202.0 |
11,949.1 |
|
| R3 |
12,120.5 |
12,065.5 |
11,911.5 |
|
| R2 |
11,984.0 |
11,984.0 |
11,899.0 |
|
| R1 |
11,929.0 |
11,929.0 |
11,886.5 |
11,956.5 |
| PP |
11,847.5 |
11,847.5 |
11,847.5 |
11,861.3 |
| S1 |
11,792.5 |
11,792.5 |
11,861.5 |
11,820.0 |
| S2 |
11,711.0 |
11,711.0 |
11,849.0 |
|
| S3 |
11,574.5 |
11,656.0 |
11,836.5 |
|
| S4 |
11,438.0 |
11,519.5 |
11,798.9 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,984.3 |
12,717.7 |
11,716.6 |
|
| R3 |
12,477.8 |
12,211.2 |
11,577.3 |
|
| R2 |
11,971.3 |
11,971.3 |
11,530.9 |
|
| R1 |
11,704.7 |
11,704.7 |
11,484.4 |
11,584.8 |
| PP |
11,464.8 |
11,464.8 |
11,464.8 |
11,404.9 |
| S1 |
11,198.2 |
11,198.2 |
11,391.6 |
11,078.3 |
| S2 |
10,958.3 |
10,958.3 |
11,345.1 |
|
| S3 |
10,451.8 |
10,691.7 |
11,298.7 |
|
| S4 |
9,945.3 |
10,185.2 |
11,159.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,902.5 |
11,385.5 |
517.0 |
4.4% |
199.0 |
1.7% |
94% |
True |
False |
86,021 |
| 10 |
11,902.5 |
11,225.0 |
677.5 |
5.7% |
238.0 |
2.0% |
96% |
True |
False |
97,147 |
| 20 |
12,085.0 |
11,178.0 |
907.0 |
7.6% |
272.7 |
2.3% |
77% |
False |
False |
114,519 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.5% |
239.1 |
2.0% |
56% |
False |
False |
111,816 |
| 60 |
12,429.5 |
11,090.0 |
1,339.5 |
11.3% |
215.2 |
1.8% |
59% |
False |
False |
85,505 |
| 80 |
12,429.5 |
10,569.5 |
1,860.0 |
15.7% |
201.2 |
1.7% |
70% |
False |
False |
64,276 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
25.4% |
201.3 |
1.7% |
82% |
False |
False |
51,529 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
26.8% |
191.5 |
1.6% |
83% |
False |
False |
42,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,482.6 |
|
2.618 |
12,259.9 |
|
1.618 |
12,123.4 |
|
1.000 |
12,039.0 |
|
0.618 |
11,986.9 |
|
HIGH |
11,902.5 |
|
0.618 |
11,850.4 |
|
0.500 |
11,834.3 |
|
0.382 |
11,818.1 |
|
LOW |
11,766.0 |
|
0.618 |
11,681.6 |
|
1.000 |
11,629.5 |
|
1.618 |
11,545.1 |
|
2.618 |
11,408.6 |
|
4.250 |
11,185.9 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,860.8 |
11,842.3 |
| PP |
11,847.5 |
11,810.5 |
| S1 |
11,834.3 |
11,778.8 |
|