| 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 |
19,685 |
19,820 |
135 |
0.7% |
19,730 |
| High |
19,885 |
20,050 |
165 |
0.8% |
19,885 |
| Low |
19,630 |
19,765 |
135 |
0.7% |
19,475 |
| Close |
19,810 |
20,025 |
215 |
1.1% |
19,810 |
| Range |
255 |
285 |
30 |
11.8% |
410 |
| ATR |
288 |
288 |
0 |
-0.1% |
0 |
| Volume |
10,532 |
10,457 |
-75 |
-0.7% |
56,067 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,802 |
20,698 |
20,182 |
|
| R3 |
20,517 |
20,413 |
20,104 |
|
| R2 |
20,232 |
20,232 |
20,077 |
|
| R1 |
20,128 |
20,128 |
20,051 |
20,180 |
| PP |
19,947 |
19,947 |
19,947 |
19,973 |
| S1 |
19,843 |
19,843 |
19,999 |
19,895 |
| S2 |
19,662 |
19,662 |
19,973 |
|
| S3 |
19,377 |
19,558 |
19,947 |
|
| S4 |
19,092 |
19,273 |
19,868 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,953 |
20,792 |
20,036 |
|
| R3 |
20,543 |
20,382 |
19,923 |
|
| R2 |
20,133 |
20,133 |
19,885 |
|
| R1 |
19,972 |
19,972 |
19,848 |
20,053 |
| PP |
19,723 |
19,723 |
19,723 |
19,764 |
| S1 |
19,562 |
19,562 |
19,773 |
19,643 |
| S2 |
19,313 |
19,313 |
19,735 |
|
| S3 |
18,903 |
19,152 |
19,697 |
|
| S4 |
18,493 |
18,742 |
19,585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,050 |
19,475 |
575 |
2.9% |
269 |
1.3% |
96% |
True |
False |
11,518 |
| 10 |
20,050 |
19,055 |
995 |
5.0% |
306 |
1.5% |
97% |
True |
False |
11,749 |
| 20 |
20,295 |
19,055 |
1,240 |
6.2% |
297 |
1.5% |
78% |
False |
False |
11,542 |
| 40 |
20,295 |
18,980 |
1,315 |
6.6% |
293 |
1.5% |
79% |
False |
False |
12,512 |
| 60 |
20,295 |
18,440 |
1,855 |
9.3% |
273 |
1.4% |
85% |
False |
False |
11,380 |
| 80 |
20,295 |
17,440 |
2,855 |
14.3% |
247 |
1.2% |
91% |
False |
False |
8,549 |
| 100 |
20,295 |
16,665 |
3,630 |
18.1% |
222 |
1.1% |
93% |
False |
False |
6,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,261 |
|
2.618 |
20,796 |
|
1.618 |
20,511 |
|
1.000 |
20,335 |
|
0.618 |
20,226 |
|
HIGH |
20,050 |
|
0.618 |
19,941 |
|
0.500 |
19,908 |
|
0.382 |
19,874 |
|
LOW |
19,765 |
|
0.618 |
19,589 |
|
1.000 |
19,480 |
|
1.618 |
19,304 |
|
2.618 |
19,019 |
|
4.250 |
18,554 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,986 |
19,941 |
| PP |
19,947 |
19,857 |
| S1 |
19,908 |
19,773 |
|