| 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 |
20,035 |
20,160 |
125 |
0.6% |
19,730 |
| High |
20,220 |
20,320 |
100 |
0.5% |
19,885 |
| Low |
19,965 |
20,130 |
165 |
0.8% |
19,475 |
| Close |
20,165 |
20,300 |
135 |
0.7% |
19,810 |
| Range |
255 |
190 |
-65 |
-25.5% |
410 |
| ATR |
286 |
279 |
-7 |
-2.4% |
0 |
| Volume |
12,771 |
11,153 |
-1,618 |
-12.7% |
56,067 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,820 |
20,750 |
20,405 |
|
| R3 |
20,630 |
20,560 |
20,352 |
|
| R2 |
20,440 |
20,440 |
20,335 |
|
| R1 |
20,370 |
20,370 |
20,318 |
20,405 |
| PP |
20,250 |
20,250 |
20,250 |
20,268 |
| S1 |
20,180 |
20,180 |
20,283 |
20,215 |
| S2 |
20,060 |
20,060 |
20,265 |
|
| S3 |
19,870 |
19,990 |
20,248 |
|
| S4 |
19,680 |
19,800 |
20,196 |
|
|
| 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 |
20,320 |
19,495 |
825 |
4.1% |
246 |
1.2% |
98% |
True |
False |
11,200 |
| 10 |
20,320 |
19,055 |
1,265 |
6.2% |
275 |
1.4% |
98% |
True |
False |
12,030 |
| 20 |
20,320 |
19,055 |
1,265 |
6.2% |
285 |
1.4% |
98% |
True |
False |
11,442 |
| 40 |
20,320 |
18,980 |
1,340 |
6.6% |
295 |
1.5% |
99% |
True |
False |
12,553 |
| 60 |
20,320 |
18,450 |
1,870 |
9.2% |
277 |
1.4% |
99% |
True |
False |
11,765 |
| 80 |
20,320 |
17,440 |
2,880 |
14.2% |
249 |
1.2% |
99% |
True |
False |
8,848 |
| 100 |
20,320 |
16,665 |
3,655 |
18.0% |
227 |
1.1% |
99% |
True |
False |
7,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,128 |
|
2.618 |
20,818 |
|
1.618 |
20,628 |
|
1.000 |
20,510 |
|
0.618 |
20,438 |
|
HIGH |
20,320 |
|
0.618 |
20,248 |
|
0.500 |
20,225 |
|
0.382 |
20,203 |
|
LOW |
20,130 |
|
0.618 |
20,013 |
|
1.000 |
19,940 |
|
1.618 |
19,823 |
|
2.618 |
19,633 |
|
4.250 |
19,323 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,275 |
20,214 |
| PP |
20,250 |
20,128 |
| S1 |
20,225 |
20,043 |
|