| 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 |
2,117.25 |
2,119.25 |
2.00 |
0.1% |
2,110.00 |
| High |
2,122.75 |
2,128.75 |
6.00 |
0.3% |
2,122.75 |
| Low |
2,113.25 |
2,112.25 |
-1.00 |
0.0% |
2,079.25 |
| Close |
2,119.00 |
2,126.00 |
7.00 |
0.3% |
2,119.00 |
| Range |
9.50 |
16.50 |
7.00 |
73.7% |
43.50 |
| ATR |
22.43 |
22.01 |
-0.42 |
-1.9% |
0.00 |
| Volume |
1,023,893 |
917,101 |
-106,792 |
-10.4% |
6,100,893 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.75 |
2,165.50 |
2,135.00 |
|
| R3 |
2,155.25 |
2,149.00 |
2,130.50 |
|
| R2 |
2,138.75 |
2,138.75 |
2,129.00 |
|
| R1 |
2,132.50 |
2,132.50 |
2,127.50 |
2,135.50 |
| PP |
2,122.25 |
2,122.25 |
2,122.25 |
2,124.00 |
| S1 |
2,116.00 |
2,116.00 |
2,124.50 |
2,119.00 |
| S2 |
2,105.75 |
2,105.75 |
2,123.00 |
|
| S3 |
2,089.25 |
2,099.50 |
2,121.50 |
|
| S4 |
2,072.75 |
2,083.00 |
2,117.00 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.50 |
2,221.75 |
2,143.00 |
|
| R3 |
2,194.00 |
2,178.25 |
2,131.00 |
|
| R2 |
2,150.50 |
2,150.50 |
2,127.00 |
|
| R1 |
2,134.75 |
2,134.75 |
2,123.00 |
2,142.50 |
| PP |
2,107.00 |
2,107.00 |
2,107.00 |
2,111.00 |
| S1 |
2,091.25 |
2,091.25 |
2,115.00 |
2,099.00 |
| S2 |
2,063.50 |
2,063.50 |
2,111.00 |
|
| S3 |
2,020.00 |
2,047.75 |
2,107.00 |
|
| S4 |
1,976.50 |
2,004.25 |
2,095.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,128.75 |
2,079.25 |
49.50 |
2.3% |
17.75 |
0.8% |
94% |
True |
False |
1,174,143 |
| 10 |
2,128.75 |
2,057.00 |
71.75 |
3.4% |
23.00 |
1.1% |
96% |
True |
False |
1,318,171 |
| 20 |
2,128.75 |
2,057.00 |
71.75 |
3.4% |
22.25 |
1.1% |
96% |
True |
False |
1,310,976 |
| 40 |
2,128.75 |
2,033.25 |
95.50 |
4.5% |
22.25 |
1.0% |
97% |
True |
False |
1,290,038 |
| 60 |
2,128.75 |
2,030.50 |
98.25 |
4.6% |
22.00 |
1.0% |
97% |
True |
False |
1,054,880 |
| 80 |
2,128.75 |
1,966.00 |
162.75 |
7.7% |
23.25 |
1.1% |
98% |
True |
False |
792,005 |
| 100 |
2,128.75 |
1,963.50 |
165.25 |
7.8% |
24.50 |
1.2% |
98% |
True |
False |
634,123 |
| 120 |
2,128.75 |
1,954.25 |
174.50 |
8.2% |
24.25 |
1.1% |
98% |
True |
False |
528,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.00 |
|
2.618 |
2,172.00 |
|
1.618 |
2,155.50 |
|
1.000 |
2,145.25 |
|
0.618 |
2,139.00 |
|
HIGH |
2,128.75 |
|
0.618 |
2,122.50 |
|
0.500 |
2,120.50 |
|
0.382 |
2,118.50 |
|
LOW |
2,112.25 |
|
0.618 |
2,102.00 |
|
1.000 |
2,095.75 |
|
1.618 |
2,085.50 |
|
2.618 |
2,069.00 |
|
4.250 |
2,042.00 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,124.25 |
2,120.75 |
| PP |
2,122.25 |
2,115.50 |
| S1 |
2,120.50 |
2,110.50 |
|