| 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 |
2,124.25 |
2,120.75 |
-3.50 |
-0.2% |
2,110.00 |
| High |
2,132.25 |
2,132.00 |
-0.25 |
0.0% |
2,122.75 |
| Low |
2,119.25 |
2,115.00 |
-4.25 |
-0.2% |
2,079.25 |
| Close |
2,122.50 |
2,128.00 |
5.50 |
0.3% |
2,119.00 |
| Range |
13.00 |
17.00 |
4.00 |
30.8% |
43.50 |
| ATR |
20.75 |
20.48 |
-0.27 |
-1.3% |
0.00 |
| Volume |
1,011,268 |
794,479 |
-216,789 |
-21.4% |
6,100,893 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.00 |
2,169.00 |
2,137.25 |
|
| R3 |
2,159.00 |
2,152.00 |
2,132.75 |
|
| R2 |
2,142.00 |
2,142.00 |
2,131.00 |
|
| R1 |
2,135.00 |
2,135.00 |
2,129.50 |
2,138.50 |
| PP |
2,125.00 |
2,125.00 |
2,125.00 |
2,126.75 |
| S1 |
2,118.00 |
2,118.00 |
2,126.50 |
2,121.50 |
| S2 |
2,108.00 |
2,108.00 |
2,125.00 |
|
| S3 |
2,091.00 |
2,101.00 |
2,123.25 |
|
| S4 |
2,074.00 |
2,084.00 |
2,118.75 |
|
|
| 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 |
2,134.00 |
2,112.25 |
21.75 |
1.0% |
13.75 |
0.6% |
72% |
False |
False |
949,627 |
| 10 |
2,134.00 |
2,079.25 |
54.75 |
2.6% |
18.00 |
0.8% |
89% |
False |
False |
1,120,458 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
21.00 |
1.0% |
92% |
False |
False |
1,271,156 |
| 40 |
2,134.00 |
2,033.25 |
100.75 |
4.7% |
21.75 |
1.0% |
94% |
False |
False |
1,261,995 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.25 |
1.0% |
94% |
False |
False |
1,101,291 |
| 80 |
2,134.00 |
1,966.00 |
168.00 |
7.9% |
22.75 |
1.1% |
96% |
False |
False |
826,989 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.0% |
24.75 |
1.2% |
96% |
False |
False |
662,132 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.4% |
24.25 |
1.1% |
97% |
False |
False |
551,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.25 |
|
2.618 |
2,176.50 |
|
1.618 |
2,159.50 |
|
1.000 |
2,149.00 |
|
0.618 |
2,142.50 |
|
HIGH |
2,132.00 |
|
0.618 |
2,125.50 |
|
0.500 |
2,123.50 |
|
0.382 |
2,121.50 |
|
LOW |
2,115.00 |
|
0.618 |
2,104.50 |
|
1.000 |
2,098.00 |
|
1.618 |
2,087.50 |
|
2.618 |
2,070.50 |
|
4.250 |
2,042.75 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.50 |
2,126.75 |
| PP |
2,125.00 |
2,125.75 |
| S1 |
2,123.50 |
2,124.50 |
|