| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,120.75 |
2,129.25 |
8.50 |
0.4% |
2,119.25 |
| High |
2,132.00 |
2,131.00 |
-1.00 |
0.0% |
2,134.00 |
| Low |
2,115.00 |
2,122.75 |
7.75 |
0.4% |
2,112.25 |
| Close |
2,128.00 |
2,124.50 |
-3.50 |
-0.2% |
2,124.50 |
| Range |
17.00 |
8.25 |
-8.75 |
-51.5% |
21.75 |
| ATR |
20.48 |
19.61 |
-0.87 |
-4.3% |
0.00 |
| Volume |
794,479 |
765,943 |
-28,536 |
-3.6% |
4,490,188 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.75 |
2,146.00 |
2,129.00 |
|
| R3 |
2,142.50 |
2,137.75 |
2,126.75 |
|
| R2 |
2,134.25 |
2,134.25 |
2,126.00 |
|
| R1 |
2,129.50 |
2,129.50 |
2,125.25 |
2,127.75 |
| PP |
2,126.00 |
2,126.00 |
2,126.00 |
2,125.25 |
| S1 |
2,121.25 |
2,121.25 |
2,123.75 |
2,119.50 |
| S2 |
2,117.75 |
2,117.75 |
2,123.00 |
|
| S3 |
2,109.50 |
2,113.00 |
2,122.25 |
|
| S4 |
2,101.25 |
2,104.75 |
2,120.00 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.75 |
2,178.50 |
2,136.50 |
|
| R3 |
2,167.00 |
2,156.75 |
2,130.50 |
|
| R2 |
2,145.25 |
2,145.25 |
2,128.50 |
|
| R1 |
2,135.00 |
2,135.00 |
2,126.50 |
2,140.00 |
| PP |
2,123.50 |
2,123.50 |
2,123.50 |
2,126.25 |
| S1 |
2,113.25 |
2,113.25 |
2,122.50 |
2,118.50 |
| S2 |
2,101.75 |
2,101.75 |
2,120.50 |
|
| S3 |
2,080.00 |
2,091.50 |
2,118.50 |
|
| S4 |
2,058.25 |
2,069.75 |
2,112.50 |
|
|
| 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% |
13.50 |
0.6% |
56% |
False |
False |
898,037 |
| 10 |
2,134.00 |
2,079.25 |
54.75 |
2.6% |
15.75 |
0.7% |
83% |
False |
False |
1,059,108 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
21.00 |
1.0% |
88% |
False |
False |
1,261,538 |
| 40 |
2,134.00 |
2,033.50 |
100.50 |
4.7% |
21.25 |
1.0% |
91% |
False |
False |
1,235,088 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.00 |
1.0% |
91% |
False |
False |
1,113,987 |
| 80 |
2,134.00 |
1,966.00 |
168.00 |
7.9% |
22.25 |
1.0% |
94% |
False |
False |
836,513 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.0% |
24.75 |
1.2% |
94% |
False |
False |
669,770 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.25 |
1.1% |
95% |
False |
False |
558,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.00 |
|
2.618 |
2,152.50 |
|
1.618 |
2,144.25 |
|
1.000 |
2,139.25 |
|
0.618 |
2,136.00 |
|
HIGH |
2,131.00 |
|
0.618 |
2,127.75 |
|
0.500 |
2,127.00 |
|
0.382 |
2,126.00 |
|
LOW |
2,122.75 |
|
0.618 |
2,117.75 |
|
1.000 |
2,114.50 |
|
1.618 |
2,109.50 |
|
2.618 |
2,101.25 |
|
4.250 |
2,087.75 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,127.00 |
2,124.25 |
| PP |
2,126.00 |
2,124.00 |
| S1 |
2,125.25 |
2,123.50 |
|