| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,215.0 |
1,220.9 |
5.9 |
0.5% |
1,189.0 |
| High |
1,227.7 |
1,225.8 |
-1.9 |
-0.2% |
1,227.7 |
| Low |
1,211.9 |
1,210.6 |
-1.3 |
-0.1% |
1,178.0 |
| Close |
1,225.2 |
1,225.3 |
0.1 |
0.0% |
1,225.3 |
| Range |
15.8 |
15.2 |
-0.6 |
-3.8% |
49.7 |
| ATR |
17.2 |
17.0 |
-0.1 |
-0.8% |
0.0 |
| Volume |
177,837 |
133,239 |
-44,598 |
-25.1% |
820,152 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.2 |
1,260.9 |
1,233.7 |
|
| R3 |
1,251.0 |
1,245.7 |
1,229.5 |
|
| R2 |
1,235.8 |
1,235.8 |
1,228.1 |
|
| R1 |
1,230.5 |
1,230.5 |
1,226.7 |
1,233.2 |
| PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,221.9 |
| S1 |
1,215.3 |
1,215.3 |
1,223.9 |
1,218.0 |
| S2 |
1,205.4 |
1,205.4 |
1,222.5 |
|
| S3 |
1,190.2 |
1,200.1 |
1,221.1 |
|
| S4 |
1,175.0 |
1,184.9 |
1,216.9 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.4 |
1,342.1 |
1,252.6 |
|
| R3 |
1,309.7 |
1,292.4 |
1,239.0 |
|
| R2 |
1,260.0 |
1,260.0 |
1,234.4 |
|
| R1 |
1,242.7 |
1,242.7 |
1,229.9 |
1,251.4 |
| PP |
1,210.3 |
1,210.3 |
1,210.3 |
1,214.7 |
| S1 |
1,193.0 |
1,193.0 |
1,220.7 |
1,201.7 |
| S2 |
1,160.6 |
1,160.6 |
1,216.2 |
|
| S3 |
1,110.9 |
1,143.3 |
1,211.6 |
|
| S4 |
1,061.2 |
1,093.6 |
1,198.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,227.7 |
1,178.0 |
49.7 |
4.1% |
17.7 |
1.4% |
95% |
False |
False |
164,030 |
| 10 |
1,227.7 |
1,176.6 |
51.1 |
4.2% |
15.5 |
1.3% |
95% |
False |
False |
142,215 |
| 20 |
1,227.7 |
1,168.4 |
59.3 |
4.8% |
17.2 |
1.4% |
96% |
False |
False |
146,390 |
| 40 |
1,227.7 |
1,168.4 |
59.3 |
4.8% |
16.1 |
1.3% |
96% |
False |
False |
125,088 |
| 60 |
1,227.7 |
1,142.4 |
85.3 |
7.0% |
16.3 |
1.3% |
97% |
False |
False |
87,690 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
17.5 |
1.4% |
50% |
False |
False |
66,901 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
18.1 |
1.5% |
50% |
False |
False |
54,063 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
18.7 |
1.5% |
50% |
False |
False |
45,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.4 |
|
2.618 |
1,265.6 |
|
1.618 |
1,250.4 |
|
1.000 |
1,241.0 |
|
0.618 |
1,235.2 |
|
HIGH |
1,225.8 |
|
0.618 |
1,220.0 |
|
0.500 |
1,218.2 |
|
0.382 |
1,216.4 |
|
LOW |
1,210.6 |
|
0.618 |
1,201.2 |
|
1.000 |
1,195.4 |
|
1.618 |
1,186.0 |
|
2.618 |
1,170.8 |
|
4.250 |
1,146.0 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.9 |
1,219.9 |
| PP |
1,220.6 |
1,214.5 |
| S1 |
1,218.2 |
1,209.1 |
|