| 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 |
1,207.7 |
1,209.4 |
1.7 |
0.1% |
1,189.0 |
| High |
1,213.2 |
1,212.4 |
-0.8 |
-0.1% |
1,227.7 |
| Low |
1,202.7 |
1,200.8 |
-1.9 |
-0.2% |
1,178.0 |
| Close |
1,208.7 |
1,204.1 |
-4.6 |
-0.4% |
1,225.3 |
| Range |
10.5 |
11.6 |
1.1 |
10.5% |
49.7 |
| ATR |
16.6 |
16.2 |
-0.4 |
-2.1% |
0.0 |
| Volume |
127,893 |
139,665 |
11,772 |
9.2% |
820,152 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.6 |
1,233.9 |
1,210.5 |
|
| R3 |
1,229.0 |
1,222.3 |
1,207.3 |
|
| R2 |
1,217.4 |
1,217.4 |
1,206.2 |
|
| R1 |
1,210.7 |
1,210.7 |
1,205.2 |
1,208.3 |
| PP |
1,205.8 |
1,205.8 |
1,205.8 |
1,204.5 |
| S1 |
1,199.1 |
1,199.1 |
1,203.0 |
1,196.7 |
| S2 |
1,194.2 |
1,194.2 |
1,202.0 |
|
| S3 |
1,182.6 |
1,187.5 |
1,200.9 |
|
| S4 |
1,171.0 |
1,175.9 |
1,197.7 |
|
|
| 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 |
1,232.0 |
1,200.8 |
31.2 |
2.6% |
13.7 |
1.1% |
11% |
False |
True |
140,116 |
| 10 |
1,232.0 |
1,178.0 |
54.0 |
4.5% |
15.4 |
1.3% |
48% |
False |
False |
153,110 |
| 20 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
16.7 |
1.4% |
56% |
False |
False |
149,156 |
| 40 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
16.1 |
1.3% |
56% |
False |
False |
133,790 |
| 60 |
1,232.0 |
1,142.4 |
89.6 |
7.4% |
16.2 |
1.3% |
69% |
False |
False |
96,974 |
| 80 |
1,294.6 |
1,142.4 |
152.2 |
12.6% |
17.0 |
1.4% |
41% |
False |
False |
73,692 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
17.9 |
1.5% |
37% |
False |
False |
59,677 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.7 |
1.6% |
37% |
False |
False |
50,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.7 |
|
2.618 |
1,242.8 |
|
1.618 |
1,231.2 |
|
1.000 |
1,224.0 |
|
0.618 |
1,219.6 |
|
HIGH |
1,212.4 |
|
0.618 |
1,208.0 |
|
0.500 |
1,206.6 |
|
0.382 |
1,205.2 |
|
LOW |
1,200.8 |
|
0.618 |
1,193.6 |
|
1.000 |
1,189.2 |
|
1.618 |
1,182.0 |
|
2.618 |
1,170.4 |
|
4.250 |
1,151.5 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.6 |
1,213.2 |
| PP |
1,205.8 |
1,210.1 |
| S1 |
1,204.9 |
1,207.1 |
|