| 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 |
2,088.25 |
2,109.50 |
21.25 |
1.0% |
2,101.25 |
| High |
2,110.50 |
2,115.25 |
4.75 |
0.2% |
2,115.25 |
| Low |
2,084.50 |
2,105.50 |
21.00 |
1.0% |
2,072.00 |
| Close |
2,110.00 |
2,111.25 |
1.25 |
0.1% |
2,111.25 |
| Range |
26.00 |
9.75 |
-16.25 |
-62.5% |
43.25 |
| ATR |
22.59 |
21.67 |
-0.92 |
-4.1% |
0.00 |
| Volume |
1,290 |
1,950 |
660 |
51.2% |
10,002 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.00 |
2,135.25 |
2,116.50 |
|
| R3 |
2,130.25 |
2,125.50 |
2,114.00 |
|
| R2 |
2,120.50 |
2,120.50 |
2,113.00 |
|
| R1 |
2,115.75 |
2,115.75 |
2,112.25 |
2,118.00 |
| PP |
2,110.75 |
2,110.75 |
2,110.75 |
2,111.75 |
| S1 |
2,106.00 |
2,106.00 |
2,110.25 |
2,108.50 |
| S2 |
2,101.00 |
2,101.00 |
2,109.50 |
|
| S3 |
2,091.25 |
2,096.25 |
2,108.50 |
|
| S4 |
2,081.50 |
2,086.50 |
2,106.00 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.25 |
2,213.50 |
2,135.00 |
|
| R3 |
2,186.00 |
2,170.25 |
2,123.25 |
|
| R2 |
2,142.75 |
2,142.75 |
2,119.25 |
|
| R1 |
2,127.00 |
2,127.00 |
2,115.25 |
2,135.00 |
| PP |
2,099.50 |
2,099.50 |
2,099.50 |
2,103.50 |
| S1 |
2,083.75 |
2,083.75 |
2,107.25 |
2,091.50 |
| S2 |
2,056.25 |
2,056.25 |
2,103.25 |
|
| S3 |
2,013.00 |
2,040.50 |
2,099.25 |
|
| S4 |
1,969.75 |
1,997.25 |
2,087.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.25 |
2,072.00 |
43.25 |
2.0% |
17.75 |
0.8% |
91% |
True |
False |
2,000 |
| 10 |
2,115.25 |
2,050.00 |
65.25 |
3.1% |
22.50 |
1.1% |
94% |
True |
False |
1,984 |
| 20 |
2,115.25 |
2,050.00 |
65.25 |
3.1% |
21.50 |
1.0% |
94% |
True |
False |
2,466 |
| 40 |
2,115.25 |
2,026.00 |
89.25 |
4.2% |
21.75 |
1.0% |
96% |
True |
False |
2,322 |
| 60 |
2,115.25 |
2,024.25 |
91.00 |
4.3% |
20.75 |
1.0% |
96% |
True |
False |
1,610 |
| 80 |
2,115.25 |
1,968.00 |
147.25 |
7.0% |
21.00 |
1.0% |
97% |
True |
False |
1,228 |
| 100 |
2,115.25 |
1,958.50 |
156.75 |
7.4% |
21.25 |
1.0% |
97% |
True |
False |
1,000 |
| 120 |
2,115.25 |
1,951.00 |
164.25 |
7.8% |
20.00 |
1.0% |
98% |
True |
False |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.75 |
|
2.618 |
2,140.75 |
|
1.618 |
2,131.00 |
|
1.000 |
2,125.00 |
|
0.618 |
2,121.25 |
|
HIGH |
2,115.25 |
|
0.618 |
2,111.50 |
|
0.500 |
2,110.50 |
|
0.382 |
2,109.25 |
|
LOW |
2,105.50 |
|
0.618 |
2,099.50 |
|
1.000 |
2,095.75 |
|
1.618 |
2,089.75 |
|
2.618 |
2,080.00 |
|
4.250 |
2,064.00 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,111.00 |
2,107.50 |
| PP |
2,110.75 |
2,103.50 |
| S1 |
2,110.50 |
2,099.50 |
|