| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,119.00 |
2,116.75 |
-2.25 |
-0.1% |
2,101.25 |
| High |
2,126.25 |
2,125.00 |
-1.25 |
-0.1% |
2,115.25 |
| Low |
2,113.75 |
2,111.75 |
-2.00 |
-0.1% |
2,072.00 |
| Close |
2,117.00 |
2,114.75 |
-2.25 |
-0.1% |
2,111.25 |
| Range |
12.50 |
13.25 |
0.75 |
6.0% |
43.25 |
| ATR |
20.62 |
20.10 |
-0.53 |
-2.6% |
0.00 |
| Volume |
3,025 |
3,099 |
74 |
2.4% |
10,002 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.00 |
2,149.00 |
2,122.00 |
|
| R3 |
2,143.75 |
2,135.75 |
2,118.50 |
|
| R2 |
2,130.50 |
2,130.50 |
2,117.25 |
|
| R1 |
2,122.50 |
2,122.50 |
2,116.00 |
2,120.00 |
| PP |
2,117.25 |
2,117.25 |
2,117.25 |
2,115.75 |
| S1 |
2,109.25 |
2,109.25 |
2,113.50 |
2,106.50 |
| S2 |
2,104.00 |
2,104.00 |
2,112.25 |
|
| S3 |
2,090.75 |
2,096.00 |
2,111.00 |
|
| S4 |
2,077.50 |
2,082.75 |
2,107.50 |
|
|
| 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 |
2,126.25 |
2,084.50 |
41.75 |
2.0% |
15.50 |
0.7% |
72% |
False |
False |
2,906 |
| 10 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
18.75 |
0.9% |
85% |
False |
False |
2,671 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.75 |
1.0% |
85% |
False |
False |
2,477 |
| 40 |
2,126.25 |
2,026.00 |
100.25 |
4.7% |
21.00 |
1.0% |
89% |
False |
False |
2,538 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.00 |
1.0% |
89% |
False |
False |
1,797 |
| 80 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.50 |
1.0% |
93% |
False |
False |
1,368 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
93% |
False |
False |
1,113 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
20.50 |
1.0% |
93% |
False |
False |
938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.25 |
|
2.618 |
2,159.75 |
|
1.618 |
2,146.50 |
|
1.000 |
2,138.25 |
|
0.618 |
2,133.25 |
|
HIGH |
2,125.00 |
|
0.618 |
2,120.00 |
|
0.500 |
2,118.50 |
|
0.382 |
2,116.75 |
|
LOW |
2,111.75 |
|
0.618 |
2,103.50 |
|
1.000 |
2,098.50 |
|
1.618 |
2,090.25 |
|
2.618 |
2,077.00 |
|
4.250 |
2,055.50 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.50 |
2,115.50 |
| PP |
2,117.25 |
2,115.25 |
| S1 |
2,116.00 |
2,115.00 |
|