| 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 |
2,116.75 |
2,112.50 |
-4.25 |
-0.2% |
2,101.25 |
| High |
2,125.00 |
2,124.50 |
-0.50 |
0.0% |
2,115.25 |
| Low |
2,111.75 |
2,108.00 |
-3.75 |
-0.2% |
2,072.00 |
| Close |
2,114.75 |
2,120.50 |
5.75 |
0.3% |
2,111.25 |
| Range |
13.25 |
16.50 |
3.25 |
24.5% |
43.25 |
| ATR |
20.10 |
19.84 |
-0.26 |
-1.3% |
0.00 |
| Volume |
3,099 |
3,675 |
576 |
18.6% |
10,002 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.25 |
2,160.25 |
2,129.50 |
|
| R3 |
2,150.75 |
2,143.75 |
2,125.00 |
|
| R2 |
2,134.25 |
2,134.25 |
2,123.50 |
|
| R1 |
2,127.25 |
2,127.25 |
2,122.00 |
2,130.75 |
| PP |
2,117.75 |
2,117.75 |
2,117.75 |
2,119.50 |
| S1 |
2,110.75 |
2,110.75 |
2,119.00 |
2,114.25 |
| S2 |
2,101.25 |
2,101.25 |
2,117.50 |
|
| S3 |
2,084.75 |
2,094.25 |
2,116.00 |
|
| S4 |
2,068.25 |
2,077.75 |
2,111.50 |
|
|
| 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 |
2,105.00 |
21.25 |
1.0% |
13.50 |
0.6% |
73% |
False |
False |
3,383 |
| 10 |
2,126.25 |
2,072.00 |
54.25 |
2.6% |
17.50 |
0.8% |
89% |
False |
False |
2,761 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
92% |
False |
False |
2,555 |
| 40 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.75 |
1.0% |
94% |
False |
False |
2,596 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.25 |
1.0% |
94% |
False |
False |
1,858 |
| 80 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.00 |
0.9% |
96% |
False |
False |
1,414 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
97% |
False |
False |
1,149 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
20.50 |
1.0% |
97% |
False |
False |
969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.50 |
|
2.618 |
2,167.75 |
|
1.618 |
2,151.25 |
|
1.000 |
2,141.00 |
|
0.618 |
2,134.75 |
|
HIGH |
2,124.50 |
|
0.618 |
2,118.25 |
|
0.500 |
2,116.25 |
|
0.382 |
2,114.25 |
|
LOW |
2,108.00 |
|
0.618 |
2,097.75 |
|
1.000 |
2,091.50 |
|
1.618 |
2,081.25 |
|
2.618 |
2,064.75 |
|
4.250 |
2,038.00 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,119.00 |
2,119.50 |
| PP |
2,117.75 |
2,118.25 |
| S1 |
2,116.25 |
2,117.00 |
|