| 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 |
1,216.4 |
1,225.2 |
8.8 |
0.7% |
1,191.3 |
| High |
1,230.4 |
1,228.7 |
-1.7 |
-0.1% |
1,230.4 |
| Low |
1,215.3 |
1,214.0 |
-1.3 |
-0.1% |
1,181.8 |
| Close |
1,228.1 |
1,228.2 |
0.1 |
0.0% |
1,228.2 |
| Range |
15.1 |
14.7 |
-0.4 |
-2.6% |
48.6 |
| ATR |
15.9 |
15.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
5,817 |
3,345 |
-2,472 |
-42.5% |
22,394 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.7 |
1,262.7 |
1,236.3 |
|
| R3 |
1,253.0 |
1,248.0 |
1,232.2 |
|
| R2 |
1,238.3 |
1,238.3 |
1,230.9 |
|
| R1 |
1,233.3 |
1,233.3 |
1,229.5 |
1,235.8 |
| PP |
1,223.6 |
1,223.6 |
1,223.6 |
1,224.9 |
| S1 |
1,218.6 |
1,218.6 |
1,226.9 |
1,221.1 |
| S2 |
1,208.9 |
1,208.9 |
1,225.5 |
|
| S3 |
1,194.2 |
1,203.9 |
1,224.2 |
|
| S4 |
1,179.5 |
1,189.2 |
1,220.1 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.3 |
1,342.3 |
1,254.9 |
|
| R3 |
1,310.7 |
1,293.7 |
1,241.6 |
|
| R2 |
1,262.1 |
1,262.1 |
1,237.1 |
|
| R1 |
1,245.1 |
1,245.1 |
1,232.7 |
1,253.6 |
| PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,217.7 |
| S1 |
1,196.5 |
1,196.5 |
1,223.7 |
1,205.0 |
| S2 |
1,164.9 |
1,164.9 |
1,219.3 |
|
| S3 |
1,116.3 |
1,147.9 |
1,214.8 |
|
| S4 |
1,067.7 |
1,099.3 |
1,201.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.4 |
1,181.8 |
48.6 |
4.0% |
16.6 |
1.3% |
95% |
False |
False |
4,478 |
| 10 |
1,230.4 |
1,181.2 |
49.2 |
4.0% |
14.1 |
1.2% |
96% |
False |
False |
3,562 |
| 20 |
1,230.4 |
1,172.0 |
58.4 |
4.8% |
15.7 |
1.3% |
96% |
False |
False |
3,036 |
| 40 |
1,230.4 |
1,171.0 |
59.4 |
4.8% |
14.6 |
1.2% |
96% |
False |
False |
2,801 |
| 60 |
1,230.4 |
1,145.5 |
84.9 |
6.9% |
14.7 |
1.2% |
97% |
False |
False |
2,563 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.4% |
15.7 |
1.3% |
50% |
False |
False |
2,269 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
13.4% |
16.0 |
1.3% |
50% |
False |
False |
2,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,291.2 |
|
2.618 |
1,267.2 |
|
1.618 |
1,252.5 |
|
1.000 |
1,243.4 |
|
0.618 |
1,237.8 |
|
HIGH |
1,228.7 |
|
0.618 |
1,223.1 |
|
0.500 |
1,221.4 |
|
0.382 |
1,219.6 |
|
LOW |
1,214.0 |
|
0.618 |
1,204.9 |
|
1.000 |
1,199.3 |
|
1.618 |
1,190.2 |
|
2.618 |
1,175.5 |
|
4.250 |
1,151.5 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.9 |
1,222.9 |
| PP |
1,223.6 |
1,217.5 |
| S1 |
1,221.4 |
1,212.2 |
|