| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,556.0 |
3,514.0 |
-42.0 |
-1.2% |
3,572.0 |
| High |
3,588.0 |
3,586.0 |
-2.0 |
-0.1% |
3,620.0 |
| Low |
3,510.0 |
3,481.0 |
-29.0 |
-0.8% |
3,441.0 |
| Close |
3,521.0 |
3,581.0 |
60.0 |
1.7% |
3,603.0 |
| Range |
78.0 |
105.0 |
27.0 |
34.6% |
179.0 |
| ATR |
73.3 |
75.5 |
2.3 |
3.1% |
0.0 |
| Volume |
1,051,233 |
917,107 |
-134,126 |
-12.8% |
6,413,302 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,864.3 |
3,827.7 |
3,638.8 |
|
| R3 |
3,759.3 |
3,722.7 |
3,609.9 |
|
| R2 |
3,654.3 |
3,654.3 |
3,600.3 |
|
| R1 |
3,617.7 |
3,617.7 |
3,590.6 |
3,636.0 |
| PP |
3,549.3 |
3,549.3 |
3,549.3 |
3,558.5 |
| S1 |
3,512.7 |
3,512.7 |
3,571.4 |
3,531.0 |
| S2 |
3,444.3 |
3,444.3 |
3,561.8 |
|
| S3 |
3,339.3 |
3,407.7 |
3,552.1 |
|
| S4 |
3,234.3 |
3,302.7 |
3,523.3 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,091.7 |
4,026.3 |
3,701.5 |
|
| R3 |
3,912.7 |
3,847.3 |
3,652.2 |
|
| R2 |
3,733.7 |
3,733.7 |
3,635.8 |
|
| R1 |
3,668.3 |
3,668.3 |
3,619.4 |
3,701.0 |
| PP |
3,554.7 |
3,554.7 |
3,554.7 |
3,571.0 |
| S1 |
3,489.3 |
3,489.3 |
3,586.6 |
3,522.0 |
| S2 |
3,375.7 |
3,375.7 |
3,570.2 |
|
| S3 |
3,196.7 |
3,310.3 |
3,553.8 |
|
| S4 |
3,017.7 |
3,131.3 |
3,504.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,616.0 |
3,481.0 |
135.0 |
3.8% |
80.4 |
2.2% |
74% |
False |
True |
1,031,381 |
| 10 |
3,620.0 |
3,441.0 |
179.0 |
5.0% |
81.8 |
2.3% |
78% |
False |
False |
1,160,291 |
| 20 |
3,737.0 |
3,441.0 |
296.0 |
8.3% |
80.3 |
2.2% |
47% |
False |
False |
1,179,632 |
| 40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
65.6 |
1.8% |
43% |
False |
False |
1,111,799 |
| 60 |
3,769.0 |
3,310.0 |
459.0 |
12.8% |
59.5 |
1.7% |
59% |
False |
False |
786,822 |
| 80 |
3,769.0 |
3,126.0 |
643.0 |
18.0% |
59.0 |
1.6% |
71% |
False |
False |
590,436 |
| 100 |
3,769.0 |
2,848.0 |
921.0 |
25.7% |
62.8 |
1.8% |
80% |
False |
False |
472,582 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.7% |
57.8 |
1.6% |
80% |
False |
False |
393,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,032.3 |
|
2.618 |
3,860.9 |
|
1.618 |
3,755.9 |
|
1.000 |
3,691.0 |
|
0.618 |
3,650.9 |
|
HIGH |
3,586.0 |
|
0.618 |
3,545.9 |
|
0.500 |
3,533.5 |
|
0.382 |
3,521.1 |
|
LOW |
3,481.0 |
|
0.618 |
3,416.1 |
|
1.000 |
3,376.0 |
|
1.618 |
3,311.1 |
|
2.618 |
3,206.1 |
|
4.250 |
3,034.8 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,565.2 |
3,566.2 |
| PP |
3,549.3 |
3,551.3 |
| S1 |
3,533.5 |
3,536.5 |
|