| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,445.0 |
11,727.0 |
282.0 |
2.5% |
11,535.5 |
| High |
11,745.0 |
11,731.5 |
-13.5 |
-0.1% |
11,771.5 |
| Low |
11,424.5 |
11,612.0 |
187.5 |
1.6% |
11,178.0 |
| Close |
11,700.5 |
11,673.5 |
-27.0 |
-0.2% |
11,700.5 |
| Range |
320.5 |
119.5 |
-201.0 |
-62.7% |
593.5 |
| ATR |
266.9 |
256.4 |
-10.5 |
-3.9% |
0.0 |
| Volume |
78,938 |
128,588 |
49,650 |
62.9% |
613,535 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,030.8 |
11,971.7 |
11,739.2 |
|
| R3 |
11,911.3 |
11,852.2 |
11,706.4 |
|
| R2 |
11,791.8 |
11,791.8 |
11,695.4 |
|
| R1 |
11,732.7 |
11,732.7 |
11,684.5 |
11,702.5 |
| PP |
11,672.3 |
11,672.3 |
11,672.3 |
11,657.3 |
| S1 |
11,613.2 |
11,613.2 |
11,662.5 |
11,583.0 |
| S2 |
11,552.8 |
11,552.8 |
11,651.6 |
|
| S3 |
11,433.3 |
11,493.7 |
11,640.6 |
|
| S4 |
11,313.8 |
11,374.2 |
11,607.8 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,330.5 |
13,109.0 |
12,026.9 |
|
| R3 |
12,737.0 |
12,515.5 |
11,863.7 |
|
| R2 |
12,143.5 |
12,143.5 |
11,809.3 |
|
| R1 |
11,922.0 |
11,922.0 |
11,754.9 |
12,032.8 |
| PP |
11,550.0 |
11,550.0 |
11,550.0 |
11,605.4 |
| S1 |
11,328.5 |
11,328.5 |
11,646.1 |
11,439.3 |
| S2 |
10,956.5 |
10,956.5 |
11,591.7 |
|
| S3 |
10,363.0 |
10,735.0 |
11,537.3 |
|
| S4 |
9,769.5 |
10,141.5 |
11,374.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,771.5 |
11,178.0 |
593.5 |
5.1% |
279.6 |
2.4% |
83% |
False |
False |
117,771 |
| 10 |
12,085.0 |
11,178.0 |
907.0 |
7.8% |
306.0 |
2.6% |
55% |
False |
False |
129,270 |
| 20 |
12,426.5 |
11,178.0 |
1,248.5 |
10.7% |
262.8 |
2.3% |
40% |
False |
False |
123,399 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.7% |
235.7 |
2.0% |
40% |
False |
False |
108,464 |
| 60 |
12,429.5 |
10,716.0 |
1,713.5 |
14.7% |
200.7 |
1.7% |
56% |
False |
False |
72,828 |
| 80 |
12,429.5 |
9,645.0 |
2,784.5 |
23.9% |
199.9 |
1.7% |
73% |
False |
False |
54,813 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.2% |
199.6 |
1.7% |
76% |
False |
False |
43,904 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.0% |
182.7 |
1.6% |
77% |
False |
False |
36,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,239.4 |
|
2.618 |
12,044.4 |
|
1.618 |
11,924.9 |
|
1.000 |
11,851.0 |
|
0.618 |
11,805.4 |
|
HIGH |
11,731.5 |
|
0.618 |
11,685.9 |
|
0.500 |
11,671.8 |
|
0.382 |
11,657.6 |
|
LOW |
11,612.0 |
|
0.618 |
11,538.1 |
|
1.000 |
11,492.5 |
|
1.618 |
11,418.6 |
|
2.618 |
11,299.1 |
|
4.250 |
11,104.1 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,672.9 |
11,602.8 |
| PP |
11,672.3 |
11,532.2 |
| S1 |
11,671.8 |
11,461.5 |
|