| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,727.0 |
11,645.5 |
-81.5 |
-0.7% |
11,535.5 |
| High |
11,731.5 |
11,659.5 |
-72.0 |
-0.6% |
11,771.5 |
| Low |
11,612.0 |
11,387.5 |
-224.5 |
-1.9% |
11,178.0 |
| Close |
11,673.5 |
11,482.0 |
-191.5 |
-1.6% |
11,700.5 |
| Range |
119.5 |
272.0 |
152.5 |
127.6% |
593.5 |
| ATR |
256.4 |
258.5 |
2.1 |
0.8% |
0.0 |
| Volume |
128,588 |
128,588 |
0 |
0.0% |
613,535 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,325.7 |
12,175.8 |
11,631.6 |
|
| R3 |
12,053.7 |
11,903.8 |
11,556.8 |
|
| R2 |
11,781.7 |
11,781.7 |
11,531.9 |
|
| R1 |
11,631.8 |
11,631.8 |
11,506.9 |
11,570.8 |
| PP |
11,509.7 |
11,509.7 |
11,509.7 |
11,479.1 |
| S1 |
11,359.8 |
11,359.8 |
11,457.1 |
11,298.8 |
| S2 |
11,237.7 |
11,237.7 |
11,432.1 |
|
| S3 |
10,965.7 |
11,087.8 |
11,407.2 |
|
| S4 |
10,693.7 |
10,815.8 |
11,332.4 |
|
|
| 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 |
11,745.0 |
11,178.0 |
567.0 |
4.9% |
242.1 |
2.1% |
54% |
False |
False |
117,206 |
| 10 |
12,085.0 |
11,178.0 |
907.0 |
7.9% |
300.6 |
2.6% |
34% |
False |
False |
130,446 |
| 20 |
12,376.5 |
11,178.0 |
1,198.5 |
10.4% |
270.4 |
2.4% |
25% |
False |
False |
124,465 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.9% |
234.5 |
2.0% |
24% |
False |
False |
110,638 |
| 60 |
12,429.5 |
10,757.0 |
1,672.5 |
14.6% |
203.8 |
1.8% |
43% |
False |
False |
74,969 |
| 80 |
12,429.5 |
9,645.0 |
2,784.5 |
24.3% |
201.0 |
1.8% |
66% |
False |
False |
56,415 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.7% |
201.0 |
1.8% |
70% |
False |
False |
45,188 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.5% |
184.6 |
1.6% |
71% |
False |
False |
37,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,815.5 |
|
2.618 |
12,371.6 |
|
1.618 |
12,099.6 |
|
1.000 |
11,931.5 |
|
0.618 |
11,827.6 |
|
HIGH |
11,659.5 |
|
0.618 |
11,555.6 |
|
0.500 |
11,523.5 |
|
0.382 |
11,491.4 |
|
LOW |
11,387.5 |
|
0.618 |
11,219.4 |
|
1.000 |
11,115.5 |
|
1.618 |
10,947.4 |
|
2.618 |
10,675.4 |
|
4.250 |
10,231.5 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,523.5 |
11,566.3 |
| PP |
11,509.7 |
11,538.2 |
| S1 |
11,495.8 |
11,510.1 |
|