| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,645.5 |
11,530.5 |
-115.0 |
-1.0% |
11,535.5 |
| High |
11,659.5 |
11,608.0 |
-51.5 |
-0.4% |
11,771.5 |
| Low |
11,387.5 |
11,304.0 |
-83.5 |
-0.7% |
11,178.0 |
| Close |
11,482.0 |
11,347.0 |
-135.0 |
-1.2% |
11,700.5 |
| Range |
272.0 |
304.0 |
32.0 |
11.8% |
593.5 |
| ATR |
258.5 |
261.7 |
3.3 |
1.3% |
0.0 |
| Volume |
128,588 |
101,224 |
-27,364 |
-21.3% |
613,535 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,331.7 |
12,143.3 |
11,514.2 |
|
| R3 |
12,027.7 |
11,839.3 |
11,430.6 |
|
| R2 |
11,723.7 |
11,723.7 |
11,402.7 |
|
| R1 |
11,535.3 |
11,535.3 |
11,374.9 |
11,477.5 |
| PP |
11,419.7 |
11,419.7 |
11,419.7 |
11,390.8 |
| S1 |
11,231.3 |
11,231.3 |
11,319.1 |
11,173.5 |
| S2 |
11,115.7 |
11,115.7 |
11,291.3 |
|
| S3 |
10,811.7 |
10,927.3 |
11,263.4 |
|
| S4 |
10,507.7 |
10,623.3 |
11,179.8 |
|
|
| 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 |
11,745.0 |
11,178.0 |
567.0 |
5.0% |
258.2 |
2.3% |
30% |
False |
False |
112,459 |
| 10 |
11,912.5 |
11,178.0 |
734.5 |
6.5% |
299.8 |
2.6% |
23% |
False |
False |
122,346 |
| 20 |
12,361.0 |
11,178.0 |
1,183.0 |
10.4% |
277.4 |
2.4% |
14% |
False |
False |
125,441 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
239.7 |
2.1% |
14% |
False |
False |
112,472 |
| 60 |
12,429.5 |
10,782.5 |
1,647.0 |
14.5% |
205.0 |
1.8% |
34% |
False |
False |
76,649 |
| 80 |
12,429.5 |
9,960.0 |
2,469.5 |
21.8% |
199.4 |
1.8% |
56% |
False |
False |
57,658 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
28.0% |
203.0 |
1.8% |
66% |
False |
False |
46,200 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.8% |
186.5 |
1.6% |
67% |
False |
False |
38,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,900.0 |
|
2.618 |
12,403.9 |
|
1.618 |
12,099.9 |
|
1.000 |
11,912.0 |
|
0.618 |
11,795.9 |
|
HIGH |
11,608.0 |
|
0.618 |
11,491.9 |
|
0.500 |
11,456.0 |
|
0.382 |
11,420.1 |
|
LOW |
11,304.0 |
|
0.618 |
11,116.1 |
|
1.000 |
11,000.0 |
|
1.618 |
10,812.1 |
|
2.618 |
10,508.1 |
|
4.250 |
10,012.0 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,456.0 |
11,517.8 |
| PP |
11,419.7 |
11,460.8 |
| S1 |
11,383.3 |
11,403.9 |
|