| 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 |
11,530.5 |
11,333.5 |
-197.0 |
-1.7% |
11,535.5 |
| High |
11,608.0 |
11,593.5 |
-14.5 |
-0.1% |
11,771.5 |
| Low |
11,304.0 |
11,225.0 |
-79.0 |
-0.7% |
11,178.0 |
| Close |
11,347.0 |
11,587.5 |
240.5 |
2.1% |
11,700.5 |
| Range |
304.0 |
368.5 |
64.5 |
21.2% |
593.5 |
| ATR |
261.7 |
269.4 |
7.6 |
2.9% |
0.0 |
| Volume |
101,224 |
104,028 |
2,804 |
2.8% |
613,535 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,574.2 |
12,449.3 |
11,790.2 |
|
| R3 |
12,205.7 |
12,080.8 |
11,688.8 |
|
| R2 |
11,837.2 |
11,837.2 |
11,655.1 |
|
| R1 |
11,712.3 |
11,712.3 |
11,621.3 |
11,774.8 |
| PP |
11,468.7 |
11,468.7 |
11,468.7 |
11,499.9 |
| S1 |
11,343.8 |
11,343.8 |
11,553.7 |
11,406.3 |
| S2 |
11,100.2 |
11,100.2 |
11,519.9 |
|
| S3 |
10,731.7 |
10,975.3 |
11,486.2 |
|
| S4 |
10,363.2 |
10,606.8 |
11,384.8 |
|
|
| 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 |
11,225.0 |
520.0 |
4.5% |
276.9 |
2.4% |
70% |
False |
True |
108,273 |
| 10 |
11,771.5 |
11,178.0 |
593.5 |
5.1% |
283.8 |
2.4% |
69% |
False |
False |
116,457 |
| 20 |
12,282.0 |
11,178.0 |
1,104.0 |
9.5% |
289.3 |
2.5% |
37% |
False |
False |
124,690 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.8% |
243.0 |
2.1% |
33% |
False |
False |
113,655 |
| 60 |
12,429.5 |
10,782.5 |
1,647.0 |
14.2% |
210.2 |
1.8% |
49% |
False |
False |
78,381 |
| 80 |
12,429.5 |
10,170.0 |
2,259.5 |
19.5% |
199.5 |
1.7% |
63% |
False |
False |
58,953 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.4% |
204.5 |
1.8% |
74% |
False |
False |
47,240 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.2% |
188.8 |
1.6% |
74% |
False |
False |
39,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,159.6 |
|
2.618 |
12,558.2 |
|
1.618 |
12,189.7 |
|
1.000 |
11,962.0 |
|
0.618 |
11,821.2 |
|
HIGH |
11,593.5 |
|
0.618 |
11,452.7 |
|
0.500 |
11,409.3 |
|
0.382 |
11,365.8 |
|
LOW |
11,225.0 |
|
0.618 |
10,997.3 |
|
1.000 |
10,856.5 |
|
1.618 |
10,628.8 |
|
2.618 |
10,260.3 |
|
4.250 |
9,658.9 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,528.1 |
11,539.1 |
| PP |
11,468.7 |
11,490.7 |
| S1 |
11,409.3 |
11,442.3 |
|