| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,333.5 |
11,570.0 |
236.5 |
2.1% |
11,727.0 |
| High |
11,593.5 |
11,649.0 |
55.5 |
0.5% |
11,731.5 |
| Low |
11,225.0 |
11,388.0 |
163.0 |
1.5% |
11,225.0 |
| Close |
11,587.5 |
11,438.0 |
-149.5 |
-1.3% |
11,438.0 |
| Range |
368.5 |
261.0 |
-107.5 |
-29.2% |
506.5 |
| ATR |
269.4 |
268.8 |
-0.6 |
-0.2% |
0.0 |
| Volume |
104,028 |
101,124 |
-2,904 |
-2.8% |
563,552 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,274.7 |
12,117.3 |
11,581.6 |
|
| R3 |
12,013.7 |
11,856.3 |
11,509.8 |
|
| R2 |
11,752.7 |
11,752.7 |
11,485.9 |
|
| R1 |
11,595.3 |
11,595.3 |
11,461.9 |
11,543.5 |
| PP |
11,491.7 |
11,491.7 |
11,491.7 |
11,465.8 |
| S1 |
11,334.3 |
11,334.3 |
11,414.1 |
11,282.5 |
| S2 |
11,230.7 |
11,230.7 |
11,390.2 |
|
| S3 |
10,969.7 |
11,073.3 |
11,366.2 |
|
| S4 |
10,708.7 |
10,812.3 |
11,294.5 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,984.3 |
12,717.7 |
11,716.6 |
|
| R3 |
12,477.8 |
12,211.2 |
11,577.3 |
|
| R2 |
11,971.3 |
11,971.3 |
11,530.9 |
|
| R1 |
11,704.7 |
11,704.7 |
11,484.4 |
11,584.8 |
| PP |
11,464.8 |
11,464.8 |
11,464.8 |
11,404.9 |
| S1 |
11,198.2 |
11,198.2 |
11,391.6 |
11,078.3 |
| S2 |
10,958.3 |
10,958.3 |
11,345.1 |
|
| S3 |
10,451.8 |
10,691.7 |
11,298.7 |
|
| S4 |
9,945.3 |
10,185.2 |
11,159.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,731.5 |
11,225.0 |
506.5 |
4.4% |
265.0 |
2.3% |
42% |
False |
False |
112,710 |
| 10 |
11,771.5 |
11,178.0 |
593.5 |
5.2% |
286.0 |
2.5% |
44% |
False |
False |
117,708 |
| 20 |
12,113.5 |
11,178.0 |
935.5 |
8.2% |
288.1 |
2.5% |
28% |
False |
False |
122,011 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.9% |
242.3 |
2.1% |
21% |
False |
False |
113,898 |
| 60 |
12,429.5 |
10,782.5 |
1,647.0 |
14.4% |
212.5 |
1.9% |
40% |
False |
False |
80,063 |
| 80 |
12,429.5 |
10,170.0 |
2,259.5 |
19.8% |
201.6 |
1.8% |
56% |
False |
False |
60,206 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.8% |
203.6 |
1.8% |
69% |
False |
False |
48,249 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.8% |
189.6 |
1.7% |
69% |
False |
False |
40,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,758.3 |
|
2.618 |
12,332.3 |
|
1.618 |
12,071.3 |
|
1.000 |
11,910.0 |
|
0.618 |
11,810.3 |
|
HIGH |
11,649.0 |
|
0.618 |
11,549.3 |
|
0.500 |
11,518.5 |
|
0.382 |
11,487.7 |
|
LOW |
11,388.0 |
|
0.618 |
11,226.7 |
|
1.000 |
11,127.0 |
|
1.618 |
10,965.7 |
|
2.618 |
10,704.7 |
|
4.250 |
10,278.8 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,518.5 |
11,437.7 |
| PP |
11,491.7 |
11,437.3 |
| S1 |
11,464.8 |
11,437.0 |
|