| 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 |
19,390 |
19,730 |
340 |
1.8% |
19,750 |
| High |
19,720 |
19,740 |
20 |
0.1% |
19,820 |
| Low |
19,325 |
19,600 |
275 |
1.4% |
19,055 |
| Close |
19,675 |
19,625 |
-50 |
-0.3% |
19,675 |
| Range |
395 |
140 |
-255 |
-64.6% |
765 |
| ATR |
309 |
296 |
-12 |
-3.9% |
0 |
| Volume |
13,506 |
8,931 |
-4,575 |
-33.9% |
54,961 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,075 |
19,990 |
19,702 |
|
| R3 |
19,935 |
19,850 |
19,664 |
|
| R2 |
19,795 |
19,795 |
19,651 |
|
| R1 |
19,710 |
19,710 |
19,638 |
19,683 |
| PP |
19,655 |
19,655 |
19,655 |
19,641 |
| S1 |
19,570 |
19,570 |
19,612 |
19,543 |
| S2 |
19,515 |
19,515 |
19,599 |
|
| S3 |
19,375 |
19,430 |
19,587 |
|
| S4 |
19,235 |
19,290 |
19,548 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,812 |
21,508 |
20,096 |
|
| R3 |
21,047 |
20,743 |
19,886 |
|
| R2 |
20,282 |
20,282 |
19,815 |
|
| R1 |
19,978 |
19,978 |
19,745 |
19,748 |
| PP |
19,517 |
19,517 |
19,517 |
19,401 |
| S1 |
19,213 |
19,213 |
19,605 |
18,983 |
| S2 |
18,752 |
18,752 |
19,535 |
|
| S3 |
17,987 |
18,448 |
19,465 |
|
| S4 |
17,222 |
17,683 |
19,254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,810 |
19,055 |
755 |
3.8% |
343 |
1.7% |
75% |
False |
False |
11,980 |
| 10 |
20,170 |
19,055 |
1,115 |
5.7% |
336 |
1.7% |
51% |
False |
False |
11,791 |
| 20 |
20,295 |
19,055 |
1,240 |
6.3% |
283 |
1.4% |
46% |
False |
False |
11,603 |
| 40 |
20,295 |
18,980 |
1,315 |
6.7% |
289 |
1.5% |
49% |
False |
False |
12,568 |
| 60 |
20,295 |
17,935 |
2,360 |
12.0% |
268 |
1.4% |
72% |
False |
False |
10,435 |
| 80 |
20,295 |
16,810 |
3,485 |
17.8% |
247 |
1.3% |
81% |
False |
False |
7,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,335 |
|
2.618 |
20,107 |
|
1.618 |
19,967 |
|
1.000 |
19,880 |
|
0.618 |
19,827 |
|
HIGH |
19,740 |
|
0.618 |
19,687 |
|
0.500 |
19,670 |
|
0.382 |
19,654 |
|
LOW |
19,600 |
|
0.618 |
19,514 |
|
1.000 |
19,460 |
|
1.618 |
19,374 |
|
2.618 |
19,234 |
|
4.250 |
19,005 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,670 |
19,549 |
| PP |
19,655 |
19,473 |
| S1 |
19,640 |
19,398 |
|