| 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 |
2,085.25 |
2,110.00 |
24.75 |
1.2% |
2,101.75 |
| High |
2,113.50 |
2,113.50 |
0.00 |
0.0% |
2,115.00 |
| Low |
2,084.00 |
2,095.75 |
11.75 |
0.6% |
2,057.00 |
| Close |
2,108.50 |
2,097.75 |
-10.75 |
-0.5% |
2,108.50 |
| Range |
29.50 |
17.75 |
-11.75 |
-39.8% |
58.00 |
| ATR |
24.48 |
24.00 |
-0.48 |
-2.0% |
0.00 |
| Volume |
1,379,447 |
1,147,278 |
-232,169 |
-16.8% |
7,164,558 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.50 |
2,144.50 |
2,107.50 |
|
| R3 |
2,137.75 |
2,126.75 |
2,102.75 |
|
| R2 |
2,120.00 |
2,120.00 |
2,101.00 |
|
| R1 |
2,109.00 |
2,109.00 |
2,099.50 |
2,105.50 |
| PP |
2,102.25 |
2,102.25 |
2,102.25 |
2,100.75 |
| S1 |
2,091.25 |
2,091.25 |
2,096.00 |
2,088.00 |
| S2 |
2,084.50 |
2,084.50 |
2,094.50 |
|
| S3 |
2,066.75 |
2,073.50 |
2,092.75 |
|
| S4 |
2,049.00 |
2,055.75 |
2,088.00 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.50 |
2,246.00 |
2,140.50 |
|
| R3 |
2,209.50 |
2,188.00 |
2,124.50 |
|
| R2 |
2,151.50 |
2,151.50 |
2,119.25 |
|
| R1 |
2,130.00 |
2,130.00 |
2,113.75 |
2,140.75 |
| PP |
2,093.50 |
2,093.50 |
2,093.50 |
2,099.00 |
| S1 |
2,072.00 |
2,072.00 |
2,103.25 |
2,082.75 |
| S2 |
2,035.50 |
2,035.50 |
2,097.75 |
|
| S3 |
1,977.50 |
2,014.00 |
2,092.50 |
|
| S4 |
1,919.50 |
1,956.00 |
2,076.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.50 |
2,057.00 |
56.50 |
2.7% |
28.25 |
1.3% |
72% |
True |
False |
1,462,199 |
| 10 |
2,115.00 |
2,057.00 |
58.00 |
2.8% |
25.75 |
1.2% |
70% |
False |
False |
1,457,648 |
| 20 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
23.25 |
1.1% |
65% |
False |
False |
1,335,891 |
| 40 |
2,119.75 |
2,033.25 |
86.50 |
4.1% |
23.75 |
1.1% |
75% |
False |
False |
1,353,722 |
| 60 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
21.75 |
1.0% |
75% |
False |
False |
957,369 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
24.50 |
1.2% |
86% |
False |
False |
718,884 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
25.50 |
1.2% |
87% |
False |
False |
575,465 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
24.00 |
1.1% |
87% |
False |
False |
479,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.00 |
|
2.618 |
2,160.00 |
|
1.618 |
2,142.25 |
|
1.000 |
2,131.25 |
|
0.618 |
2,124.50 |
|
HIGH |
2,113.50 |
|
0.618 |
2,106.75 |
|
0.500 |
2,104.50 |
|
0.382 |
2,102.50 |
|
LOW |
2,095.75 |
|
0.618 |
2,084.75 |
|
1.000 |
2,078.00 |
|
1.618 |
2,067.00 |
|
2.618 |
2,049.25 |
|
4.250 |
2,020.25 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.50 |
2,093.50 |
| PP |
2,102.25 |
2,089.50 |
| S1 |
2,100.00 |
2,085.25 |
|