| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,110.00 |
2,097.75 |
-12.25 |
-0.6% |
2,101.75 |
| High |
2,113.50 |
2,101.00 |
-12.50 |
-0.6% |
2,115.00 |
| Low |
2,095.75 |
2,079.25 |
-16.50 |
-0.8% |
2,057.00 |
| Close |
2,097.75 |
2,095.00 |
-2.75 |
-0.1% |
2,108.50 |
| Range |
17.75 |
21.75 |
4.00 |
22.5% |
58.00 |
| ATR |
24.00 |
23.84 |
-0.16 |
-0.7% |
0.00 |
| Volume |
1,147,278 |
1,483,837 |
336,559 |
29.3% |
7,164,558 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.00 |
2,147.75 |
2,107.00 |
|
| R3 |
2,135.25 |
2,126.00 |
2,101.00 |
|
| R2 |
2,113.50 |
2,113.50 |
2,099.00 |
|
| R1 |
2,104.25 |
2,104.25 |
2,097.00 |
2,098.00 |
| PP |
2,091.75 |
2,091.75 |
2,091.75 |
2,088.50 |
| S1 |
2,082.50 |
2,082.50 |
2,093.00 |
2,076.25 |
| S2 |
2,070.00 |
2,070.00 |
2,091.00 |
|
| S3 |
2,048.25 |
2,060.75 |
2,089.00 |
|
| S4 |
2,026.50 |
2,039.00 |
2,083.00 |
|
|
| 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% |
26.50 |
1.3% |
67% |
False |
False |
1,440,912 |
| 10 |
2,115.00 |
2,057.00 |
58.00 |
2.8% |
25.50 |
1.2% |
66% |
False |
False |
1,458,380 |
| 20 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
23.50 |
1.1% |
61% |
False |
False |
1,346,714 |
| 40 |
2,119.75 |
2,033.25 |
86.50 |
4.1% |
23.50 |
1.1% |
71% |
False |
False |
1,348,352 |
| 60 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
22.00 |
1.0% |
72% |
False |
False |
982,072 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.5% |
24.25 |
1.2% |
84% |
False |
False |
737,378 |
| 100 |
2,119.75 |
1,959.00 |
160.75 |
7.7% |
25.25 |
1.2% |
85% |
False |
False |
590,296 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
24.00 |
1.1% |
85% |
False |
False |
491,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.50 |
|
2.618 |
2,158.00 |
|
1.618 |
2,136.25 |
|
1.000 |
2,122.75 |
|
0.618 |
2,114.50 |
|
HIGH |
2,101.00 |
|
0.618 |
2,092.75 |
|
0.500 |
2,090.00 |
|
0.382 |
2,087.50 |
|
LOW |
2,079.25 |
|
0.618 |
2,065.75 |
|
1.000 |
2,057.50 |
|
1.618 |
2,044.00 |
|
2.618 |
2,022.25 |
|
4.250 |
1,986.75 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.50 |
2,096.50 |
| PP |
2,091.75 |
2,096.00 |
| S1 |
2,090.00 |
2,095.50 |
|