| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,097.75 |
2,096.25 |
-1.50 |
-0.1% |
2,101.75 |
| High |
2,101.00 |
2,106.50 |
5.50 |
0.3% |
2,115.00 |
| Low |
2,079.25 |
2,091.50 |
12.25 |
0.6% |
2,057.00 |
| Close |
2,095.00 |
2,094.50 |
-0.50 |
0.0% |
2,108.50 |
| Range |
21.75 |
15.00 |
-6.75 |
-31.0% |
58.00 |
| ATR |
23.84 |
23.21 |
-0.63 |
-2.6% |
0.00 |
| Volume |
1,483,837 |
1,341,325 |
-142,512 |
-9.6% |
7,164,558 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.50 |
2,133.50 |
2,102.75 |
|
| R3 |
2,127.50 |
2,118.50 |
2,098.50 |
|
| R2 |
2,112.50 |
2,112.50 |
2,097.25 |
|
| R1 |
2,103.50 |
2,103.50 |
2,096.00 |
2,100.50 |
| PP |
2,097.50 |
2,097.50 |
2,097.50 |
2,096.00 |
| S1 |
2,088.50 |
2,088.50 |
2,093.00 |
2,085.50 |
| S2 |
2,082.50 |
2,082.50 |
2,091.75 |
|
| S3 |
2,067.50 |
2,073.50 |
2,090.50 |
|
| S4 |
2,052.50 |
2,058.50 |
2,086.25 |
|
|
| 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% |
23.00 |
1.1% |
66% |
False |
False |
1,357,926 |
| 10 |
2,115.00 |
2,057.00 |
58.00 |
2.8% |
25.00 |
1.2% |
65% |
False |
False |
1,418,541 |
| 20 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
23.25 |
1.1% |
60% |
False |
False |
1,361,515 |
| 40 |
2,119.75 |
2,033.25 |
86.50 |
4.1% |
23.50 |
1.1% |
71% |
False |
False |
1,337,090 |
| 60 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
21.75 |
1.0% |
72% |
False |
False |
1,004,390 |
| 80 |
2,119.75 |
1,966.00 |
153.75 |
7.3% |
23.75 |
1.1% |
84% |
False |
False |
754,055 |
| 100 |
2,119.75 |
1,963.50 |
156.25 |
7.5% |
24.75 |
1.2% |
84% |
False |
False |
603,701 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
24.00 |
1.2% |
85% |
False |
False |
503,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.25 |
|
2.618 |
2,145.75 |
|
1.618 |
2,130.75 |
|
1.000 |
2,121.50 |
|
0.618 |
2,115.75 |
|
HIGH |
2,106.50 |
|
0.618 |
2,100.75 |
|
0.500 |
2,099.00 |
|
0.382 |
2,097.25 |
|
LOW |
2,091.50 |
|
0.618 |
2,082.25 |
|
1.000 |
2,076.50 |
|
1.618 |
2,067.25 |
|
2.618 |
2,052.25 |
|
4.250 |
2,027.75 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.00 |
2,096.50 |
| PP |
2,097.50 |
2,095.75 |
| S1 |
2,096.00 |
2,095.00 |
|