| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.25 |
2,096.00 |
-0.25 |
0.0% |
2,101.75 |
| High |
2,106.50 |
2,118.25 |
11.75 |
0.6% |
2,115.00 |
| Low |
2,091.50 |
2,092.00 |
0.50 |
0.0% |
2,057.00 |
| Close |
2,094.50 |
2,117.50 |
23.00 |
1.1% |
2,108.50 |
| Range |
15.00 |
26.25 |
11.25 |
75.0% |
58.00 |
| ATR |
23.21 |
23.43 |
0.22 |
0.9% |
0.00 |
| Volume |
1,341,325 |
1,104,560 |
-236,765 |
-17.7% |
7,164,558 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.00 |
2,179.00 |
2,132.00 |
|
| R3 |
2,161.75 |
2,152.75 |
2,124.75 |
|
| R2 |
2,135.50 |
2,135.50 |
2,122.25 |
|
| R1 |
2,126.50 |
2,126.50 |
2,120.00 |
2,131.00 |
| PP |
2,109.25 |
2,109.25 |
2,109.25 |
2,111.50 |
| S1 |
2,100.25 |
2,100.25 |
2,115.00 |
2,104.75 |
| S2 |
2,083.00 |
2,083.00 |
2,112.75 |
|
| S3 |
2,056.75 |
2,074.00 |
2,110.25 |
|
| S4 |
2,030.50 |
2,047.75 |
2,103.00 |
|
|
| 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 |
2,118.25 |
2,079.25 |
39.00 |
1.8% |
22.00 |
1.0% |
98% |
True |
False |
1,291,289 |
| 10 |
2,118.25 |
2,057.00 |
61.25 |
2.9% |
24.25 |
1.1% |
99% |
True |
False |
1,326,364 |
| 20 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
23.75 |
1.1% |
96% |
False |
False |
1,361,063 |
| 40 |
2,119.75 |
2,033.25 |
86.50 |
4.1% |
23.00 |
1.1% |
97% |
False |
False |
1,314,378 |
| 60 |
2,119.75 |
2,030.50 |
89.25 |
4.2% |
22.25 |
1.0% |
97% |
False |
False |
1,022,739 |
| 80 |
2,119.75 |
1,966.00 |
153.75 |
7.3% |
23.75 |
1.1% |
99% |
False |
False |
767,806 |
| 100 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
24.50 |
1.2% |
99% |
False |
False |
614,734 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
24.25 |
1.1% |
99% |
False |
False |
512,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.75 |
|
2.618 |
2,187.00 |
|
1.618 |
2,160.75 |
|
1.000 |
2,144.50 |
|
0.618 |
2,134.50 |
|
HIGH |
2,118.25 |
|
0.618 |
2,108.25 |
|
0.500 |
2,105.00 |
|
0.382 |
2,102.00 |
|
LOW |
2,092.00 |
|
0.618 |
2,075.75 |
|
1.000 |
2,065.75 |
|
1.618 |
2,049.50 |
|
2.618 |
2,023.25 |
|
4.250 |
1,980.50 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,113.50 |
2,111.25 |
| PP |
2,109.25 |
2,105.00 |
| S1 |
2,105.00 |
2,098.75 |
|