| 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 |
1,182.5 |
1,192.5 |
10.0 |
0.8% |
1,176.6 |
| High |
1,196.3 |
1,218.5 |
22.2 |
1.9% |
1,199.3 |
| Low |
1,179.7 |
1,190.4 |
10.7 |
0.9% |
1,176.6 |
| Close |
1,192.4 |
1,218.2 |
25.8 |
2.2% |
1,188.9 |
| Range |
16.6 |
28.1 |
11.5 |
69.3% |
22.7 |
| ATR |
16.5 |
17.3 |
0.8 |
5.0% |
0.0 |
| Volume |
139,260 |
241,719 |
102,459 |
73.6% |
601,999 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.3 |
1,283.9 |
1,233.7 |
|
| R3 |
1,265.2 |
1,255.8 |
1,225.9 |
|
| R2 |
1,237.1 |
1,237.1 |
1,223.4 |
|
| R1 |
1,227.7 |
1,227.7 |
1,220.8 |
1,232.4 |
| PP |
1,209.0 |
1,209.0 |
1,209.0 |
1,211.4 |
| S1 |
1,199.6 |
1,199.6 |
1,215.6 |
1,204.3 |
| S2 |
1,180.9 |
1,180.9 |
1,213.0 |
|
| S3 |
1,152.8 |
1,171.5 |
1,210.5 |
|
| S4 |
1,124.7 |
1,143.4 |
1,202.7 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.4 |
1,245.3 |
1,201.4 |
|
| R3 |
1,233.7 |
1,222.6 |
1,195.1 |
|
| R2 |
1,211.0 |
1,211.0 |
1,193.1 |
|
| R1 |
1,199.9 |
1,199.9 |
1,191.0 |
1,205.5 |
| PP |
1,188.3 |
1,188.3 |
1,188.3 |
1,191.0 |
| S1 |
1,177.2 |
1,177.2 |
1,186.8 |
1,182.8 |
| S2 |
1,165.6 |
1,165.6 |
1,184.7 |
|
| S3 |
1,142.9 |
1,154.5 |
1,182.7 |
|
| S4 |
1,120.2 |
1,131.8 |
1,176.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.5 |
1,177.9 |
40.6 |
3.3% |
16.8 |
1.4% |
99% |
True |
False |
157,525 |
| 10 |
1,218.5 |
1,168.4 |
50.1 |
4.1% |
17.1 |
1.4% |
99% |
True |
False |
144,248 |
| 20 |
1,218.5 |
1,168.4 |
50.1 |
4.1% |
16.9 |
1.4% |
99% |
True |
False |
144,284 |
| 40 |
1,224.5 |
1,145.7 |
78.8 |
6.5% |
16.5 |
1.4% |
92% |
False |
False |
118,360 |
| 60 |
1,224.5 |
1,142.4 |
82.1 |
6.7% |
16.4 |
1.3% |
92% |
False |
False |
82,612 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
17.7 |
1.5% |
45% |
False |
False |
63,083 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
18.0 |
1.5% |
45% |
False |
False |
51,008 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
18.8 |
1.5% |
45% |
False |
False |
43,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.9 |
|
2.618 |
1,292.1 |
|
1.618 |
1,264.0 |
|
1.000 |
1,246.6 |
|
0.618 |
1,235.9 |
|
HIGH |
1,218.5 |
|
0.618 |
1,207.8 |
|
0.500 |
1,204.5 |
|
0.382 |
1,201.1 |
|
LOW |
1,190.4 |
|
0.618 |
1,173.0 |
|
1.000 |
1,162.3 |
|
1.618 |
1,144.9 |
|
2.618 |
1,116.8 |
|
4.250 |
1,071.0 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,213.6 |
1,211.6 |
| PP |
1,209.0 |
1,204.9 |
| S1 |
1,204.5 |
1,198.3 |
|