| 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 |
1,190.0 |
1,183.8 |
-6.2 |
-0.5% |
1,178.2 |
| High |
1,191.9 |
1,196.7 |
4.8 |
0.4% |
1,200.2 |
| Low |
1,178.9 |
1,181.0 |
2.1 |
0.2% |
1,177.9 |
| Close |
1,184.0 |
1,193.4 |
9.4 |
0.8% |
1,190.0 |
| Range |
13.0 |
15.7 |
2.7 |
20.8% |
22.3 |
| ATR |
15.7 |
15.7 |
0.0 |
0.0% |
0.0 |
| Volume |
30,271 |
24,362 |
-5,909 |
-19.5% |
59,289 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.5 |
1,231.1 |
1,202.0 |
|
| R3 |
1,221.8 |
1,215.4 |
1,197.7 |
|
| R2 |
1,206.1 |
1,206.1 |
1,196.3 |
|
| R1 |
1,199.7 |
1,199.7 |
1,194.8 |
1,202.9 |
| PP |
1,190.4 |
1,190.4 |
1,190.4 |
1,192.0 |
| S1 |
1,184.0 |
1,184.0 |
1,192.0 |
1,187.2 |
| S2 |
1,174.7 |
1,174.7 |
1,190.5 |
|
| S3 |
1,159.0 |
1,168.3 |
1,189.1 |
|
| S4 |
1,143.3 |
1,152.6 |
1,184.8 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.3 |
1,245.4 |
1,202.3 |
|
| R3 |
1,234.0 |
1,223.1 |
1,196.1 |
|
| R2 |
1,211.7 |
1,211.7 |
1,194.1 |
|
| R1 |
1,200.8 |
1,200.8 |
1,192.0 |
1,206.3 |
| PP |
1,189.4 |
1,189.4 |
1,189.4 |
1,192.1 |
| S1 |
1,178.5 |
1,178.5 |
1,188.0 |
1,184.0 |
| S2 |
1,167.1 |
1,167.1 |
1,185.9 |
|
| S3 |
1,144.8 |
1,156.2 |
1,183.9 |
|
| S4 |
1,122.5 |
1,133.9 |
1,177.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,197.8 |
1,178.9 |
18.9 |
1.6% |
12.7 |
1.1% |
77% |
False |
False |
19,413 |
| 10 |
1,213.1 |
1,170.0 |
43.1 |
3.6% |
14.9 |
1.2% |
54% |
False |
False |
12,389 |
| 20 |
1,215.5 |
1,170.0 |
45.5 |
3.8% |
15.5 |
1.3% |
51% |
False |
False |
7,966 |
| 40 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
15.2 |
1.3% |
61% |
False |
False |
5,502 |
| 60 |
1,234.8 |
1,143.8 |
91.0 |
7.6% |
15.0 |
1.3% |
55% |
False |
False |
4,450 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.6 |
1.3% |
30% |
False |
False |
3,691 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.3 |
1.3% |
30% |
False |
False |
3,088 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.0 |
1.3% |
30% |
False |
False |
2,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.4 |
|
2.618 |
1,237.8 |
|
1.618 |
1,222.1 |
|
1.000 |
1,212.4 |
|
0.618 |
1,206.4 |
|
HIGH |
1,196.7 |
|
0.618 |
1,190.7 |
|
0.500 |
1,188.9 |
|
0.382 |
1,187.0 |
|
LOW |
1,181.0 |
|
0.618 |
1,171.3 |
|
1.000 |
1,165.3 |
|
1.618 |
1,155.6 |
|
2.618 |
1,139.9 |
|
4.250 |
1,114.3 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,191.9 |
1,191.5 |
| PP |
1,190.4 |
1,189.7 |
| S1 |
1,188.9 |
1,187.8 |
|