| 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 |
1,183.8 |
1,194.1 |
10.3 |
0.9% |
1,178.2 |
| High |
1,196.7 |
1,219.4 |
22.7 |
1.9% |
1,200.2 |
| Low |
1,181.0 |
1,191.5 |
10.5 |
0.9% |
1,177.9 |
| Close |
1,193.4 |
1,219.2 |
25.8 |
2.2% |
1,190.0 |
| Range |
15.7 |
27.9 |
12.2 |
77.7% |
22.3 |
| ATR |
15.7 |
16.6 |
0.9 |
5.5% |
0.0 |
| Volume |
24,362 |
31,709 |
7,347 |
30.2% |
59,289 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.7 |
1,284.4 |
1,234.5 |
|
| R3 |
1,265.8 |
1,256.5 |
1,226.9 |
|
| R2 |
1,237.9 |
1,237.9 |
1,224.3 |
|
| R1 |
1,228.6 |
1,228.6 |
1,221.8 |
1,233.3 |
| PP |
1,210.0 |
1,210.0 |
1,210.0 |
1,212.4 |
| S1 |
1,200.7 |
1,200.7 |
1,216.6 |
1,205.4 |
| S2 |
1,182.1 |
1,182.1 |
1,214.1 |
|
| S3 |
1,154.2 |
1,172.8 |
1,211.5 |
|
| S4 |
1,126.3 |
1,144.9 |
1,203.9 |
|
|
| 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 |
1,219.4 |
1,178.9 |
40.5 |
3.3% |
16.5 |
1.4% |
100% |
True |
False |
24,558 |
| 10 |
1,219.4 |
1,170.0 |
49.4 |
4.1% |
16.6 |
1.4% |
100% |
True |
False |
15,200 |
| 20 |
1,219.4 |
1,170.0 |
49.4 |
4.1% |
16.1 |
1.3% |
100% |
True |
False |
9,426 |
| 40 |
1,225.0 |
1,146.9 |
78.1 |
6.4% |
15.5 |
1.3% |
93% |
False |
False |
6,266 |
| 60 |
1,225.0 |
1,143.8 |
81.2 |
6.7% |
15.0 |
1.2% |
93% |
False |
False |
4,960 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.6 |
1.3% |
46% |
False |
False |
4,079 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.5 |
1.3% |
46% |
False |
False |
3,393 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.2 |
1.2% |
46% |
False |
False |
2,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.0 |
|
2.618 |
1,292.4 |
|
1.618 |
1,264.5 |
|
1.000 |
1,247.3 |
|
0.618 |
1,236.6 |
|
HIGH |
1,219.4 |
|
0.618 |
1,208.7 |
|
0.500 |
1,205.5 |
|
0.382 |
1,202.2 |
|
LOW |
1,191.5 |
|
0.618 |
1,174.3 |
|
1.000 |
1,163.6 |
|
1.618 |
1,146.4 |
|
2.618 |
1,118.5 |
|
4.250 |
1,072.9 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.6 |
1,212.5 |
| PP |
1,210.0 |
1,205.8 |
| S1 |
1,205.5 |
1,199.2 |
|