| 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 |
1,194.1 |
1,216.2 |
22.1 |
1.9% |
1,178.2 |
| High |
1,219.4 |
1,228.4 |
9.0 |
0.7% |
1,200.2 |
| Low |
1,191.5 |
1,213.0 |
21.5 |
1.8% |
1,177.9 |
| Close |
1,219.2 |
1,226.2 |
7.0 |
0.6% |
1,190.0 |
| Range |
27.9 |
15.4 |
-12.5 |
-44.8% |
22.3 |
| ATR |
16.6 |
16.5 |
-0.1 |
-0.5% |
0.0 |
| Volume |
31,709 |
10,622 |
-21,087 |
-66.5% |
59,289 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.7 |
1,262.9 |
1,234.7 |
|
| R3 |
1,253.3 |
1,247.5 |
1,230.4 |
|
| R2 |
1,237.9 |
1,237.9 |
1,229.0 |
|
| R1 |
1,232.1 |
1,232.1 |
1,227.6 |
1,235.0 |
| PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,224.0 |
| S1 |
1,216.7 |
1,216.7 |
1,224.8 |
1,219.6 |
| S2 |
1,207.1 |
1,207.1 |
1,223.4 |
|
| S3 |
1,191.7 |
1,201.3 |
1,222.0 |
|
| S4 |
1,176.3 |
1,185.9 |
1,217.7 |
|
|
| 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 |
1,228.4 |
1,178.9 |
49.5 |
4.0% |
16.7 |
1.4% |
96% |
True |
False |
24,710 |
| 10 |
1,228.4 |
1,170.0 |
58.4 |
4.8% |
15.1 |
1.2% |
96% |
True |
False |
16,031 |
| 20 |
1,228.4 |
1,170.0 |
58.4 |
4.8% |
16.2 |
1.3% |
96% |
True |
False |
9,710 |
| 40 |
1,228.4 |
1,161.2 |
67.2 |
5.5% |
15.2 |
1.2% |
97% |
True |
False |
6,498 |
| 60 |
1,228.4 |
1,143.8 |
84.6 |
6.9% |
15.0 |
1.2% |
97% |
True |
False |
5,113 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.6 |
1.3% |
50% |
False |
False |
4,199 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.5 |
1.3% |
50% |
False |
False |
3,496 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.2 |
1.2% |
50% |
False |
False |
3,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,293.9 |
|
2.618 |
1,268.7 |
|
1.618 |
1,253.3 |
|
1.000 |
1,243.8 |
|
0.618 |
1,237.9 |
|
HIGH |
1,228.4 |
|
0.618 |
1,222.5 |
|
0.500 |
1,220.7 |
|
0.382 |
1,218.9 |
|
LOW |
1,213.0 |
|
0.618 |
1,203.5 |
|
1.000 |
1,197.6 |
|
1.618 |
1,188.1 |
|
2.618 |
1,172.7 |
|
4.250 |
1,147.6 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.4 |
1,219.0 |
| PP |
1,222.5 |
1,211.9 |
| S1 |
1,220.7 |
1,204.7 |
|