| 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 |
3,552.0 |
3,513.0 |
-39.0 |
-1.1% |
3,565.0 |
| High |
3,583.0 |
3,581.0 |
-2.0 |
-0.1% |
3,612.0 |
| Low |
3,506.0 |
3,478.0 |
-28.0 |
-0.8% |
3,438.0 |
| Close |
3,517.0 |
3,577.0 |
60.0 |
1.7% |
3,598.0 |
| Range |
77.0 |
103.0 |
26.0 |
33.8% |
174.0 |
| ATR |
68.1 |
70.6 |
2.5 |
3.7% |
0.0 |
| Volume |
264 |
84,446 |
84,182 |
31,887.1% |
3,344 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,854.3 |
3,818.7 |
3,633.7 |
|
| R3 |
3,751.3 |
3,715.7 |
3,605.3 |
|
| R2 |
3,648.3 |
3,648.3 |
3,595.9 |
|
| R1 |
3,612.7 |
3,612.7 |
3,586.4 |
3,630.5 |
| PP |
3,545.3 |
3,545.3 |
3,545.3 |
3,554.3 |
| S1 |
3,509.7 |
3,509.7 |
3,567.6 |
3,527.5 |
| S2 |
3,442.3 |
3,442.3 |
3,558.1 |
|
| S3 |
3,339.3 |
3,406.7 |
3,548.7 |
|
| S4 |
3,236.3 |
3,303.7 |
3,520.4 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.3 |
4,008.7 |
3,693.7 |
|
| R3 |
3,897.3 |
3,834.7 |
3,645.9 |
|
| R2 |
3,723.3 |
3,723.3 |
3,629.9 |
|
| R1 |
3,660.7 |
3,660.7 |
3,614.0 |
3,692.0 |
| PP |
3,549.3 |
3,549.3 |
3,549.3 |
3,565.0 |
| S1 |
3,486.7 |
3,486.7 |
3,582.1 |
3,518.0 |
| S2 |
3,375.3 |
3,375.3 |
3,566.1 |
|
| S3 |
3,201.3 |
3,312.7 |
3,550.2 |
|
| S4 |
3,027.3 |
3,138.7 |
3,502.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,609.0 |
3,478.0 |
131.0 |
3.7% |
77.0 |
2.2% |
76% |
False |
True |
17,093 |
| 10 |
3,612.0 |
3,438.0 |
174.0 |
4.9% |
78.1 |
2.2% |
80% |
False |
False |
9,955 |
| 20 |
3,731.0 |
3,438.0 |
293.0 |
8.2% |
76.3 |
2.1% |
47% |
False |
False |
6,699 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
59.0 |
1.6% |
43% |
False |
False |
4,581 |
| 60 |
3,761.0 |
3,380.0 |
381.0 |
10.7% |
44.1 |
1.2% |
52% |
False |
False |
3,114 |
| 80 |
3,761.0 |
3,137.0 |
624.0 |
17.4% |
40.3 |
1.1% |
71% |
False |
False |
2,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,018.8 |
|
2.618 |
3,850.7 |
|
1.618 |
3,747.7 |
|
1.000 |
3,684.0 |
|
0.618 |
3,644.7 |
|
HIGH |
3,581.0 |
|
0.618 |
3,541.7 |
|
0.500 |
3,529.5 |
|
0.382 |
3,517.3 |
|
LOW |
3,478.0 |
|
0.618 |
3,414.3 |
|
1.000 |
3,375.0 |
|
1.618 |
3,311.3 |
|
2.618 |
3,208.3 |
|
4.250 |
3,040.3 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,561.2 |
3,562.0 |
| PP |
3,545.3 |
3,547.0 |
| S1 |
3,529.5 |
3,532.0 |
|