| 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 |
1,194.0 |
1,216.4 |
22.4 |
1.9% |
1,181.6 |
| High |
1,221.2 |
1,230.4 |
9.2 |
0.8% |
1,201.8 |
| Low |
1,194.0 |
1,215.3 |
21.3 |
1.8% |
1,181.2 |
| Close |
1,221.1 |
1,228.1 |
7.0 |
0.6% |
1,191.9 |
| Range |
27.2 |
15.1 |
-12.1 |
-44.5% |
20.6 |
| ATR |
16.0 |
15.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
4,487 |
5,817 |
1,330 |
29.6% |
13,227 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.9 |
1,264.1 |
1,236.4 |
|
| R3 |
1,254.8 |
1,249.0 |
1,232.3 |
|
| R2 |
1,239.7 |
1,239.7 |
1,230.9 |
|
| R1 |
1,233.9 |
1,233.9 |
1,229.5 |
1,236.8 |
| PP |
1,224.6 |
1,224.6 |
1,224.6 |
1,226.1 |
| S1 |
1,218.8 |
1,218.8 |
1,226.7 |
1,221.7 |
| S2 |
1,209.5 |
1,209.5 |
1,225.3 |
|
| S3 |
1,194.4 |
1,203.7 |
1,223.9 |
|
| S4 |
1,179.3 |
1,188.6 |
1,219.8 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.4 |
1,243.3 |
1,203.2 |
|
| R3 |
1,232.8 |
1,222.7 |
1,197.6 |
|
| R2 |
1,212.2 |
1,212.2 |
1,195.7 |
|
| R1 |
1,202.1 |
1,202.1 |
1,193.8 |
1,207.2 |
| PP |
1,191.6 |
1,191.6 |
1,191.6 |
1,194.2 |
| S1 |
1,181.5 |
1,181.5 |
1,190.0 |
1,186.6 |
| S2 |
1,171.0 |
1,171.0 |
1,188.1 |
|
| S3 |
1,150.4 |
1,160.9 |
1,186.2 |
|
| S4 |
1,129.8 |
1,140.3 |
1,180.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.4 |
1,181.8 |
48.6 |
4.0% |
15.8 |
1.3% |
95% |
True |
False |
4,533 |
| 10 |
1,230.4 |
1,172.0 |
58.4 |
4.8% |
14.1 |
1.1% |
96% |
True |
False |
3,445 |
| 20 |
1,230.4 |
1,172.0 |
58.4 |
4.8% |
15.4 |
1.3% |
96% |
True |
False |
3,038 |
| 40 |
1,230.4 |
1,163.4 |
67.0 |
5.5% |
14.5 |
1.2% |
97% |
True |
False |
2,772 |
| 60 |
1,230.4 |
1,145.5 |
84.9 |
6.9% |
14.6 |
1.2% |
97% |
True |
False |
2,519 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.4% |
15.8 |
1.3% |
50% |
False |
False |
2,242 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
13.4% |
16.0 |
1.3% |
50% |
False |
False |
1,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.6 |
|
2.618 |
1,269.9 |
|
1.618 |
1,254.8 |
|
1.000 |
1,245.5 |
|
0.618 |
1,239.7 |
|
HIGH |
1,230.4 |
|
0.618 |
1,224.6 |
|
0.500 |
1,222.9 |
|
0.382 |
1,221.1 |
|
LOW |
1,215.3 |
|
0.618 |
1,206.0 |
|
1.000 |
1,200.2 |
|
1.618 |
1,190.9 |
|
2.618 |
1,175.8 |
|
4.250 |
1,151.1 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,226.4 |
1,221.1 |
| PP |
1,224.6 |
1,214.2 |
| S1 |
1,222.9 |
1,207.2 |
|