| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.50 |
2,101.25 |
22.75 |
1.1% |
2,093.25 |
| High |
2,105.50 |
2,105.75 |
0.25 |
0.0% |
2,107.50 |
| Low |
2,078.00 |
2,088.50 |
10.50 |
0.5% |
2,050.00 |
| Close |
2,101.00 |
2,090.25 |
-10.75 |
-0.5% |
2,101.00 |
| Range |
27.50 |
17.25 |
-10.25 |
-37.3% |
57.50 |
| ATR |
23.55 |
23.10 |
-0.45 |
-1.9% |
0.00 |
| Volume |
2,644 |
1,849 |
-795 |
-30.1% |
9,847 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.50 |
2,135.75 |
2,099.75 |
|
| R3 |
2,129.25 |
2,118.50 |
2,095.00 |
|
| R2 |
2,112.00 |
2,112.00 |
2,093.50 |
|
| R1 |
2,101.25 |
2,101.25 |
2,091.75 |
2,098.00 |
| PP |
2,094.75 |
2,094.75 |
2,094.75 |
2,093.25 |
| S1 |
2,084.00 |
2,084.00 |
2,088.75 |
2,080.75 |
| S2 |
2,077.50 |
2,077.50 |
2,087.00 |
|
| S3 |
2,060.25 |
2,066.75 |
2,085.50 |
|
| S4 |
2,043.00 |
2,049.50 |
2,080.75 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.75 |
2,237.25 |
2,132.50 |
|
| R3 |
2,201.25 |
2,179.75 |
2,116.75 |
|
| R2 |
2,143.75 |
2,143.75 |
2,111.50 |
|
| R1 |
2,122.25 |
2,122.25 |
2,106.25 |
2,133.00 |
| PP |
2,086.25 |
2,086.25 |
2,086.25 |
2,091.50 |
| S1 |
2,064.75 |
2,064.75 |
2,095.75 |
2,075.50 |
| S2 |
2,028.75 |
2,028.75 |
2,090.50 |
|
| S3 |
1,971.25 |
2,007.25 |
2,085.25 |
|
| S4 |
1,913.75 |
1,949.75 |
2,069.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.75 |
2,050.00 |
55.75 |
2.7% |
27.25 |
1.3% |
72% |
True |
False |
2,155 |
| 10 |
2,107.50 |
2,050.00 |
57.50 |
2.8% |
25.00 |
1.2% |
70% |
False |
False |
2,155 |
| 20 |
2,112.00 |
2,050.00 |
62.00 |
3.0% |
22.25 |
1.1% |
65% |
False |
False |
2,716 |
| 40 |
2,112.00 |
2,026.00 |
86.00 |
4.1% |
22.50 |
1.1% |
75% |
False |
False |
2,170 |
| 60 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
20.00 |
1.0% |
75% |
False |
False |
1,482 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.25 |
1.0% |
86% |
False |
False |
1,132 |
| 100 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.50 |
1.0% |
86% |
False |
False |
920 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
19.50 |
0.9% |
86% |
False |
False |
776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.00 |
|
2.618 |
2,151.00 |
|
1.618 |
2,133.75 |
|
1.000 |
2,123.00 |
|
0.618 |
2,116.50 |
|
HIGH |
2,105.75 |
|
0.618 |
2,099.25 |
|
0.500 |
2,097.00 |
|
0.382 |
2,095.00 |
|
LOW |
2,088.50 |
|
0.618 |
2,077.75 |
|
1.000 |
2,071.25 |
|
1.618 |
2,060.50 |
|
2.618 |
2,043.25 |
|
4.250 |
2,015.25 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.00 |
2,086.00 |
| PP |
2,094.75 |
2,082.00 |
| S1 |
2,092.50 |
2,078.00 |
|