| 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 |
2,088.75 |
2,088.25 |
-0.50 |
0.0% |
2,093.25 |
| High |
2,098.75 |
2,110.50 |
11.75 |
0.6% |
2,107.50 |
| Low |
2,084.00 |
2,084.50 |
0.50 |
0.0% |
2,050.00 |
| Close |
2,087.00 |
2,110.00 |
23.00 |
1.1% |
2,101.00 |
| Range |
14.75 |
26.00 |
11.25 |
76.3% |
57.50 |
| ATR |
22.33 |
22.59 |
0.26 |
1.2% |
0.00 |
| Volume |
2,699 |
1,290 |
-1,409 |
-52.2% |
9,847 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.75 |
2,170.75 |
2,124.25 |
|
| R3 |
2,153.75 |
2,144.75 |
2,117.25 |
|
| R2 |
2,127.75 |
2,127.75 |
2,114.75 |
|
| R1 |
2,118.75 |
2,118.75 |
2,112.50 |
2,123.25 |
| PP |
2,101.75 |
2,101.75 |
2,101.75 |
2,104.00 |
| S1 |
2,092.75 |
2,092.75 |
2,107.50 |
2,097.25 |
| S2 |
2,075.75 |
2,075.75 |
2,105.25 |
|
| S3 |
2,049.75 |
2,066.75 |
2,102.75 |
|
| S4 |
2,023.75 |
2,040.75 |
2,095.75 |
|
|
| 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 |
2,110.50 |
2,072.00 |
38.50 |
1.8% |
21.25 |
1.0% |
99% |
True |
False |
2,139 |
| 10 |
2,110.50 |
2,050.00 |
60.50 |
2.9% |
23.50 |
1.1% |
99% |
True |
False |
2,140 |
| 20 |
2,112.00 |
2,050.00 |
62.00 |
2.9% |
23.00 |
1.1% |
97% |
False |
False |
2,423 |
| 40 |
2,112.00 |
2,026.00 |
86.00 |
4.1% |
22.00 |
1.0% |
98% |
False |
False |
2,282 |
| 60 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
20.75 |
1.0% |
98% |
False |
False |
1,577 |
| 80 |
2,112.00 |
1,968.00 |
144.00 |
6.8% |
21.25 |
1.0% |
99% |
False |
False |
1,205 |
| 100 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.25 |
1.0% |
99% |
False |
False |
980 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.6% |
20.00 |
1.0% |
99% |
False |
False |
828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.00 |
|
2.618 |
2,178.50 |
|
1.618 |
2,152.50 |
|
1.000 |
2,136.50 |
|
0.618 |
2,126.50 |
|
HIGH |
2,110.50 |
|
0.618 |
2,100.50 |
|
0.500 |
2,097.50 |
|
0.382 |
2,094.50 |
|
LOW |
2,084.50 |
|
0.618 |
2,068.50 |
|
1.000 |
2,058.50 |
|
1.618 |
2,042.50 |
|
2.618 |
2,016.50 |
|
4.250 |
1,974.00 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.75 |
2,103.75 |
| PP |
2,101.75 |
2,097.50 |
| S1 |
2,097.50 |
2,091.25 |
|