| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,186.2 |
1,194.0 |
7.8 |
0.7% |
1,181.6 |
| High |
1,198.5 |
1,221.2 |
22.7 |
1.9% |
1,201.8 |
| Low |
1,184.0 |
1,194.0 |
10.0 |
0.8% |
1,181.2 |
| Close |
1,195.3 |
1,221.1 |
25.8 |
2.2% |
1,191.9 |
| Range |
14.5 |
27.2 |
12.7 |
87.6% |
20.6 |
| ATR |
15.1 |
16.0 |
0.9 |
5.7% |
0.0 |
| Volume |
3,989 |
4,487 |
498 |
12.5% |
13,227 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.7 |
1,284.6 |
1,236.1 |
|
| R3 |
1,266.5 |
1,257.4 |
1,228.6 |
|
| R2 |
1,239.3 |
1,239.3 |
1,226.1 |
|
| R1 |
1,230.2 |
1,230.2 |
1,223.6 |
1,234.8 |
| PP |
1,212.1 |
1,212.1 |
1,212.1 |
1,214.4 |
| S1 |
1,203.0 |
1,203.0 |
1,218.6 |
1,207.6 |
| S2 |
1,184.9 |
1,184.9 |
1,216.1 |
|
| S3 |
1,157.7 |
1,175.8 |
1,213.6 |
|
| S4 |
1,130.5 |
1,148.6 |
1,206.1 |
|
|
| 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 |
1,221.2 |
1,181.2 |
40.0 |
3.3% |
15.5 |
1.3% |
100% |
True |
False |
3,942 |
| 10 |
1,221.2 |
1,172.0 |
49.2 |
4.0% |
15.6 |
1.3% |
100% |
True |
False |
2,952 |
| 20 |
1,221.2 |
1,172.0 |
49.2 |
4.0% |
15.2 |
1.2% |
100% |
True |
False |
2,864 |
| 40 |
1,226.4 |
1,148.0 |
78.4 |
6.4% |
14.8 |
1.2% |
93% |
False |
False |
2,655 |
| 60 |
1,226.4 |
1,145.5 |
80.9 |
6.6% |
14.6 |
1.2% |
93% |
False |
False |
2,439 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.4% |
15.9 |
1.3% |
46% |
False |
False |
2,183 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
13.4% |
15.9 |
1.3% |
46% |
False |
False |
1,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.8 |
|
2.618 |
1,292.4 |
|
1.618 |
1,265.2 |
|
1.000 |
1,248.4 |
|
0.618 |
1,238.0 |
|
HIGH |
1,221.2 |
|
0.618 |
1,210.8 |
|
0.500 |
1,207.6 |
|
0.382 |
1,204.4 |
|
LOW |
1,194.0 |
|
0.618 |
1,177.2 |
|
1.000 |
1,166.8 |
|
1.618 |
1,150.0 |
|
2.618 |
1,122.8 |
|
4.250 |
1,078.4 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.6 |
1,214.6 |
| PP |
1,212.1 |
1,208.0 |
| S1 |
1,207.6 |
1,201.5 |
|