| 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 |
17,895 |
18,129 |
234 |
1.3% |
17,938 |
| High |
18,155 |
18,152 |
-3 |
0.0% |
18,155 |
| Low |
17,883 |
18,025 |
142 |
0.8% |
17,629 |
| Close |
18,121 |
18,041 |
-80 |
-0.4% |
18,121 |
| Range |
272 |
127 |
-145 |
-53.3% |
526 |
| ATR |
219 |
213 |
-7 |
-3.0% |
0 |
| Volume |
155,957 |
112,003 |
-43,954 |
-28.2% |
802,613 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,454 |
18,374 |
18,111 |
|
| R3 |
18,327 |
18,247 |
18,076 |
|
| R2 |
18,200 |
18,200 |
18,064 |
|
| R1 |
18,120 |
18,120 |
18,053 |
18,097 |
| PP |
18,073 |
18,073 |
18,073 |
18,061 |
| S1 |
17,993 |
17,993 |
18,029 |
17,970 |
| S2 |
17,946 |
17,946 |
18,018 |
|
| S3 |
17,819 |
17,866 |
18,006 |
|
| S4 |
17,692 |
17,739 |
17,971 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,546 |
19,360 |
18,410 |
|
| R3 |
19,020 |
18,834 |
18,266 |
|
| R2 |
18,494 |
18,494 |
18,218 |
|
| R1 |
18,308 |
18,308 |
18,169 |
18,401 |
| PP |
17,968 |
17,968 |
17,968 |
18,015 |
| S1 |
17,782 |
17,782 |
18,073 |
17,875 |
| S2 |
17,442 |
17,442 |
18,025 |
|
| S3 |
16,916 |
17,256 |
17,976 |
|
| S4 |
16,390 |
16,730 |
17,832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,155 |
17,629 |
526 |
2.9% |
239 |
1.3% |
78% |
False |
False |
163,334 |
| 10 |
18,155 |
17,629 |
526 |
2.9% |
223 |
1.2% |
78% |
False |
False |
159,707 |
| 20 |
18,155 |
17,629 |
526 |
2.9% |
212 |
1.2% |
78% |
False |
False |
149,731 |
| 40 |
18,155 |
17,465 |
690 |
3.8% |
215 |
1.2% |
83% |
False |
False |
137,031 |
| 60 |
18,188 |
17,465 |
723 |
4.0% |
195 |
1.1% |
80% |
False |
False |
94,367 |
| 80 |
18,188 |
16,880 |
1,308 |
7.3% |
202 |
1.1% |
89% |
False |
False |
70,786 |
| 100 |
18,188 |
16,880 |
1,308 |
7.3% |
200 |
1.1% |
89% |
False |
False |
56,636 |
| 120 |
18,188 |
16,880 |
1,308 |
7.3% |
175 |
1.0% |
89% |
False |
False |
47,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,692 |
|
2.618 |
18,485 |
|
1.618 |
18,358 |
|
1.000 |
18,279 |
|
0.618 |
18,231 |
|
HIGH |
18,152 |
|
0.618 |
18,104 |
|
0.500 |
18,089 |
|
0.382 |
18,074 |
|
LOW |
18,025 |
|
0.618 |
17,947 |
|
1.000 |
17,898 |
|
1.618 |
17,820 |
|
2.618 |
17,693 |
|
4.250 |
17,485 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,089 |
17,991 |
| PP |
18,073 |
17,942 |
| S1 |
18,057 |
17,892 |
|