Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,026.02 |
18,062.53 |
36.51 |
0.2% |
18,097.89 |
High |
18,133.76 |
18,086.01 |
-47.75 |
-0.3% |
18,175.56 |
Low |
18,026.02 |
17,905.71 |
-120.31 |
-0.7% |
17,774.89 |
Close |
18,070.40 |
17,928.20 |
-142.20 |
-0.8% |
18,024.06 |
Range |
107.74 |
180.30 |
72.56 |
67.3% |
400.67 |
ATR |
179.31 |
179.38 |
0.07 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,514.21 |
18,401.50 |
18,027.37 |
|
R3 |
18,333.91 |
18,221.20 |
17,977.78 |
|
R2 |
18,153.61 |
18,153.61 |
17,961.26 |
|
R1 |
18,040.90 |
18,040.90 |
17,944.73 |
18,007.11 |
PP |
17,973.31 |
17,973.31 |
17,973.31 |
17,956.41 |
S1 |
17,860.60 |
17,860.60 |
17,911.67 |
17,826.81 |
S2 |
17,793.01 |
17,793.01 |
17,895.15 |
|
S3 |
17,612.71 |
17,680.30 |
17,878.62 |
|
S4 |
17,432.41 |
17,500.00 |
17,829.04 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,193.51 |
19,009.46 |
18,244.43 |
|
R3 |
18,792.84 |
18,608.79 |
18,134.24 |
|
R2 |
18,392.17 |
18,392.17 |
18,097.52 |
|
R1 |
18,208.12 |
18,208.12 |
18,060.79 |
18,099.81 |
PP |
17,991.50 |
17,991.50 |
17,991.50 |
17,937.35 |
S1 |
17,807.45 |
17,807.45 |
17,987.33 |
17,699.14 |
S2 |
17,590.83 |
17,590.83 |
17,950.60 |
|
S3 |
17,190.16 |
17,406.78 |
17,913.88 |
|
S4 |
16,789.49 |
17,006.11 |
17,803.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,133.76 |
17,774.89 |
358.87 |
2.0% |
171.77 |
1.0% |
43% |
False |
False |
|
10 |
18,175.56 |
17,774.89 |
400.67 |
2.2% |
164.64 |
0.9% |
38% |
False |
False |
|
20 |
18,175.56 |
17,748.53 |
427.03 |
2.4% |
169.55 |
0.9% |
42% |
False |
False |
|
40 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
190.14 |
1.1% |
56% |
False |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
170.89 |
1.0% |
49% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
193.37 |
1.1% |
71% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
199.52 |
1.1% |
71% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
182.80 |
1.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,852.29 |
2.618 |
18,558.04 |
1.618 |
18,377.74 |
1.000 |
18,266.31 |
0.618 |
18,197.44 |
HIGH |
18,086.01 |
0.618 |
18,017.14 |
0.500 |
17,995.86 |
0.382 |
17,974.58 |
LOW |
17,905.71 |
0.618 |
17,794.28 |
1.000 |
17,725.41 |
1.618 |
17,613.98 |
2.618 |
17,433.68 |
4.250 |
17,139.44 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,995.86 |
17,996.52 |
PP |
17,973.31 |
17,973.74 |
S1 |
17,950.75 |
17,950.97 |
|