Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,562.0 |
3,572.0 |
10.0 |
0.3% |
3,654.0 |
High |
3,588.0 |
3,606.0 |
18.0 |
0.5% |
3,727.0 |
Low |
3,521.0 |
3,534.0 |
13.0 |
0.4% |
3,521.0 |
Close |
3,568.0 |
3,587.0 |
19.0 |
0.5% |
3,568.0 |
Range |
67.0 |
72.0 |
5.0 |
7.5% |
206.0 |
ATR |
68.2 |
68.5 |
0.3 |
0.4% |
0.0 |
Volume |
802,949 |
1,258,800 |
455,851 |
56.8% |
4,879,329 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,791.7 |
3,761.3 |
3,626.6 |
|
R3 |
3,719.7 |
3,689.3 |
3,606.8 |
|
R2 |
3,647.7 |
3,647.7 |
3,600.2 |
|
R1 |
3,617.3 |
3,617.3 |
3,593.6 |
3,632.5 |
PP |
3,575.7 |
3,575.7 |
3,575.7 |
3,583.3 |
S1 |
3,545.3 |
3,545.3 |
3,580.4 |
3,560.5 |
S2 |
3,503.7 |
3,503.7 |
3,573.8 |
|
S3 |
3,431.7 |
3,473.3 |
3,567.2 |
|
S4 |
3,359.7 |
3,401.3 |
3,547.4 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.3 |
4,101.7 |
3,681.3 |
|
R3 |
4,017.3 |
3,895.7 |
3,624.7 |
|
R2 |
3,811.3 |
3,811.3 |
3,605.8 |
|
R1 |
3,689.7 |
3,689.7 |
3,586.9 |
3,647.5 |
PP |
3,605.3 |
3,605.3 |
3,605.3 |
3,584.3 |
S1 |
3,483.7 |
3,483.7 |
3,549.1 |
3,441.5 |
S2 |
3,399.3 |
3,399.3 |
3,530.2 |
|
S3 |
3,193.3 |
3,277.7 |
3,511.4 |
|
S4 |
2,987.3 |
3,071.7 |
3,454.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,727.0 |
3,521.0 |
206.0 |
5.7% |
94.4 |
2.6% |
32% |
False |
False |
1,227,625 |
10 |
3,727.0 |
3,521.0 |
206.0 |
5.7% |
76.4 |
2.1% |
32% |
False |
False |
1,146,711 |
20 |
3,769.0 |
3,521.0 |
248.0 |
6.9% |
63.6 |
1.8% |
27% |
False |
False |
1,050,254 |
40 |
3,769.0 |
3,457.0 |
312.0 |
8.7% |
58.4 |
1.6% |
42% |
False |
False |
937,305 |
60 |
3,769.0 |
3,248.0 |
521.0 |
14.5% |
54.5 |
1.5% |
65% |
False |
False |
627,862 |
80 |
3,769.0 |
2,940.0 |
829.0 |
23.1% |
59.0 |
1.6% |
78% |
False |
False |
471,327 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.7% |
59.9 |
1.7% |
80% |
False |
False |
377,196 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.7% |
53.4 |
1.5% |
80% |
False |
False |
314,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,912.0 |
2.618 |
3,794.5 |
1.618 |
3,722.5 |
1.000 |
3,678.0 |
0.618 |
3,650.5 |
HIGH |
3,606.0 |
0.618 |
3,578.5 |
0.500 |
3,570.0 |
0.382 |
3,561.5 |
LOW |
3,534.0 |
0.618 |
3,489.5 |
1.000 |
3,462.0 |
1.618 |
3,417.5 |
2.618 |
3,345.5 |
4.250 |
3,228.0 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,581.3 |
3,599.5 |
PP |
3,575.7 |
3,595.3 |
S1 |
3,570.0 |
3,591.2 |
|