| 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 |
3,572.0 |
3,577.0 |
5.0 |
0.1% |
3,654.0 |
| High |
3,606.0 |
3,620.0 |
14.0 |
0.4% |
3,727.0 |
| Low |
3,534.0 |
3,489.0 |
-45.0 |
-1.3% |
3,521.0 |
| Close |
3,587.0 |
3,499.0 |
-88.0 |
-2.5% |
3,568.0 |
| Range |
72.0 |
131.0 |
59.0 |
81.9% |
206.0 |
| ATR |
68.5 |
73.0 |
4.5 |
6.5% |
0.0 |
| Volume |
1,258,800 |
1,323,087 |
64,287 |
5.1% |
4,879,329 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,929.0 |
3,845.0 |
3,571.1 |
|
| R3 |
3,798.0 |
3,714.0 |
3,535.0 |
|
| R2 |
3,667.0 |
3,667.0 |
3,523.0 |
|
| R1 |
3,583.0 |
3,583.0 |
3,511.0 |
3,559.5 |
| PP |
3,536.0 |
3,536.0 |
3,536.0 |
3,524.3 |
| S1 |
3,452.0 |
3,452.0 |
3,487.0 |
3,428.5 |
| S2 |
3,405.0 |
3,405.0 |
3,475.0 |
|
| S3 |
3,274.0 |
3,321.0 |
3,463.0 |
|
| S4 |
3,143.0 |
3,190.0 |
3,427.0 |
|
|
| 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 |
3,713.0 |
3,489.0 |
224.0 |
6.4% |
98.4 |
2.8% |
4% |
False |
True |
1,294,480 |
| 10 |
3,727.0 |
3,489.0 |
238.0 |
6.8% |
84.9 |
2.4% |
4% |
False |
True |
1,174,203 |
| 20 |
3,769.0 |
3,489.0 |
280.0 |
8.0% |
66.2 |
1.9% |
4% |
False |
True |
1,085,779 |
| 40 |
3,769.0 |
3,476.0 |
293.0 |
8.4% |
60.2 |
1.7% |
8% |
False |
False |
967,832 |
| 60 |
3,769.0 |
3,248.0 |
521.0 |
14.9% |
55.9 |
1.6% |
48% |
False |
False |
649,899 |
| 80 |
3,769.0 |
2,942.0 |
827.0 |
23.6% |
60.1 |
1.7% |
67% |
False |
False |
487,864 |
| 100 |
3,769.0 |
2,848.0 |
921.0 |
26.3% |
61.0 |
1.7% |
71% |
False |
False |
390,427 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
26.3% |
54.4 |
1.6% |
71% |
False |
False |
325,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,176.8 |
|
2.618 |
3,963.0 |
|
1.618 |
3,832.0 |
|
1.000 |
3,751.0 |
|
0.618 |
3,701.0 |
|
HIGH |
3,620.0 |
|
0.618 |
3,570.0 |
|
0.500 |
3,554.5 |
|
0.382 |
3,539.0 |
|
LOW |
3,489.0 |
|
0.618 |
3,408.0 |
|
1.000 |
3,358.0 |
|
1.618 |
3,277.0 |
|
2.618 |
3,146.0 |
|
4.250 |
2,932.3 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,554.5 |
3,554.5 |
| PP |
3,536.0 |
3,536.0 |
| S1 |
3,517.5 |
3,517.5 |
|