Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,577.0 |
3,512.0 |
-65.0 |
-1.8% |
3,654.0 |
High |
3,620.0 |
3,539.0 |
-81.0 |
-2.2% |
3,727.0 |
Low |
3,489.0 |
3,478.0 |
-11.0 |
-0.3% |
3,521.0 |
Close |
3,499.0 |
3,512.0 |
13.0 |
0.4% |
3,568.0 |
Range |
131.0 |
61.0 |
-70.0 |
-53.4% |
206.0 |
ATR |
73.0 |
72.1 |
-0.9 |
-1.2% |
0.0 |
Volume |
1,323,087 |
1,530,587 |
207,500 |
15.7% |
4,879,329 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.7 |
3,663.3 |
3,545.6 |
|
R3 |
3,631.7 |
3,602.3 |
3,528.8 |
|
R2 |
3,570.7 |
3,570.7 |
3,523.2 |
|
R1 |
3,541.3 |
3,541.3 |
3,517.6 |
3,542.5 |
PP |
3,509.7 |
3,509.7 |
3,509.7 |
3,510.3 |
S1 |
3,480.3 |
3,480.3 |
3,506.4 |
3,481.5 |
S2 |
3,448.7 |
3,448.7 |
3,500.8 |
|
S3 |
3,387.7 |
3,419.3 |
3,495.2 |
|
S4 |
3,326.7 |
3,358.3 |
3,478.5 |
|
|
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 |
3,678.0 |
3,478.0 |
200.0 |
5.7% |
95.0 |
2.7% |
17% |
False |
True |
1,284,553 |
10 |
3,727.0 |
3,478.0 |
249.0 |
7.1% |
85.9 |
2.4% |
14% |
False |
True |
1,229,905 |
20 |
3,769.0 |
3,478.0 |
291.0 |
8.3% |
68.3 |
1.9% |
12% |
False |
True |
1,120,100 |
40 |
3,769.0 |
3,476.0 |
293.0 |
8.3% |
60.8 |
1.7% |
12% |
False |
False |
1,002,913 |
60 |
3,769.0 |
3,248.0 |
521.0 |
14.8% |
56.0 |
1.6% |
51% |
False |
False |
675,397 |
80 |
3,769.0 |
2,942.0 |
827.0 |
23.5% |
59.9 |
1.7% |
69% |
False |
False |
506,909 |
100 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
60.9 |
1.7% |
72% |
False |
False |
405,731 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
54.6 |
1.6% |
72% |
False |
False |
338,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,798.3 |
2.618 |
3,698.7 |
1.618 |
3,637.7 |
1.000 |
3,600.0 |
0.618 |
3,576.7 |
HIGH |
3,539.0 |
0.618 |
3,515.7 |
0.500 |
3,508.5 |
0.382 |
3,501.3 |
LOW |
3,478.0 |
0.618 |
3,440.3 |
1.000 |
3,417.0 |
1.618 |
3,379.3 |
2.618 |
3,318.3 |
4.250 |
3,218.8 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,510.8 |
3,549.0 |
PP |
3,509.7 |
3,536.7 |
S1 |
3,508.5 |
3,524.3 |
|