Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,512.0 |
3,502.0 |
-10.0 |
-0.3% |
3,654.0 |
High |
3,539.0 |
3,526.0 |
-13.0 |
-0.4% |
3,727.0 |
Low |
3,478.0 |
3,441.0 |
-37.0 |
-1.1% |
3,521.0 |
Close |
3,512.0 |
3,517.0 |
5.0 |
0.1% |
3,568.0 |
Range |
61.0 |
85.0 |
24.0 |
39.3% |
206.0 |
ATR |
72.1 |
73.0 |
0.9 |
1.3% |
0.0 |
Volume |
1,530,587 |
1,530,587 |
0 |
0.0% |
4,879,329 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,749.7 |
3,718.3 |
3,563.8 |
|
R3 |
3,664.7 |
3,633.3 |
3,540.4 |
|
R2 |
3,579.7 |
3,579.7 |
3,532.6 |
|
R1 |
3,548.3 |
3,548.3 |
3,524.8 |
3,564.0 |
PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,502.5 |
S1 |
3,463.3 |
3,463.3 |
3,509.2 |
3,479.0 |
S2 |
3,409.7 |
3,409.7 |
3,501.4 |
|
S3 |
3,324.7 |
3,378.3 |
3,493.6 |
|
S4 |
3,239.7 |
3,293.3 |
3,470.3 |
|
|
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 |
3,620.0 |
3,441.0 |
179.0 |
5.1% |
83.2 |
2.4% |
42% |
False |
True |
1,289,202 |
10 |
3,727.0 |
3,441.0 |
286.0 |
8.1% |
87.7 |
2.5% |
27% |
False |
True |
1,259,319 |
20 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
70.5 |
2.0% |
23% |
False |
True |
1,160,109 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
62.0 |
1.8% |
23% |
False |
True |
1,040,462 |
60 |
3,769.0 |
3,248.0 |
521.0 |
14.8% |
56.7 |
1.6% |
52% |
False |
False |
700,905 |
80 |
3,769.0 |
2,942.0 |
827.0 |
23.5% |
59.7 |
1.7% |
70% |
False |
False |
526,033 |
100 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
61.4 |
1.7% |
73% |
False |
False |
421,037 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
55.2 |
1.6% |
73% |
False |
False |
350,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,887.3 |
2.618 |
3,748.5 |
1.618 |
3,663.5 |
1.000 |
3,611.0 |
0.618 |
3,578.5 |
HIGH |
3,526.0 |
0.618 |
3,493.5 |
0.500 |
3,483.5 |
0.382 |
3,473.5 |
LOW |
3,441.0 |
0.618 |
3,388.5 |
1.000 |
3,356.0 |
1.618 |
3,303.5 |
2.618 |
3,218.5 |
4.250 |
3,079.8 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,505.8 |
3,530.5 |
PP |
3,494.7 |
3,526.0 |
S1 |
3,483.5 |
3,521.5 |
|