Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,502.0 |
3,515.0 |
13.0 |
0.4% |
3,572.0 |
High |
3,526.0 |
3,616.0 |
90.0 |
2.6% |
3,620.0 |
Low |
3,441.0 |
3,512.0 |
71.0 |
2.1% |
3,441.0 |
Close |
3,517.0 |
3,603.0 |
86.0 |
2.4% |
3,603.0 |
Range |
85.0 |
104.0 |
19.0 |
22.4% |
179.0 |
ATR |
73.0 |
75.2 |
2.2 |
3.0% |
0.0 |
Volume |
1,530,587 |
770,241 |
-760,346 |
-49.7% |
6,413,302 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,889.0 |
3,850.0 |
3,660.2 |
|
R3 |
3,785.0 |
3,746.0 |
3,631.6 |
|
R2 |
3,681.0 |
3,681.0 |
3,622.1 |
|
R1 |
3,642.0 |
3,642.0 |
3,612.5 |
3,661.5 |
PP |
3,577.0 |
3,577.0 |
3,577.0 |
3,586.8 |
S1 |
3,538.0 |
3,538.0 |
3,593.5 |
3,557.5 |
S2 |
3,473.0 |
3,473.0 |
3,583.9 |
|
S3 |
3,369.0 |
3,434.0 |
3,574.4 |
|
S4 |
3,265.0 |
3,330.0 |
3,545.8 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,091.7 |
4,026.3 |
3,701.5 |
|
R3 |
3,912.7 |
3,847.3 |
3,652.2 |
|
R2 |
3,733.7 |
3,733.7 |
3,635.8 |
|
R1 |
3,668.3 |
3,668.3 |
3,619.4 |
3,701.0 |
PP |
3,554.7 |
3,554.7 |
3,554.7 |
3,571.0 |
S1 |
3,489.3 |
3,489.3 |
3,586.6 |
3,522.0 |
S2 |
3,375.7 |
3,375.7 |
3,570.2 |
|
S3 |
3,196.7 |
3,310.3 |
3,553.8 |
|
S4 |
3,017.7 |
3,131.3 |
3,504.6 |
|
|
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 |
5.0% |
90.6 |
2.5% |
91% |
False |
False |
1,282,660 |
10 |
3,727.0 |
3,441.0 |
286.0 |
7.9% |
90.7 |
2.5% |
57% |
False |
False |
1,243,515 |
20 |
3,769.0 |
3,441.0 |
328.0 |
9.1% |
73.3 |
2.0% |
49% |
False |
False |
1,154,868 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.1% |
63.7 |
1.8% |
49% |
False |
False |
1,059,002 |
60 |
3,769.0 |
3,264.0 |
505.0 |
14.0% |
57.7 |
1.6% |
67% |
False |
False |
713,737 |
80 |
3,769.0 |
2,942.0 |
827.0 |
23.0% |
60.3 |
1.7% |
80% |
False |
False |
535,660 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.6% |
62.0 |
1.7% |
82% |
False |
False |
428,739 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.6% |
56.0 |
1.6% |
82% |
False |
False |
357,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,058.0 |
2.618 |
3,888.3 |
1.618 |
3,784.3 |
1.000 |
3,720.0 |
0.618 |
3,680.3 |
HIGH |
3,616.0 |
0.618 |
3,576.3 |
0.500 |
3,564.0 |
0.382 |
3,551.7 |
LOW |
3,512.0 |
0.618 |
3,447.7 |
1.000 |
3,408.0 |
1.618 |
3,343.7 |
2.618 |
3,239.7 |
4.250 |
3,070.0 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,590.0 |
3,578.2 |
PP |
3,577.0 |
3,553.3 |
S1 |
3,564.0 |
3,528.5 |
|