| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
5,768.0 |
5,746.0 |
-22.0 |
-0.4% |
5,985.0 |
| High |
5,787.0 |
5,806.0 |
19.0 |
0.3% |
5,985.0 |
| Low |
5,730.0 |
5,746.0 |
16.0 |
0.3% |
5,730.0 |
| Close |
5,757.0 |
5,799.0 |
42.0 |
0.7% |
5,799.0 |
| Range |
57.0 |
60.0 |
3.0 |
5.3% |
255.0 |
| ATR |
69.0 |
68.3 |
-0.6 |
-0.9% |
0.0 |
| Volume |
38,485 |
20,133 |
-18,352 |
-47.7% |
111,684 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,963.7 |
5,941.3 |
5,832.0 |
|
| R3 |
5,903.7 |
5,881.3 |
5,815.5 |
|
| R2 |
5,843.7 |
5,843.7 |
5,810.0 |
|
| R1 |
5,821.3 |
5,821.3 |
5,804.5 |
5,832.5 |
| PP |
5,783.7 |
5,783.7 |
5,783.7 |
5,789.3 |
| S1 |
5,761.3 |
5,761.3 |
5,793.5 |
5,772.5 |
| S2 |
5,723.7 |
5,723.7 |
5,788.0 |
|
| S3 |
5,663.7 |
5,701.3 |
5,782.5 |
|
| S4 |
5,603.7 |
5,641.3 |
5,766.0 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,603.0 |
6,456.0 |
5,939.3 |
|
| R3 |
6,348.0 |
6,201.0 |
5,869.1 |
|
| R2 |
6,093.0 |
6,093.0 |
5,845.8 |
|
| R1 |
5,946.0 |
5,946.0 |
5,822.4 |
5,892.0 |
| PP |
5,838.0 |
5,838.0 |
5,838.0 |
5,811.0 |
| S1 |
5,691.0 |
5,691.0 |
5,775.6 |
5,637.0 |
| S2 |
5,583.0 |
5,583.0 |
5,752.3 |
|
| S3 |
5,328.0 |
5,436.0 |
5,728.9 |
|
| S4 |
5,073.0 |
5,181.0 |
5,658.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,985.0 |
5,730.0 |
255.0 |
4.4% |
73.8 |
1.3% |
27% |
False |
False |
28,147 |
| 10 |
5,985.0 |
5,730.0 |
255.0 |
4.4% |
63.0 |
1.1% |
27% |
False |
False |
24,429 |
| 20 |
5,993.0 |
5,730.0 |
263.0 |
4.5% |
58.3 |
1.0% |
26% |
False |
False |
22,662 |
| 40 |
6,000.0 |
5,730.0 |
270.0 |
4.7% |
55.4 |
1.0% |
26% |
False |
False |
24,957 |
| 60 |
6,000.0 |
5,670.0 |
330.0 |
5.7% |
48.8 |
0.8% |
39% |
False |
False |
16,683 |
| 80 |
6,000.0 |
5,220.0 |
780.0 |
13.5% |
41.5 |
0.7% |
74% |
False |
False |
12,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,061.0 |
|
2.618 |
5,963.1 |
|
1.618 |
5,903.1 |
|
1.000 |
5,866.0 |
|
0.618 |
5,843.1 |
|
HIGH |
5,806.0 |
|
0.618 |
5,783.1 |
|
0.500 |
5,776.0 |
|
0.382 |
5,768.9 |
|
LOW |
5,746.0 |
|
0.618 |
5,708.9 |
|
1.000 |
5,686.0 |
|
1.618 |
5,648.9 |
|
2.618 |
5,588.9 |
|
4.250 |
5,491.0 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,791.3 |
5,828.0 |
| PP |
5,783.7 |
5,818.3 |
| S1 |
5,776.0 |
5,808.7 |
|