Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,746.0 |
5,819.0 |
73.0 |
1.3% |
5,985.0 |
High |
5,806.0 |
5,834.0 |
28.0 |
0.5% |
5,985.0 |
Low |
5,746.0 |
5,773.0 |
27.0 |
0.5% |
5,730.0 |
Close |
5,799.0 |
5,806.0 |
7.0 |
0.1% |
5,799.0 |
Range |
60.0 |
61.0 |
1.0 |
1.7% |
255.0 |
ATR |
68.3 |
67.8 |
-0.5 |
-0.8% |
0.0 |
Volume |
20,133 |
19,867 |
-266 |
-1.3% |
111,684 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,987.3 |
5,957.7 |
5,839.6 |
|
R3 |
5,926.3 |
5,896.7 |
5,822.8 |
|
R2 |
5,865.3 |
5,865.3 |
5,817.2 |
|
R1 |
5,835.7 |
5,835.7 |
5,811.6 |
5,820.0 |
PP |
5,804.3 |
5,804.3 |
5,804.3 |
5,796.5 |
S1 |
5,774.7 |
5,774.7 |
5,800.4 |
5,759.0 |
S2 |
5,743.3 |
5,743.3 |
5,794.8 |
|
S3 |
5,682.3 |
5,713.7 |
5,789.2 |
|
S4 |
5,621.3 |
5,652.7 |
5,772.5 |
|
|
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% |
69.4 |
1.2% |
30% |
False |
False |
26,310 |
10 |
5,985.0 |
5,730.0 |
255.0 |
4.4% |
60.7 |
1.0% |
30% |
False |
False |
23,781 |
20 |
5,993.0 |
5,730.0 |
263.0 |
4.5% |
58.6 |
1.0% |
29% |
False |
False |
22,477 |
40 |
6,000.0 |
5,730.0 |
270.0 |
4.7% |
55.5 |
1.0% |
28% |
False |
False |
25,439 |
60 |
6,000.0 |
5,670.0 |
330.0 |
5.7% |
49.1 |
0.8% |
41% |
False |
False |
17,004 |
80 |
6,000.0 |
5,220.0 |
780.0 |
13.4% |
42.2 |
0.7% |
75% |
False |
False |
12,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,093.3 |
2.618 |
5,993.7 |
1.618 |
5,932.7 |
1.000 |
5,895.0 |
0.618 |
5,871.7 |
HIGH |
5,834.0 |
0.618 |
5,810.7 |
0.500 |
5,803.5 |
0.382 |
5,796.3 |
LOW |
5,773.0 |
0.618 |
5,735.3 |
1.000 |
5,712.0 |
1.618 |
5,674.3 |
2.618 |
5,613.3 |
4.250 |
5,513.8 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,805.2 |
5,798.0 |
PP |
5,804.3 |
5,790.0 |
S1 |
5,803.5 |
5,782.0 |
|