| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
5,819.0 |
5,832.0 |
13.0 |
0.2% |
5,985.0 |
| High |
5,834.0 |
5,889.0 |
55.0 |
0.9% |
5,985.0 |
| Low |
5,773.0 |
5,784.0 |
11.0 |
0.2% |
5,730.0 |
| Close |
5,806.0 |
5,804.0 |
-2.0 |
0.0% |
5,799.0 |
| Range |
61.0 |
105.0 |
44.0 |
72.1% |
255.0 |
| ATR |
67.8 |
70.5 |
2.7 |
3.9% |
0.0 |
| Volume |
19,867 |
36,924 |
17,057 |
85.9% |
111,684 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,140.7 |
6,077.3 |
5,861.8 |
|
| R3 |
6,035.7 |
5,972.3 |
5,832.9 |
|
| R2 |
5,930.7 |
5,930.7 |
5,823.3 |
|
| R1 |
5,867.3 |
5,867.3 |
5,813.6 |
5,846.5 |
| PP |
5,825.7 |
5,825.7 |
5,825.7 |
5,815.3 |
| S1 |
5,762.3 |
5,762.3 |
5,794.4 |
5,741.5 |
| S2 |
5,720.7 |
5,720.7 |
5,784.8 |
|
| S3 |
5,615.7 |
5,657.3 |
5,775.1 |
|
| S4 |
5,510.7 |
5,552.3 |
5,746.3 |
|
|
| 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 |
5,926.0 |
5,730.0 |
196.0 |
3.4% |
78.4 |
1.4% |
38% |
False |
False |
29,772 |
| 10 |
5,985.0 |
5,730.0 |
255.0 |
4.4% |
66.1 |
1.1% |
29% |
False |
False |
25,074 |
| 20 |
5,993.0 |
5,730.0 |
263.0 |
4.5% |
61.8 |
1.1% |
28% |
False |
False |
23,385 |
| 40 |
6,000.0 |
5,730.0 |
270.0 |
4.7% |
57.5 |
1.0% |
27% |
False |
False |
26,360 |
| 60 |
6,000.0 |
5,670.0 |
330.0 |
5.7% |
49.9 |
0.9% |
41% |
False |
False |
17,619 |
| 80 |
6,000.0 |
5,220.0 |
780.0 |
13.4% |
43.6 |
0.8% |
75% |
False |
False |
13,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,335.3 |
|
2.618 |
6,163.9 |
|
1.618 |
6,058.9 |
|
1.000 |
5,994.0 |
|
0.618 |
5,953.9 |
|
HIGH |
5,889.0 |
|
0.618 |
5,848.9 |
|
0.500 |
5,836.5 |
|
0.382 |
5,824.1 |
|
LOW |
5,784.0 |
|
0.618 |
5,719.1 |
|
1.000 |
5,679.0 |
|
1.618 |
5,614.1 |
|
2.618 |
5,509.1 |
|
4.250 |
5,337.8 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,836.5 |
5,817.5 |
| PP |
5,825.7 |
5,813.0 |
| S1 |
5,814.8 |
5,808.5 |
|