Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,832.0 |
5,744.0 |
-88.0 |
-1.5% |
5,985.0 |
High |
5,889.0 |
5,754.0 |
-135.0 |
-2.3% |
5,985.0 |
Low |
5,784.0 |
5,653.0 |
-131.0 |
-2.3% |
5,730.0 |
Close |
5,804.0 |
5,655.0 |
-149.0 |
-2.6% |
5,799.0 |
Range |
105.0 |
101.0 |
-4.0 |
-3.8% |
255.0 |
ATR |
70.5 |
76.2 |
5.8 |
8.2% |
0.0 |
Volume |
36,924 |
34,076 |
-2,848 |
-7.7% |
111,684 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,990.3 |
5,923.7 |
5,710.6 |
|
R3 |
5,889.3 |
5,822.7 |
5,682.8 |
|
R2 |
5,788.3 |
5,788.3 |
5,673.5 |
|
R1 |
5,721.7 |
5,721.7 |
5,664.3 |
5,704.5 |
PP |
5,687.3 |
5,687.3 |
5,687.3 |
5,678.8 |
S1 |
5,620.7 |
5,620.7 |
5,645.7 |
5,603.5 |
S2 |
5,586.3 |
5,586.3 |
5,636.5 |
|
S3 |
5,485.3 |
5,519.7 |
5,627.2 |
|
S4 |
5,384.3 |
5,418.7 |
5,599.5 |
|
|
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 |
5,889.0 |
5,653.0 |
236.0 |
4.2% |
76.8 |
1.4% |
1% |
False |
True |
29,897 |
10 |
5,985.0 |
5,653.0 |
332.0 |
5.9% |
72.6 |
1.3% |
1% |
False |
True |
27,106 |
20 |
5,993.0 |
5,653.0 |
340.0 |
6.0% |
62.5 |
1.1% |
1% |
False |
True |
23,279 |
40 |
6,000.0 |
5,653.0 |
347.0 |
6.1% |
59.0 |
1.0% |
1% |
False |
True |
27,204 |
60 |
6,000.0 |
5,653.0 |
347.0 |
6.1% |
51.1 |
0.9% |
1% |
False |
True |
18,187 |
80 |
6,000.0 |
5,220.0 |
780.0 |
13.8% |
44.8 |
0.8% |
56% |
False |
False |
13,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,183.3 |
2.618 |
6,018.4 |
1.618 |
5,917.4 |
1.000 |
5,855.0 |
0.618 |
5,816.4 |
HIGH |
5,754.0 |
0.618 |
5,715.4 |
0.500 |
5,703.5 |
0.382 |
5,691.6 |
LOW |
5,653.0 |
0.618 |
5,590.6 |
1.000 |
5,552.0 |
1.618 |
5,489.6 |
2.618 |
5,388.6 |
4.250 |
5,223.8 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,703.5 |
5,771.0 |
PP |
5,687.3 |
5,732.3 |
S1 |
5,671.2 |
5,693.7 |
|