Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,744.0 |
5,606.0 |
-138.0 |
-2.4% |
5,985.0 |
High |
5,754.0 |
5,633.0 |
-121.0 |
-2.1% |
5,985.0 |
Low |
5,653.0 |
5,559.0 |
-94.0 |
-1.7% |
5,730.0 |
Close |
5,655.0 |
5,617.0 |
-38.0 |
-0.7% |
5,799.0 |
Range |
101.0 |
74.0 |
-27.0 |
-26.7% |
255.0 |
ATR |
76.2 |
77.6 |
1.4 |
1.9% |
0.0 |
Volume |
34,076 |
38,100 |
4,024 |
11.8% |
111,684 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,825.0 |
5,795.0 |
5,657.7 |
|
R3 |
5,751.0 |
5,721.0 |
5,637.4 |
|
R2 |
5,677.0 |
5,677.0 |
5,630.6 |
|
R1 |
5,647.0 |
5,647.0 |
5,623.8 |
5,662.0 |
PP |
5,603.0 |
5,603.0 |
5,603.0 |
5,610.5 |
S1 |
5,573.0 |
5,573.0 |
5,610.2 |
5,588.0 |
S2 |
5,529.0 |
5,529.0 |
5,603.4 |
|
S3 |
5,455.0 |
5,499.0 |
5,596.7 |
|
S4 |
5,381.0 |
5,425.0 |
5,576.3 |
|
|
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 |
5,889.0 |
5,559.0 |
330.0 |
5.9% |
80.2 |
1.4% |
18% |
False |
True |
29,820 |
10 |
5,985.0 |
5,559.0 |
426.0 |
7.6% |
73.7 |
1.3% |
14% |
False |
True |
28,618 |
20 |
5,993.0 |
5,559.0 |
434.0 |
7.7% |
63.4 |
1.1% |
13% |
False |
True |
24,275 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
59.9 |
1.1% |
13% |
False |
True |
28,142 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
50.9 |
0.9% |
13% |
False |
True |
18,822 |
80 |
6,000.0 |
5,220.0 |
780.0 |
13.9% |
45.7 |
0.8% |
51% |
False |
False |
14,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,947.5 |
2.618 |
5,826.7 |
1.618 |
5,752.7 |
1.000 |
5,707.0 |
0.618 |
5,678.7 |
HIGH |
5,633.0 |
0.618 |
5,604.7 |
0.500 |
5,596.0 |
0.382 |
5,587.3 |
LOW |
5,559.0 |
0.618 |
5,513.3 |
1.000 |
5,485.0 |
1.618 |
5,439.3 |
2.618 |
5,365.3 |
4.250 |
5,244.5 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,610.0 |
5,724.0 |
PP |
5,603.0 |
5,688.3 |
S1 |
5,596.0 |
5,652.7 |
|