Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,606.0 |
5,610.0 |
4.0 |
0.1% |
5,819.0 |
High |
5,633.0 |
5,661.0 |
28.0 |
0.5% |
5,889.0 |
Low |
5,559.0 |
5,593.0 |
34.0 |
0.6% |
5,559.0 |
Close |
5,617.0 |
5,602.0 |
-15.0 |
-0.3% |
5,602.0 |
Range |
74.0 |
68.0 |
-6.0 |
-8.1% |
330.0 |
ATR |
77.6 |
76.9 |
-0.7 |
-0.9% |
0.0 |
Volume |
38,100 |
26,474 |
-11,626 |
-30.5% |
155,441 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,822.7 |
5,780.3 |
5,639.4 |
|
R3 |
5,754.7 |
5,712.3 |
5,620.7 |
|
R2 |
5,686.7 |
5,686.7 |
5,614.5 |
|
R1 |
5,644.3 |
5,644.3 |
5,608.2 |
5,631.5 |
PP |
5,618.7 |
5,618.7 |
5,618.7 |
5,612.3 |
S1 |
5,576.3 |
5,576.3 |
5,595.8 |
5,563.5 |
S2 |
5,550.7 |
5,550.7 |
5,589.5 |
|
S3 |
5,482.7 |
5,508.3 |
5,583.3 |
|
S4 |
5,414.7 |
5,440.3 |
5,564.6 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,673.3 |
6,467.7 |
5,783.5 |
|
R3 |
6,343.3 |
6,137.7 |
5,692.8 |
|
R2 |
6,013.3 |
6,013.3 |
5,662.5 |
|
R1 |
5,807.7 |
5,807.7 |
5,632.3 |
5,745.5 |
PP |
5,683.3 |
5,683.3 |
5,683.3 |
5,652.3 |
S1 |
5,477.7 |
5,477.7 |
5,571.8 |
5,415.5 |
S2 |
5,353.3 |
5,353.3 |
5,541.5 |
|
S3 |
5,023.3 |
5,147.7 |
5,511.3 |
|
S4 |
4,693.3 |
4,817.7 |
5,420.5 |
|
|
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% |
81.8 |
1.5% |
13% |
False |
False |
31,088 |
10 |
5,985.0 |
5,559.0 |
426.0 |
7.6% |
77.8 |
1.4% |
10% |
False |
False |
29,617 |
20 |
5,993.0 |
5,559.0 |
434.0 |
7.7% |
64.7 |
1.2% |
10% |
False |
False |
24,715 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
60.5 |
1.1% |
10% |
False |
False |
28,781 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
52.0 |
0.9% |
10% |
False |
False |
19,263 |
80 |
6,000.0 |
5,220.0 |
780.0 |
13.9% |
46.6 |
0.8% |
49% |
False |
False |
14,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,950.0 |
2.618 |
5,839.0 |
1.618 |
5,771.0 |
1.000 |
5,729.0 |
0.618 |
5,703.0 |
HIGH |
5,661.0 |
0.618 |
5,635.0 |
0.500 |
5,627.0 |
0.382 |
5,619.0 |
LOW |
5,593.0 |
0.618 |
5,551.0 |
1.000 |
5,525.0 |
1.618 |
5,483.0 |
2.618 |
5,415.0 |
4.250 |
5,304.0 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,627.0 |
5,656.5 |
PP |
5,618.7 |
5,638.3 |
S1 |
5,610.3 |
5,620.2 |
|