| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,476.0 |
11,535.5 |
59.5 |
0.5% |
11,863.0 |
| High |
11,592.0 |
11,680.5 |
88.5 |
0.8% |
12,085.0 |
| Low |
11,353.0 |
11,424.5 |
71.5 |
0.6% |
11,353.0 |
| Close |
11,489.5 |
11,653.0 |
163.5 |
1.4% |
11,489.5 |
| Range |
239.0 |
256.0 |
17.0 |
7.1% |
732.0 |
| ATR |
249.3 |
249.8 |
0.5 |
0.2% |
0.0 |
| Volume |
88,613 |
153,266 |
64,653 |
73.0% |
550,579 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,354.0 |
12,259.5 |
11,793.8 |
|
| R3 |
12,098.0 |
12,003.5 |
11,723.4 |
|
| R2 |
11,842.0 |
11,842.0 |
11,699.9 |
|
| R1 |
11,747.5 |
11,747.5 |
11,676.5 |
11,794.8 |
| PP |
11,586.0 |
11,586.0 |
11,586.0 |
11,609.6 |
| S1 |
11,491.5 |
11,491.5 |
11,629.5 |
11,538.8 |
| S2 |
11,330.0 |
11,330.0 |
11,606.1 |
|
| S3 |
11,074.0 |
11,235.5 |
11,582.6 |
|
| S4 |
10,818.0 |
10,979.5 |
11,512.2 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,838.5 |
13,396.0 |
11,892.1 |
|
| R3 |
13,106.5 |
12,664.0 |
11,690.8 |
|
| R2 |
12,374.5 |
12,374.5 |
11,623.7 |
|
| R1 |
11,932.0 |
11,932.0 |
11,556.6 |
11,787.3 |
| PP |
11,642.5 |
11,642.5 |
11,642.5 |
11,570.1 |
| S1 |
11,200.0 |
11,200.0 |
11,422.4 |
11,055.3 |
| S2 |
10,910.5 |
10,910.5 |
11,355.3 |
|
| S3 |
10,178.5 |
10,468.0 |
11,288.2 |
|
| S4 |
9,446.5 |
9,736.0 |
11,086.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,085.0 |
11,353.0 |
732.0 |
6.3% |
332.4 |
2.9% |
41% |
False |
False |
140,769 |
| 10 |
12,113.5 |
11,353.0 |
760.5 |
6.5% |
277.1 |
2.4% |
39% |
False |
False |
131,925 |
| 20 |
12,429.5 |
11,353.0 |
1,076.5 |
9.2% |
236.2 |
2.0% |
28% |
False |
False |
115,203 |
| 40 |
12,429.5 |
11,215.0 |
1,214.5 |
10.4% |
219.8 |
1.9% |
36% |
False |
False |
94,193 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
15.6% |
189.5 |
1.6% |
57% |
False |
False |
63,078 |
| 80 |
12,429.5 |
9,486.0 |
2,943.5 |
25.3% |
195.0 |
1.7% |
74% |
False |
False |
47,472 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.3% |
191.7 |
1.6% |
76% |
False |
False |
38,020 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.1% |
175.5 |
1.5% |
76% |
False |
False |
31,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,768.5 |
|
2.618 |
12,350.7 |
|
1.618 |
12,094.7 |
|
1.000 |
11,936.5 |
|
0.618 |
11,838.7 |
|
HIGH |
11,680.5 |
|
0.618 |
11,582.7 |
|
0.500 |
11,552.5 |
|
0.382 |
11,522.3 |
|
LOW |
11,424.5 |
|
0.618 |
11,266.3 |
|
1.000 |
11,168.5 |
|
1.618 |
11,010.3 |
|
2.618 |
10,754.3 |
|
4.250 |
10,336.5 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,619.5 |
11,646.3 |
| PP |
11,586.0 |
11,639.5 |
| S1 |
11,552.5 |
11,632.8 |
|