| 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 |
11,535.5 |
11,606.5 |
71.0 |
0.6% |
11,863.0 |
| High |
11,680.5 |
11,771.5 |
91.0 |
0.8% |
12,085.0 |
| Low |
11,424.5 |
11,312.0 |
-112.5 |
-1.0% |
11,353.0 |
| Close |
11,653.0 |
11,353.0 |
-300.0 |
-2.6% |
11,489.5 |
| Range |
256.0 |
459.5 |
203.5 |
79.5% |
732.0 |
| ATR |
249.8 |
264.8 |
15.0 |
6.0% |
0.0 |
| Volume |
153,266 |
131,413 |
-21,853 |
-14.3% |
550,579 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,857.3 |
12,564.7 |
11,605.7 |
|
| R3 |
12,397.8 |
12,105.2 |
11,479.4 |
|
| R2 |
11,938.3 |
11,938.3 |
11,437.2 |
|
| R1 |
11,645.7 |
11,645.7 |
11,395.1 |
11,562.3 |
| PP |
11,478.8 |
11,478.8 |
11,478.8 |
11,437.1 |
| S1 |
11,186.2 |
11,186.2 |
11,310.9 |
11,102.8 |
| S2 |
11,019.3 |
11,019.3 |
11,268.8 |
|
| S3 |
10,559.8 |
10,726.7 |
11,226.6 |
|
| S4 |
10,100.3 |
10,267.2 |
11,100.3 |
|
|
| 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 |
11,312.0 |
773.0 |
6.8% |
359.0 |
3.2% |
5% |
False |
True |
143,686 |
| 10 |
12,113.5 |
11,312.0 |
801.5 |
7.1% |
300.9 |
2.7% |
5% |
False |
True |
132,846 |
| 20 |
12,429.5 |
11,312.0 |
1,117.5 |
9.8% |
245.3 |
2.2% |
4% |
False |
True |
118,127 |
| 40 |
12,429.5 |
11,312.0 |
1,117.5 |
9.8% |
225.8 |
2.0% |
4% |
False |
True |
97,363 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
16.0% |
195.1 |
1.7% |
41% |
False |
False |
65,234 |
| 80 |
12,429.5 |
9,630.0 |
2,799.5 |
24.7% |
199.0 |
1.8% |
62% |
False |
False |
49,112 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
28.0% |
195.9 |
1.7% |
66% |
False |
False |
39,331 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.8% |
178.6 |
1.6% |
67% |
False |
False |
32,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,724.4 |
|
2.618 |
12,974.5 |
|
1.618 |
12,515.0 |
|
1.000 |
12,231.0 |
|
0.618 |
12,055.5 |
|
HIGH |
11,771.5 |
|
0.618 |
11,596.0 |
|
0.500 |
11,541.8 |
|
0.382 |
11,487.5 |
|
LOW |
11,312.0 |
|
0.618 |
11,028.0 |
|
1.000 |
10,852.5 |
|
1.618 |
10,568.5 |
|
2.618 |
10,109.0 |
|
4.250 |
9,359.1 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,541.8 |
11,541.8 |
| PP |
11,478.8 |
11,478.8 |
| S1 |
11,415.9 |
11,415.9 |
|