| 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 |
11,606.5 |
11,390.0 |
-216.5 |
-1.9% |
11,863.0 |
| High |
11,771.5 |
11,475.5 |
-296.0 |
-2.5% |
12,085.0 |
| Low |
11,312.0 |
11,252.0 |
-60.0 |
-0.5% |
11,353.0 |
| Close |
11,353.0 |
11,371.0 |
18.0 |
0.2% |
11,489.5 |
| Range |
459.5 |
223.5 |
-236.0 |
-51.4% |
732.0 |
| ATR |
264.8 |
261.8 |
-2.9 |
-1.1% |
0.0 |
| Volume |
131,413 |
124,959 |
-6,454 |
-4.9% |
550,579 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,036.7 |
11,927.3 |
11,493.9 |
|
| R3 |
11,813.2 |
11,703.8 |
11,432.5 |
|
| R2 |
11,589.7 |
11,589.7 |
11,412.0 |
|
| R1 |
11,480.3 |
11,480.3 |
11,391.5 |
11,423.3 |
| PP |
11,366.2 |
11,366.2 |
11,366.2 |
11,337.6 |
| S1 |
11,256.8 |
11,256.8 |
11,350.5 |
11,199.8 |
| S2 |
11,142.7 |
11,142.7 |
11,330.0 |
|
| S3 |
10,919.2 |
11,033.3 |
11,309.5 |
|
| S4 |
10,695.7 |
10,809.8 |
11,248.1 |
|
|
| 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 |
11,912.5 |
11,252.0 |
660.5 |
5.8% |
341.3 |
3.0% |
18% |
False |
True |
132,232 |
| 10 |
12,085.0 |
11,252.0 |
833.0 |
7.3% |
306.0 |
2.7% |
14% |
False |
True |
132,793 |
| 20 |
12,429.5 |
11,252.0 |
1,177.5 |
10.4% |
251.5 |
2.2% |
10% |
False |
True |
119,877 |
| 40 |
12,429.5 |
11,252.0 |
1,177.5 |
10.4% |
228.3 |
2.0% |
10% |
False |
True |
100,436 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
15.9% |
196.7 |
1.7% |
42% |
False |
False |
67,305 |
| 80 |
12,429.5 |
9,630.0 |
2,799.5 |
24.6% |
198.9 |
1.7% |
62% |
False |
False |
50,671 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
28.0% |
196.1 |
1.7% |
67% |
False |
False |
40,581 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.8% |
179.1 |
1.6% |
68% |
False |
False |
33,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,425.4 |
|
2.618 |
12,060.6 |
|
1.618 |
11,837.1 |
|
1.000 |
11,699.0 |
|
0.618 |
11,613.6 |
|
HIGH |
11,475.5 |
|
0.618 |
11,390.1 |
|
0.500 |
11,363.8 |
|
0.382 |
11,337.4 |
|
LOW |
11,252.0 |
|
0.618 |
11,113.9 |
|
1.000 |
11,028.5 |
|
1.618 |
10,890.4 |
|
2.618 |
10,666.9 |
|
4.250 |
10,302.1 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,368.6 |
11,511.8 |
| PP |
11,366.2 |
11,464.8 |
| S1 |
11,363.8 |
11,417.9 |
|