| 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 |
11,390.0 |
11,367.0 |
-23.0 |
-0.2% |
11,863.0 |
| High |
11,475.5 |
11,453.0 |
-22.5 |
-0.2% |
12,085.0 |
| Low |
11,252.0 |
11,178.0 |
-74.0 |
-0.7% |
11,353.0 |
| Close |
11,371.0 |
11,430.0 |
59.0 |
0.5% |
11,489.5 |
| Range |
223.5 |
275.0 |
51.5 |
23.0% |
732.0 |
| ATR |
261.8 |
262.8 |
0.9 |
0.4% |
0.0 |
| Volume |
124,959 |
124,959 |
0 |
0.0% |
550,579 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,178.7 |
12,079.3 |
11,581.3 |
|
| R3 |
11,903.7 |
11,804.3 |
11,505.6 |
|
| R2 |
11,628.7 |
11,628.7 |
11,480.4 |
|
| R1 |
11,529.3 |
11,529.3 |
11,455.2 |
11,579.0 |
| PP |
11,353.7 |
11,353.7 |
11,353.7 |
11,378.5 |
| S1 |
11,254.3 |
11,254.3 |
11,404.8 |
11,304.0 |
| S2 |
11,078.7 |
11,078.7 |
11,379.6 |
|
| S3 |
10,803.7 |
10,979.3 |
11,354.4 |
|
| S4 |
10,528.7 |
10,704.3 |
11,278.8 |
|
|
| 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 |
11,771.5 |
11,178.0 |
593.5 |
5.2% |
290.6 |
2.5% |
42% |
False |
True |
124,642 |
| 10 |
12,085.0 |
11,178.0 |
907.0 |
7.9% |
307.5 |
2.7% |
28% |
False |
True |
131,891 |
| 20 |
12,429.5 |
11,178.0 |
1,251.5 |
10.9% |
259.6 |
2.3% |
20% |
False |
True |
121,934 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.9% |
232.6 |
2.0% |
20% |
False |
True |
103,517 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
15.9% |
199.5 |
1.7% |
45% |
False |
False |
69,384 |
| 80 |
12,429.5 |
9,645.0 |
2,784.5 |
24.4% |
199.4 |
1.7% |
64% |
False |
False |
52,227 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.8% |
197.6 |
1.7% |
69% |
False |
False |
41,830 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.6% |
180.0 |
1.6% |
69% |
False |
False |
34,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,621.8 |
|
2.618 |
12,173.0 |
|
1.618 |
11,898.0 |
|
1.000 |
11,728.0 |
|
0.618 |
11,623.0 |
|
HIGH |
11,453.0 |
|
0.618 |
11,348.0 |
|
0.500 |
11,315.5 |
|
0.382 |
11,283.1 |
|
LOW |
11,178.0 |
|
0.618 |
11,008.1 |
|
1.000 |
10,903.0 |
|
1.618 |
10,733.1 |
|
2.618 |
10,458.1 |
|
4.250 |
10,009.3 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,391.8 |
11,474.8 |
| PP |
11,353.7 |
11,459.8 |
| S1 |
11,315.5 |
11,444.9 |
|