| 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 |
11,367.0 |
11,445.0 |
78.0 |
0.7% |
11,535.5 |
| High |
11,453.0 |
11,745.0 |
292.0 |
2.5% |
11,771.5 |
| Low |
11,178.0 |
11,424.5 |
246.5 |
2.2% |
11,178.0 |
| Close |
11,430.0 |
11,700.5 |
270.5 |
2.4% |
11,700.5 |
| Range |
275.0 |
320.5 |
45.5 |
16.5% |
593.5 |
| ATR |
262.8 |
266.9 |
4.1 |
1.6% |
0.0 |
| Volume |
124,959 |
78,938 |
-46,021 |
-36.8% |
613,535 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,584.8 |
12,463.2 |
11,876.8 |
|
| R3 |
12,264.3 |
12,142.7 |
11,788.6 |
|
| R2 |
11,943.8 |
11,943.8 |
11,759.3 |
|
| R1 |
11,822.2 |
11,822.2 |
11,729.9 |
11,883.0 |
| PP |
11,623.3 |
11,623.3 |
11,623.3 |
11,653.8 |
| S1 |
11,501.7 |
11,501.7 |
11,671.1 |
11,562.5 |
| S2 |
11,302.8 |
11,302.8 |
11,641.7 |
|
| S3 |
10,982.3 |
11,181.2 |
11,612.4 |
|
| S4 |
10,661.8 |
10,860.7 |
11,524.2 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,330.5 |
13,109.0 |
12,026.9 |
|
| R3 |
12,737.0 |
12,515.5 |
11,863.7 |
|
| R2 |
12,143.5 |
12,143.5 |
11,809.3 |
|
| R1 |
11,922.0 |
11,922.0 |
11,754.9 |
12,032.8 |
| PP |
11,550.0 |
11,550.0 |
11,550.0 |
11,605.4 |
| S1 |
11,328.5 |
11,328.5 |
11,646.1 |
11,439.3 |
| S2 |
10,956.5 |
10,956.5 |
11,591.7 |
|
| S3 |
10,363.0 |
10,735.0 |
11,537.3 |
|
| S4 |
9,769.5 |
10,141.5 |
11,374.1 |
|
|
| 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 |
5.1% |
306.9 |
2.6% |
88% |
False |
False |
122,707 |
| 10 |
12,085.0 |
11,178.0 |
907.0 |
7.8% |
312.0 |
2.7% |
58% |
False |
False |
128,949 |
| 20 |
12,429.5 |
11,178.0 |
1,251.5 |
10.7% |
266.6 |
2.3% |
42% |
False |
False |
121,141 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.7% |
237.0 |
2.0% |
42% |
False |
False |
105,448 |
| 60 |
12,429.5 |
10,622.5 |
1,807.0 |
15.4% |
202.1 |
1.7% |
60% |
False |
False |
70,691 |
| 80 |
12,429.5 |
9,645.0 |
2,784.5 |
23.8% |
201.0 |
1.7% |
74% |
False |
False |
53,212 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.2% |
199.7 |
1.7% |
77% |
False |
False |
42,619 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.0% |
182.2 |
1.6% |
78% |
False |
False |
35,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,107.1 |
|
2.618 |
12,584.1 |
|
1.618 |
12,263.6 |
|
1.000 |
12,065.5 |
|
0.618 |
11,943.1 |
|
HIGH |
11,745.0 |
|
0.618 |
11,622.6 |
|
0.500 |
11,584.8 |
|
0.382 |
11,546.9 |
|
LOW |
11,424.5 |
|
0.618 |
11,226.4 |
|
1.000 |
11,104.0 |
|
1.618 |
10,905.9 |
|
2.618 |
10,585.4 |
|
4.250 |
10,062.4 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,661.9 |
11,620.8 |
| PP |
11,623.3 |
11,541.2 |
| S1 |
11,584.8 |
11,461.5 |
|