| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,098.25 |
2,082.75 |
-15.50 |
-0.7% |
2,113.25 |
| High |
2,102.00 |
2,102.50 |
0.50 |
0.0% |
2,119.75 |
| Low |
2,070.25 |
2,080.50 |
10.25 |
0.5% |
2,070.25 |
| Close |
2,079.00 |
2,101.50 |
22.50 |
1.1% |
2,101.50 |
| Range |
31.75 |
22.00 |
-9.75 |
-30.7% |
49.50 |
| ATR |
22.63 |
22.69 |
0.06 |
0.3% |
0.00 |
| Volume |
2,026,329 |
1,022,085 |
-1,004,244 |
-49.6% |
7,475,130 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.75 |
2,153.25 |
2,113.50 |
|
| R3 |
2,138.75 |
2,131.25 |
2,107.50 |
|
| R2 |
2,116.75 |
2,116.75 |
2,105.50 |
|
| R1 |
2,109.25 |
2,109.25 |
2,103.50 |
2,113.00 |
| PP |
2,094.75 |
2,094.75 |
2,094.75 |
2,096.75 |
| S1 |
2,087.25 |
2,087.25 |
2,099.50 |
2,091.00 |
| S2 |
2,072.75 |
2,072.75 |
2,097.50 |
|
| S3 |
2,050.75 |
2,065.25 |
2,095.50 |
|
| S4 |
2,028.75 |
2,043.25 |
2,089.50 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.75 |
2,223.00 |
2,128.75 |
|
| R3 |
2,196.25 |
2,173.50 |
2,115.00 |
|
| R2 |
2,146.75 |
2,146.75 |
2,110.50 |
|
| R1 |
2,124.00 |
2,124.00 |
2,106.00 |
2,110.50 |
| PP |
2,097.25 |
2,097.25 |
2,097.25 |
2,090.50 |
| S1 |
2,074.50 |
2,074.50 |
2,097.00 |
2,061.00 |
| S2 |
2,047.75 |
2,047.75 |
2,092.50 |
|
| S3 |
1,998.25 |
2,025.00 |
2,088.00 |
|
| S4 |
1,948.75 |
1,975.50 |
2,074.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.75 |
2,070.25 |
49.50 |
2.4% |
24.00 |
1.1% |
63% |
False |
False |
1,495,026 |
| 10 |
2,119.75 |
2,070.25 |
49.50 |
2.4% |
22.00 |
1.0% |
63% |
False |
False |
1,315,686 |
| 20 |
2,119.75 |
2,038.75 |
81.00 |
3.9% |
21.50 |
1.0% |
77% |
False |
False |
1,239,626 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.2% |
24.00 |
1.1% |
80% |
False |
False |
1,225,259 |
| 60 |
2,119.75 |
2,013.75 |
106.00 |
5.0% |
21.75 |
1.0% |
83% |
False |
False |
819,123 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
25.25 |
1.2% |
88% |
False |
False |
615,147 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
25.75 |
1.2% |
89% |
False |
False |
492,360 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
23.25 |
1.1% |
89% |
False |
False |
410,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.00 |
|
2.618 |
2,160.00 |
|
1.618 |
2,138.00 |
|
1.000 |
2,124.50 |
|
0.618 |
2,116.00 |
|
HIGH |
2,102.50 |
|
0.618 |
2,094.00 |
|
0.500 |
2,091.50 |
|
0.382 |
2,089.00 |
|
LOW |
2,080.50 |
|
0.618 |
2,067.00 |
|
1.000 |
2,058.50 |
|
1.618 |
2,045.00 |
|
2.618 |
2,023.00 |
|
4.250 |
1,987.00 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.25 |
2,098.00 |
| PP |
2,094.75 |
2,094.75 |
| S1 |
2,091.50 |
2,091.50 |
|