| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.75 |
2,101.75 |
19.00 |
0.9% |
2,113.25 |
| High |
2,102.50 |
2,115.00 |
12.50 |
0.6% |
2,119.75 |
| Low |
2,080.50 |
2,098.00 |
17.50 |
0.8% |
2,070.25 |
| Close |
2,101.50 |
2,109.25 |
7.75 |
0.4% |
2,101.50 |
| Range |
22.00 |
17.00 |
-5.00 |
-22.7% |
49.50 |
| ATR |
22.69 |
22.29 |
-0.41 |
-1.8% |
0.00 |
| Volume |
1,022,085 |
1,000,837 |
-21,248 |
-2.1% |
7,475,130 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.50 |
2,150.75 |
2,118.50 |
|
| R3 |
2,141.50 |
2,133.75 |
2,114.00 |
|
| R2 |
2,124.50 |
2,124.50 |
2,112.25 |
|
| R1 |
2,116.75 |
2,116.75 |
2,110.75 |
2,120.50 |
| PP |
2,107.50 |
2,107.50 |
2,107.50 |
2,109.25 |
| S1 |
2,099.75 |
2,099.75 |
2,107.75 |
2,103.50 |
| S2 |
2,090.50 |
2,090.50 |
2,106.25 |
|
| S3 |
2,073.50 |
2,082.75 |
2,104.50 |
|
| S4 |
2,056.50 |
2,065.75 |
2,100.00 |
|
|
| 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 |
2,115.00 |
2,070.25 |
44.75 |
2.1% |
23.50 |
1.1% |
87% |
True |
False |
1,453,096 |
| 10 |
2,119.75 |
2,070.25 |
49.50 |
2.3% |
21.75 |
1.0% |
79% |
False |
False |
1,303,782 |
| 20 |
2,119.75 |
2,064.50 |
55.25 |
2.6% |
20.25 |
1.0% |
81% |
False |
False |
1,242,246 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.2% |
23.25 |
1.1% |
88% |
False |
False |
1,249,391 |
| 60 |
2,119.75 |
2,029.00 |
90.75 |
4.3% |
21.25 |
1.0% |
88% |
False |
False |
835,737 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
25.00 |
1.2% |
93% |
False |
False |
627,624 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
25.50 |
1.2% |
94% |
False |
False |
502,366 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
23.25 |
1.1% |
94% |
False |
False |
418,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.25 |
|
2.618 |
2,159.50 |
|
1.618 |
2,142.50 |
|
1.000 |
2,132.00 |
|
0.618 |
2,125.50 |
|
HIGH |
2,115.00 |
|
0.618 |
2,108.50 |
|
0.500 |
2,106.50 |
|
0.382 |
2,104.50 |
|
LOW |
2,098.00 |
|
0.618 |
2,087.50 |
|
1.000 |
2,081.00 |
|
1.618 |
2,070.50 |
|
2.618 |
2,053.50 |
|
4.250 |
2,025.75 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.25 |
2,103.75 |
| PP |
2,107.50 |
2,098.25 |
| S1 |
2,106.50 |
2,092.50 |
|