| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.75 |
2,109.50 |
7.75 |
0.4% |
2,113.25 |
| High |
2,115.00 |
2,111.75 |
-3.25 |
-0.2% |
2,119.75 |
| Low |
2,098.00 |
2,081.50 |
-16.50 |
-0.8% |
2,070.25 |
| Close |
2,109.25 |
2,084.00 |
-25.25 |
-1.2% |
2,101.50 |
| Range |
17.00 |
30.25 |
13.25 |
77.9% |
49.50 |
| ATR |
22.29 |
22.86 |
0.57 |
2.6% |
0.00 |
| Volume |
1,000,837 |
1,590,274 |
589,437 |
58.9% |
7,475,130 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.25 |
2,163.75 |
2,100.75 |
|
| R3 |
2,153.00 |
2,133.50 |
2,092.25 |
|
| R2 |
2,122.75 |
2,122.75 |
2,089.50 |
|
| R1 |
2,103.25 |
2,103.25 |
2,086.75 |
2,098.00 |
| PP |
2,092.50 |
2,092.50 |
2,092.50 |
2,089.75 |
| S1 |
2,073.00 |
2,073.00 |
2,081.25 |
2,067.50 |
| S2 |
2,062.25 |
2,062.25 |
2,078.50 |
|
| S3 |
2,032.00 |
2,042.75 |
2,075.75 |
|
| S4 |
2,001.75 |
2,012.50 |
2,067.25 |
|
|
| 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% |
24.50 |
1.2% |
31% |
False |
False |
1,475,849 |
| 10 |
2,119.75 |
2,070.25 |
49.50 |
2.4% |
23.00 |
1.1% |
28% |
False |
False |
1,357,569 |
| 20 |
2,119.75 |
2,064.50 |
55.25 |
2.7% |
21.00 |
1.0% |
35% |
False |
False |
1,269,336 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
23.75 |
1.1% |
60% |
False |
False |
1,287,079 |
| 60 |
2,119.75 |
2,029.00 |
90.75 |
4.4% |
21.50 |
1.0% |
61% |
False |
False |
862,192 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.5% |
25.00 |
1.2% |
77% |
False |
False |
647,484 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
25.75 |
1.2% |
78% |
False |
False |
518,266 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
23.50 |
1.1% |
78% |
False |
False |
431,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.25 |
|
2.618 |
2,191.00 |
|
1.618 |
2,160.75 |
|
1.000 |
2,142.00 |
|
0.618 |
2,130.50 |
|
HIGH |
2,111.75 |
|
0.618 |
2,100.25 |
|
0.500 |
2,096.50 |
|
0.382 |
2,093.00 |
|
LOW |
2,081.50 |
|
0.618 |
2,062.75 |
|
1.000 |
2,051.25 |
|
1.618 |
2,032.50 |
|
2.618 |
2,002.25 |
|
4.250 |
1,953.00 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.50 |
2,097.75 |
| PP |
2,092.50 |
2,093.25 |
| S1 |
2,088.25 |
2,088.50 |
|