| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,109.50 |
2,085.50 |
-24.00 |
-1.1% |
2,113.25 |
| High |
2,111.75 |
2,093.75 |
-18.00 |
-0.9% |
2,119.75 |
| Low |
2,081.50 |
2,061.25 |
-20.25 |
-1.0% |
2,070.25 |
| Close |
2,084.00 |
2,074.25 |
-9.75 |
-0.5% |
2,101.50 |
| Range |
30.25 |
32.50 |
2.25 |
7.4% |
49.50 |
| ATR |
22.86 |
23.54 |
0.69 |
3.0% |
0.00 |
| Volume |
1,590,274 |
1,756,254 |
165,980 |
10.4% |
7,475,130 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.00 |
2,156.50 |
2,092.00 |
|
| R3 |
2,141.50 |
2,124.00 |
2,083.25 |
|
| R2 |
2,109.00 |
2,109.00 |
2,080.25 |
|
| R1 |
2,091.50 |
2,091.50 |
2,077.25 |
2,084.00 |
| PP |
2,076.50 |
2,076.50 |
2,076.50 |
2,072.50 |
| S1 |
2,059.00 |
2,059.00 |
2,071.25 |
2,051.50 |
| S2 |
2,044.00 |
2,044.00 |
2,068.25 |
|
| S3 |
2,011.50 |
2,026.50 |
2,065.25 |
|
| S4 |
1,979.00 |
1,994.00 |
2,056.50 |
|
|
| 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 |
2,115.00 |
2,061.25 |
53.75 |
2.6% |
26.75 |
1.3% |
24% |
False |
True |
1,479,155 |
| 10 |
2,119.75 |
2,061.25 |
58.50 |
2.8% |
23.75 |
1.1% |
22% |
False |
True |
1,414,335 |
| 20 |
2,119.75 |
2,061.25 |
58.50 |
2.8% |
21.75 |
1.1% |
22% |
False |
True |
1,296,296 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
23.75 |
1.1% |
49% |
False |
False |
1,326,998 |
| 60 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
21.75 |
1.0% |
49% |
False |
False |
891,431 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.5% |
25.00 |
1.2% |
71% |
False |
False |
669,404 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
8.0% |
25.50 |
1.2% |
73% |
False |
False |
535,828 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
8.0% |
23.50 |
1.1% |
73% |
False |
False |
446,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.00 |
|
2.618 |
2,178.75 |
|
1.618 |
2,146.25 |
|
1.000 |
2,126.25 |
|
0.618 |
2,113.75 |
|
HIGH |
2,093.75 |
|
0.618 |
2,081.25 |
|
0.500 |
2,077.50 |
|
0.382 |
2,073.75 |
|
LOW |
2,061.25 |
|
0.618 |
2,041.25 |
|
1.000 |
2,028.75 |
|
1.618 |
2,008.75 |
|
2.618 |
1,976.25 |
|
4.250 |
1,923.00 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.50 |
2,088.00 |
| PP |
2,076.50 |
2,083.50 |
| S1 |
2,075.25 |
2,079.00 |
|