Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
2,085.50 |
2,074.75 |
-10.75 |
-0.5% |
2,113.25 |
High |
2,093.75 |
2,088.25 |
-5.50 |
-0.3% |
2,119.75 |
Low |
2,061.25 |
2,057.00 |
-4.25 |
-0.2% |
2,070.25 |
Close |
2,074.25 |
2,084.25 |
10.00 |
0.5% |
2,101.50 |
Range |
32.50 |
31.25 |
-1.25 |
-3.8% |
49.50 |
ATR |
23.54 |
24.09 |
0.55 |
2.3% |
0.00 |
Volume |
1,756,254 |
1,437,746 |
-318,508 |
-18.1% |
7,475,130 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,170.25 |
2,158.50 |
2,101.50 |
|
R3 |
2,139.00 |
2,127.25 |
2,092.75 |
|
R2 |
2,107.75 |
2,107.75 |
2,090.00 |
|
R1 |
2,096.00 |
2,096.00 |
2,087.00 |
2,102.00 |
PP |
2,076.50 |
2,076.50 |
2,076.50 |
2,079.50 |
S1 |
2,064.75 |
2,064.75 |
2,081.50 |
2,070.50 |
S2 |
2,045.25 |
2,045.25 |
2,078.50 |
|
S3 |
2,014.00 |
2,033.50 |
2,075.75 |
|
S4 |
1,982.75 |
2,002.25 |
2,067.00 |
|
|
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 |
2,057.00 |
58.00 |
2.8% |
26.50 |
1.3% |
47% |
False |
True |
1,361,439 |
10 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
24.25 |
1.2% |
43% |
False |
True |
1,421,855 |
20 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
22.25 |
1.1% |
43% |
False |
True |
1,307,594 |
40 |
2,119.75 |
2,030.75 |
89.00 |
4.3% |
24.00 |
1.2% |
60% |
False |
False |
1,354,641 |
60 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
21.75 |
1.0% |
60% |
False |
False |
915,373 |
80 |
2,119.75 |
1,963.50 |
156.25 |
7.5% |
25.00 |
1.2% |
77% |
False |
False |
687,348 |
100 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
25.75 |
1.2% |
79% |
False |
False |
550,203 |
120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
23.75 |
1.1% |
79% |
False |
False |
458,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,221.00 |
2.618 |
2,170.00 |
1.618 |
2,138.75 |
1.000 |
2,119.50 |
0.618 |
2,107.50 |
HIGH |
2,088.25 |
0.618 |
2,076.25 |
0.500 |
2,072.50 |
0.382 |
2,069.00 |
LOW |
2,057.00 |
0.618 |
2,037.75 |
1.000 |
2,025.75 |
1.618 |
2,006.50 |
2.618 |
1,975.25 |
4.250 |
1,924.25 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
2,080.50 |
2,084.50 |
PP |
2,076.50 |
2,084.25 |
S1 |
2,072.50 |
2,084.25 |
|