| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,074.75 |
2,085.25 |
10.50 |
0.5% |
2,101.75 |
| High |
2,088.25 |
2,113.50 |
25.25 |
1.2% |
2,115.00 |
| Low |
2,057.00 |
2,084.00 |
27.00 |
1.3% |
2,057.00 |
| Close |
2,084.25 |
2,108.50 |
24.25 |
1.2% |
2,108.50 |
| Range |
31.25 |
29.50 |
-1.75 |
-5.6% |
58.00 |
| ATR |
24.09 |
24.48 |
0.39 |
1.6% |
0.00 |
| Volume |
1,437,746 |
1,379,447 |
-58,299 |
-4.1% |
7,164,558 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.50 |
2,179.00 |
2,124.75 |
|
| R3 |
2,161.00 |
2,149.50 |
2,116.50 |
|
| R2 |
2,131.50 |
2,131.50 |
2,114.00 |
|
| R1 |
2,120.00 |
2,120.00 |
2,111.25 |
2,125.75 |
| PP |
2,102.00 |
2,102.00 |
2,102.00 |
2,105.00 |
| S1 |
2,090.50 |
2,090.50 |
2,105.75 |
2,096.25 |
| S2 |
2,072.50 |
2,072.50 |
2,103.00 |
|
| S3 |
2,043.00 |
2,061.00 |
2,100.50 |
|
| S4 |
2,013.50 |
2,031.50 |
2,092.25 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.50 |
2,246.00 |
2,140.50 |
|
| R3 |
2,209.50 |
2,188.00 |
2,124.50 |
|
| R2 |
2,151.50 |
2,151.50 |
2,119.25 |
|
| R1 |
2,130.00 |
2,130.00 |
2,113.75 |
2,140.75 |
| PP |
2,093.50 |
2,093.50 |
2,093.50 |
2,099.00 |
| S1 |
2,072.00 |
2,072.00 |
2,103.25 |
2,082.75 |
| S2 |
2,035.50 |
2,035.50 |
2,097.75 |
|
| S3 |
1,977.50 |
2,014.00 |
2,092.50 |
|
| S4 |
1,919.50 |
1,956.00 |
2,076.50 |
|
|
| 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% |
28.00 |
1.3% |
89% |
False |
False |
1,432,911 |
| 10 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
26.00 |
1.2% |
82% |
False |
False |
1,463,968 |
| 20 |
2,119.75 |
2,057.00 |
62.75 |
3.0% |
23.25 |
1.1% |
82% |
False |
False |
1,332,540 |
| 40 |
2,119.75 |
2,032.50 |
87.25 |
4.1% |
24.00 |
1.1% |
87% |
False |
False |
1,368,284 |
| 60 |
2,119.75 |
2,030.50 |
89.25 |
4.2% |
22.00 |
1.0% |
87% |
False |
False |
938,292 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
24.75 |
1.2% |
93% |
False |
False |
704,571 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
25.50 |
1.2% |
93% |
False |
False |
563,997 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
24.00 |
1.1% |
93% |
False |
False |
470,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.00 |
|
2.618 |
2,190.75 |
|
1.618 |
2,161.25 |
|
1.000 |
2,143.00 |
|
0.618 |
2,131.75 |
|
HIGH |
2,113.50 |
|
0.618 |
2,102.25 |
|
0.500 |
2,098.75 |
|
0.382 |
2,095.25 |
|
LOW |
2,084.00 |
|
0.618 |
2,065.75 |
|
1.000 |
2,054.50 |
|
1.618 |
2,036.25 |
|
2.618 |
2,006.75 |
|
4.250 |
1,958.50 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.25 |
2,100.75 |
| PP |
2,102.00 |
2,093.00 |
| S1 |
2,098.75 |
2,085.25 |
|