Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,474.00 |
4,414.00 |
-60.00 |
-1.3% |
4,533.00 |
High |
4,478.25 |
4,470.75 |
-7.50 |
-0.2% |
4,555.50 |
Low |
4,386.50 |
4,409.75 |
23.25 |
0.5% |
4,386.50 |
Close |
4,408.25 |
4,467.75 |
59.50 |
1.3% |
4,467.75 |
Range |
91.75 |
61.00 |
-30.75 |
-33.5% |
169.00 |
ATR |
57.70 |
58.04 |
0.34 |
0.6% |
0.00 |
Volume |
353,283 |
197,160 |
-156,123 |
-44.2% |
1,349,976 |
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,632.50 |
4,611.00 |
4,501.25 |
|
R3 |
4,571.50 |
4,550.00 |
4,484.50 |
|
R2 |
4,510.50 |
4,510.50 |
4,479.00 |
|
R1 |
4,489.00 |
4,489.00 |
4,473.25 |
4,499.75 |
PP |
4,449.50 |
4,449.50 |
4,449.50 |
4,454.75 |
S1 |
4,428.00 |
4,428.00 |
4,462.25 |
4,438.75 |
S2 |
4,388.50 |
4,388.50 |
4,456.50 |
|
S3 |
4,327.50 |
4,367.00 |
4,451.00 |
|
S4 |
4,266.50 |
4,306.00 |
4,434.25 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,977.00 |
4,891.25 |
4,560.75 |
|
R3 |
4,808.00 |
4,722.25 |
4,514.25 |
|
R2 |
4,639.00 |
4,639.00 |
4,498.75 |
|
R1 |
4,553.25 |
4,553.25 |
4,483.25 |
4,511.50 |
PP |
4,470.00 |
4,470.00 |
4,470.00 |
4,449.00 |
S1 |
4,384.25 |
4,384.25 |
4,452.25 |
4,342.50 |
S2 |
4,301.00 |
4,301.00 |
4,436.75 |
|
S3 |
4,132.00 |
4,215.25 |
4,421.25 |
|
S4 |
3,963.00 |
4,046.25 |
4,374.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,555.50 |
4,386.50 |
169.00 |
3.8% |
63.25 |
1.4% |
48% |
False |
False |
269,995 |
10 |
4,555.50 |
4,352.25 |
203.25 |
4.5% |
60.75 |
1.4% |
57% |
False |
False |
241,312 |
20 |
4,555.50 |
4,264.50 |
291.00 |
6.5% |
56.25 |
1.3% |
70% |
False |
False |
216,030 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
56.00 |
1.3% |
70% |
False |
False |
204,397 |
60 |
4,555.50 |
4,179.25 |
376.25 |
8.4% |
49.25 |
1.1% |
77% |
False |
False |
136,344 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
53.25 |
1.2% |
83% |
False |
False |
102,267 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
52.00 |
1.2% |
83% |
False |
False |
81,817 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
44.00 |
1.0% |
83% |
False |
False |
68,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,730.00 |
2.618 |
4,630.50 |
1.618 |
4,569.50 |
1.000 |
4,531.75 |
0.618 |
4,508.50 |
HIGH |
4,470.75 |
0.618 |
4,447.50 |
0.500 |
4,440.25 |
0.382 |
4,433.00 |
LOW |
4,409.75 |
0.618 |
4,372.00 |
1.000 |
4,348.75 |
1.618 |
4,311.00 |
2.618 |
4,250.00 |
4.250 |
4,150.50 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,458.50 |
4,462.00 |
PP |
4,449.50 |
4,456.00 |
S1 |
4,440.25 |
4,450.25 |
|