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 |
4,471.75 |
4,474.00 |
2.25 |
0.1% |
4,533.00 |
High |
4,503.50 |
4,480.25 |
-23.25 |
-0.5% |
4,555.50 |
Low |
4,457.00 |
4,399.50 |
-57.50 |
-1.3% |
4,386.50 |
Close |
4,476.50 |
4,407.50 |
-69.00 |
-1.5% |
4,467.75 |
Range |
46.50 |
80.75 |
34.25 |
73.7% |
169.00 |
ATR |
57.22 |
58.90 |
1.68 |
2.9% |
0.00 |
Volume |
191,856 |
306,244 |
114,388 |
59.6% |
1,349,976 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,671.25 |
4,620.25 |
4,452.00 |
|
R3 |
4,590.50 |
4,539.50 |
4,429.75 |
|
R2 |
4,509.75 |
4,509.75 |
4,422.25 |
|
R1 |
4,458.75 |
4,458.75 |
4,415.00 |
4,444.00 |
PP |
4,429.00 |
4,429.00 |
4,429.00 |
4,421.75 |
S1 |
4,378.00 |
4,378.00 |
4,400.00 |
4,363.00 |
S2 |
4,348.25 |
4,348.25 |
4,392.75 |
|
S3 |
4,267.50 |
4,297.25 |
4,385.25 |
|
S4 |
4,186.75 |
4,216.50 |
4,363.00 |
|
|
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 |
4,514.00 |
4,386.50 |
127.50 |
2.9% |
67.50 |
1.5% |
16% |
False |
False |
267,902 |
10 |
4,555.50 |
4,386.50 |
169.00 |
3.8% |
63.00 |
1.4% |
12% |
False |
False |
250,224 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.3% |
56.00 |
1.3% |
36% |
False |
False |
224,649 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
57.00 |
1.3% |
50% |
False |
False |
216,638 |
60 |
4,555.50 |
4,196.75 |
358.75 |
8.1% |
49.75 |
1.1% |
59% |
False |
False |
144,644 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
53.50 |
1.2% |
71% |
False |
False |
108,493 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.25 |
1.2% |
71% |
False |
False |
86,798 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
45.00 |
1.0% |
71% |
False |
False |
72,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,823.50 |
2.618 |
4,691.75 |
1.618 |
4,611.00 |
1.000 |
4,561.00 |
0.618 |
4,530.25 |
HIGH |
4,480.25 |
0.618 |
4,449.50 |
0.500 |
4,440.00 |
0.382 |
4,430.25 |
LOW |
4,399.50 |
0.618 |
4,349.50 |
1.000 |
4,318.75 |
1.618 |
4,268.75 |
2.618 |
4,188.00 |
4.250 |
4,056.25 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,440.00 |
4,451.50 |
PP |
4,429.00 |
4,436.75 |
S1 |
4,418.25 |
4,422.25 |
|