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 |
4,409.00 |
4,371.50 |
-37.50 |
-0.9% |
4,533.00 |
High |
4,423.50 |
4,409.25 |
-14.25 |
-0.3% |
4,555.50 |
Low |
4,341.50 |
4,332.50 |
-9.00 |
-0.2% |
4,386.50 |
Close |
4,373.00 |
4,402.50 |
29.50 |
0.7% |
4,467.75 |
Range |
82.00 |
76.75 |
-5.25 |
-6.4% |
169.00 |
ATR |
60.55 |
61.71 |
1.16 |
1.9% |
0.00 |
Volume |
335,134 |
249,245 |
-85,889 |
-25.6% |
1,349,976 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.75 |
4,583.75 |
4,444.75 |
|
R3 |
4,535.00 |
4,507.00 |
4,423.50 |
|
R2 |
4,458.25 |
4,458.25 |
4,416.50 |
|
R1 |
4,430.25 |
4,430.25 |
4,409.50 |
4,444.25 |
PP |
4,381.50 |
4,381.50 |
4,381.50 |
4,388.50 |
S1 |
4,353.50 |
4,353.50 |
4,395.50 |
4,367.50 |
S2 |
4,304.75 |
4,304.75 |
4,388.50 |
|
S3 |
4,228.00 |
4,276.75 |
4,381.50 |
|
S4 |
4,151.25 |
4,200.00 |
4,360.25 |
|
|
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 |
4,503.50 |
4,332.50 |
171.00 |
3.9% |
69.50 |
1.6% |
41% |
False |
True |
255,927 |
10 |
4,555.50 |
4,332.50 |
223.00 |
5.1% |
65.00 |
1.5% |
31% |
False |
True |
263,719 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.3% |
59.00 |
1.3% |
34% |
False |
False |
232,519 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
57.75 |
1.3% |
48% |
False |
False |
230,364 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.00 |
1.2% |
48% |
False |
False |
154,382 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
54.25 |
1.2% |
70% |
False |
False |
115,798 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.50 |
1.2% |
70% |
False |
False |
92,642 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
46.25 |
1.1% |
70% |
False |
False |
77,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,735.50 |
2.618 |
4,610.25 |
1.618 |
4,533.50 |
1.000 |
4,486.00 |
0.618 |
4,456.75 |
HIGH |
4,409.25 |
0.618 |
4,380.00 |
0.500 |
4,371.00 |
0.382 |
4,361.75 |
LOW |
4,332.50 |
0.618 |
4,285.00 |
1.000 |
4,255.75 |
1.618 |
4,208.25 |
2.618 |
4,131.50 |
4.250 |
4,006.25 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,392.00 |
4,406.50 |
PP |
4,381.50 |
4,405.00 |
S1 |
4,371.00 |
4,403.75 |
|