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 |
4,371.50 |
4,404.00 |
32.50 |
0.7% |
4,471.75 |
High |
4,409.25 |
4,462.75 |
53.50 |
1.2% |
4,503.50 |
Low |
4,332.50 |
4,401.00 |
68.50 |
1.6% |
4,332.50 |
Close |
4,402.50 |
4,448.75 |
46.25 |
1.1% |
4,448.75 |
Range |
76.75 |
61.75 |
-15.00 |
-19.5% |
171.00 |
ATR |
61.71 |
61.71 |
0.00 |
0.0% |
0.00 |
Volume |
249,245 |
216,447 |
-32,798 |
-13.2% |
1,298,926 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.75 |
4,597.50 |
4,482.75 |
|
R3 |
4,561.00 |
4,535.75 |
4,465.75 |
|
R2 |
4,499.25 |
4,499.25 |
4,460.00 |
|
R1 |
4,474.00 |
4,474.00 |
4,454.50 |
4,486.50 |
PP |
4,437.50 |
4,437.50 |
4,437.50 |
4,443.75 |
S1 |
4,412.25 |
4,412.25 |
4,443.00 |
4,425.00 |
S2 |
4,375.75 |
4,375.75 |
4,437.50 |
|
S3 |
4,314.00 |
4,350.50 |
4,431.75 |
|
S4 |
4,252.25 |
4,288.75 |
4,414.75 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,941.25 |
4,866.00 |
4,542.75 |
|
R3 |
4,770.25 |
4,695.00 |
4,495.75 |
|
R2 |
4,599.25 |
4,599.25 |
4,480.00 |
|
R1 |
4,524.00 |
4,524.00 |
4,464.50 |
4,476.00 |
PP |
4,428.25 |
4,428.25 |
4,428.25 |
4,404.25 |
S1 |
4,353.00 |
4,353.00 |
4,433.00 |
4,305.00 |
S2 |
4,257.25 |
4,257.25 |
4,417.50 |
|
S3 |
4,086.25 |
4,182.00 |
4,401.75 |
|
S4 |
3,915.25 |
4,011.00 |
4,354.75 |
|
|
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 |
3.8% |
69.50 |
1.6% |
68% |
False |
False |
259,785 |
10 |
4,555.50 |
4,332.50 |
223.00 |
5.0% |
66.50 |
1.5% |
52% |
False |
False |
264,890 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
60.50 |
1.4% |
54% |
False |
False |
237,013 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
58.25 |
1.3% |
64% |
False |
False |
233,058 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.25 |
1.1% |
64% |
False |
False |
157,989 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
53.75 |
1.2% |
79% |
False |
False |
118,503 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
52.75 |
1.2% |
79% |
False |
False |
94,806 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
46.75 |
1.1% |
79% |
False |
False |
79,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,725.25 |
2.618 |
4,624.50 |
1.618 |
4,562.75 |
1.000 |
4,524.50 |
0.618 |
4,501.00 |
HIGH |
4,462.75 |
0.618 |
4,439.25 |
0.500 |
4,432.00 |
0.382 |
4,424.50 |
LOW |
4,401.00 |
0.618 |
4,362.75 |
1.000 |
4,339.25 |
1.618 |
4,301.00 |
2.618 |
4,239.25 |
4.250 |
4,138.50 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,443.00 |
4,431.75 |
PP |
4,437.50 |
4,414.75 |
S1 |
4,432.00 |
4,397.50 |
|