| 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 |
1,176.6 |
1,187.5 |
10.9 |
0.9% |
1,179.3 |
| High |
1,192.1 |
1,199.3 |
7.2 |
0.6% |
1,214.6 |
| Low |
1,176.6 |
1,184.9 |
8.3 |
0.7% |
1,168.4 |
| Close |
1,186.8 |
1,193.2 |
6.4 |
0.5% |
1,174.5 |
| Range |
15.5 |
14.4 |
-1.1 |
-7.1% |
46.2 |
| ATR |
18.1 |
17.9 |
-0.3 |
-1.5% |
0.0 |
| Volume |
107,753 |
109,749 |
1,996 |
1.9% |
837,260 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.7 |
1,228.8 |
1,201.1 |
|
| R3 |
1,221.3 |
1,214.4 |
1,197.2 |
|
| R2 |
1,206.9 |
1,206.9 |
1,195.8 |
|
| R1 |
1,200.0 |
1,200.0 |
1,194.5 |
1,203.5 |
| PP |
1,192.5 |
1,192.5 |
1,192.5 |
1,194.2 |
| S1 |
1,185.6 |
1,185.6 |
1,191.9 |
1,189.1 |
| S2 |
1,178.1 |
1,178.1 |
1,190.6 |
|
| S3 |
1,163.7 |
1,171.2 |
1,189.2 |
|
| S4 |
1,149.3 |
1,156.8 |
1,185.3 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.4 |
1,295.7 |
1,199.9 |
|
| R3 |
1,278.2 |
1,249.5 |
1,187.2 |
|
| R2 |
1,232.0 |
1,232.0 |
1,183.0 |
|
| R1 |
1,203.3 |
1,203.3 |
1,178.7 |
1,194.6 |
| PP |
1,185.8 |
1,185.8 |
1,185.8 |
1,181.5 |
| S1 |
1,157.1 |
1,157.1 |
1,170.3 |
1,148.4 |
| S2 |
1,139.6 |
1,139.6 |
1,166.0 |
|
| S3 |
1,093.4 |
1,110.9 |
1,161.8 |
|
| S4 |
1,047.2 |
1,064.7 |
1,149.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.5 |
1,168.4 |
45.1 |
3.8% |
18.0 |
1.5% |
55% |
False |
False |
137,996 |
| 10 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
19.0 |
1.6% |
54% |
False |
False |
148,143 |
| 20 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
16.8 |
1.4% |
54% |
False |
False |
137,162 |
| 40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.5 |
1.4% |
62% |
False |
False |
99,250 |
| 60 |
1,246.5 |
1,142.4 |
104.1 |
8.7% |
16.5 |
1.4% |
49% |
False |
False |
68,033 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.2 |
1.5% |
30% |
False |
False |
52,213 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.3 |
1.5% |
30% |
False |
False |
42,250 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
19.0 |
1.6% |
30% |
False |
False |
35,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.5 |
|
2.618 |
1,237.0 |
|
1.618 |
1,222.6 |
|
1.000 |
1,213.7 |
|
0.618 |
1,208.2 |
|
HIGH |
1,199.3 |
|
0.618 |
1,193.8 |
|
0.500 |
1,192.1 |
|
0.382 |
1,190.4 |
|
LOW |
1,184.9 |
|
0.618 |
1,176.0 |
|
1.000 |
1,170.5 |
|
1.618 |
1,161.6 |
|
2.618 |
1,147.2 |
|
4.250 |
1,123.7 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.8 |
1,190.1 |
| PP |
1,192.5 |
1,187.0 |
| S1 |
1,192.1 |
1,183.9 |
|