| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1,187.5 |
1,192.5 |
5.0 |
0.4% |
1,179.3 |
| High |
1,199.3 |
1,196.9 |
-2.4 |
-0.2% |
1,214.6 |
| Low |
1,184.9 |
1,187.4 |
2.5 |
0.2% |
1,168.4 |
| Close |
1,193.2 |
1,190.3 |
-2.9 |
-0.2% |
1,174.5 |
| Range |
14.4 |
9.5 |
-4.9 |
-34.0% |
46.2 |
| ATR |
17.9 |
17.3 |
-0.6 |
-3.3% |
0.0 |
| Volume |
109,749 |
105,946 |
-3,803 |
-3.5% |
837,260 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.0 |
1,214.7 |
1,195.5 |
|
| R3 |
1,210.5 |
1,205.2 |
1,192.9 |
|
| R2 |
1,201.0 |
1,201.0 |
1,192.0 |
|
| R1 |
1,195.7 |
1,195.7 |
1,191.2 |
1,193.6 |
| PP |
1,191.5 |
1,191.5 |
1,191.5 |
1,190.5 |
| S1 |
1,186.2 |
1,186.2 |
1,189.4 |
1,184.1 |
| S2 |
1,182.0 |
1,182.0 |
1,188.6 |
|
| S3 |
1,172.5 |
1,176.7 |
1,187.7 |
|
| S4 |
1,163.0 |
1,167.2 |
1,185.1 |
|
|
| 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 |
1,207.4 |
1,168.4 |
39.0 |
3.3% |
17.4 |
1.5% |
56% |
False |
False |
130,971 |
| 10 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
18.0 |
1.5% |
47% |
False |
False |
143,519 |
| 20 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
16.5 |
1.4% |
47% |
False |
False |
136,643 |
| 40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.3 |
1.4% |
58% |
False |
False |
101,461 |
| 60 |
1,246.5 |
1,142.4 |
104.1 |
8.7% |
16.5 |
1.4% |
46% |
False |
False |
69,730 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.1 |
1.5% |
29% |
False |
False |
53,490 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.3 |
1.5% |
29% |
False |
False |
43,263 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.9 |
1.6% |
29% |
False |
False |
36,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.3 |
|
2.618 |
1,221.8 |
|
1.618 |
1,212.3 |
|
1.000 |
1,206.4 |
|
0.618 |
1,202.8 |
|
HIGH |
1,196.9 |
|
0.618 |
1,193.3 |
|
0.500 |
1,192.2 |
|
0.382 |
1,191.0 |
|
LOW |
1,187.4 |
|
0.618 |
1,181.5 |
|
1.000 |
1,177.9 |
|
1.618 |
1,172.0 |
|
2.618 |
1,162.5 |
|
4.250 |
1,147.0 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.2 |
1,189.5 |
| PP |
1,191.5 |
1,188.7 |
| S1 |
1,190.9 |
1,188.0 |
|