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 |
1,192.5 |
1,191.3 |
-1.2 |
-0.1% |
1,179.3 |
High |
1,196.9 |
1,192.0 |
-4.9 |
-0.4% |
1,214.6 |
Low |
1,187.4 |
1,177.9 |
-9.5 |
-0.8% |
1,168.4 |
Close |
1,190.3 |
1,182.2 |
-8.1 |
-0.7% |
1,174.5 |
Range |
9.5 |
14.1 |
4.6 |
48.4% |
46.2 |
ATR |
17.3 |
17.1 |
-0.2 |
-1.3% |
0.0 |
Volume |
105,946 |
134,937 |
28,991 |
27.4% |
837,260 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.3 |
1,218.4 |
1,190.0 |
|
R3 |
1,212.2 |
1,204.3 |
1,186.1 |
|
R2 |
1,198.1 |
1,198.1 |
1,184.8 |
|
R1 |
1,190.2 |
1,190.2 |
1,183.5 |
1,187.1 |
PP |
1,184.0 |
1,184.0 |
1,184.0 |
1,182.5 |
S1 |
1,176.1 |
1,176.1 |
1,180.9 |
1,173.0 |
S2 |
1,169.9 |
1,169.9 |
1,179.6 |
|
S3 |
1,155.8 |
1,162.0 |
1,178.3 |
|
S4 |
1,141.7 |
1,147.9 |
1,174.4 |
|
|
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 |
1,199.3 |
1,168.4 |
30.9 |
2.6% |
13.9 |
1.2% |
45% |
False |
False |
115,372 |
10 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
18.0 |
1.5% |
30% |
False |
False |
145,202 |
20 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
16.6 |
1.4% |
30% |
False |
False |
137,882 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.3 |
1.4% |
48% |
False |
False |
104,075 |
60 |
1,239.0 |
1,142.4 |
96.6 |
8.2% |
16.5 |
1.4% |
41% |
False |
False |
71,930 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.1 |
1.5% |
24% |
False |
False |
55,144 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.3 |
1.5% |
24% |
False |
False |
44,578 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.9 |
1.6% |
24% |
False |
False |
37,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,251.9 |
2.618 |
1,228.9 |
1.618 |
1,214.8 |
1.000 |
1,206.1 |
0.618 |
1,200.7 |
HIGH |
1,192.0 |
0.618 |
1,186.6 |
0.500 |
1,185.0 |
0.382 |
1,183.3 |
LOW |
1,177.9 |
0.618 |
1,169.2 |
1.000 |
1,163.8 |
1.618 |
1,155.1 |
2.618 |
1,141.0 |
4.250 |
1,118.0 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.0 |
1,188.6 |
PP |
1,184.0 |
1,186.5 |
S1 |
1,183.1 |
1,184.3 |
|