| 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 |
1,192.1 |
1,184.7 |
-7.4 |
-0.6% |
1,178.2 |
| High |
1,193.1 |
1,193.7 |
0.6 |
0.1% |
1,200.2 |
| Low |
1,179.0 |
1,182.0 |
3.0 |
0.3% |
1,177.9 |
| Close |
1,183.3 |
1,190.0 |
6.7 |
0.6% |
1,190.0 |
| Range |
14.1 |
11.7 |
-2.4 |
-17.0% |
22.3 |
| ATR |
16.2 |
15.9 |
-0.3 |
-2.0% |
0.0 |
| Volume |
9,860 |
26,589 |
16,729 |
169.7% |
59,289 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.7 |
1,218.5 |
1,196.4 |
|
| R3 |
1,212.0 |
1,206.8 |
1,193.2 |
|
| R2 |
1,200.3 |
1,200.3 |
1,192.1 |
|
| R1 |
1,195.1 |
1,195.1 |
1,191.1 |
1,197.7 |
| PP |
1,188.6 |
1,188.6 |
1,188.6 |
1,189.9 |
| S1 |
1,183.4 |
1,183.4 |
1,188.9 |
1,186.0 |
| S2 |
1,176.9 |
1,176.9 |
1,187.9 |
|
| S3 |
1,165.2 |
1,171.7 |
1,186.8 |
|
| S4 |
1,153.5 |
1,160.0 |
1,183.6 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.3 |
1,245.4 |
1,202.3 |
|
| R3 |
1,234.0 |
1,223.1 |
1,196.1 |
|
| R2 |
1,211.7 |
1,211.7 |
1,194.1 |
|
| R1 |
1,200.8 |
1,200.8 |
1,192.0 |
1,206.3 |
| PP |
1,189.4 |
1,189.4 |
1,189.4 |
1,192.1 |
| S1 |
1,178.5 |
1,178.5 |
1,188.0 |
1,184.0 |
| S2 |
1,167.1 |
1,167.1 |
1,185.9 |
|
| S3 |
1,144.8 |
1,156.2 |
1,183.9 |
|
| S4 |
1,122.5 |
1,133.9 |
1,177.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,200.2 |
1,177.9 |
22.3 |
1.9% |
12.8 |
1.1% |
54% |
False |
False |
11,857 |
| 10 |
1,215.5 |
1,170.0 |
45.5 |
3.8% |
16.4 |
1.4% |
44% |
False |
False |
8,373 |
| 20 |
1,215.5 |
1,170.0 |
45.5 |
3.8% |
15.5 |
1.3% |
44% |
False |
False |
5,434 |
| 40 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
15.0 |
1.3% |
57% |
False |
False |
4,320 |
| 60 |
1,235.7 |
1,143.8 |
91.9 |
7.7% |
14.8 |
1.2% |
50% |
False |
False |
3,593 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.8 |
1.3% |
28% |
False |
False |
3,051 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.2 |
1.3% |
28% |
False |
False |
2,563 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.1 |
1.3% |
28% |
False |
False |
2,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,243.4 |
|
2.618 |
1,224.3 |
|
1.618 |
1,212.6 |
|
1.000 |
1,205.4 |
|
0.618 |
1,200.9 |
|
HIGH |
1,193.7 |
|
0.618 |
1,189.2 |
|
0.500 |
1,187.9 |
|
0.382 |
1,186.5 |
|
LOW |
1,182.0 |
|
0.618 |
1,174.8 |
|
1.000 |
1,170.3 |
|
1.618 |
1,163.1 |
|
2.618 |
1,151.4 |
|
4.250 |
1,132.3 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,189.3 |
1,189.5 |
| PP |
1,188.6 |
1,188.9 |
| S1 |
1,187.9 |
1,188.4 |
|