| 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 |
2,101.75 |
2,078.50 |
-23.25 |
-1.1% |
2,105.00 |
| High |
2,104.25 |
2,086.00 |
-18.25 |
-0.9% |
2,112.00 |
| Low |
2,074.50 |
2,054.00 |
-20.50 |
-1.0% |
2,063.75 |
| Close |
2,076.50 |
2,066.50 |
-10.00 |
-0.5% |
2,094.25 |
| Range |
29.75 |
32.00 |
2.25 |
7.6% |
48.25 |
| ATR |
21.87 |
22.60 |
0.72 |
3.3% |
0.00 |
| Volume |
1,230 |
2,284 |
1,054 |
85.7% |
10,442 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.75 |
2,147.75 |
2,084.00 |
|
| R3 |
2,132.75 |
2,115.75 |
2,075.25 |
|
| R2 |
2,100.75 |
2,100.75 |
2,072.25 |
|
| R1 |
2,083.75 |
2,083.75 |
2,069.50 |
2,076.25 |
| PP |
2,068.75 |
2,068.75 |
2,068.75 |
2,065.00 |
| S1 |
2,051.75 |
2,051.75 |
2,063.50 |
2,044.25 |
| S2 |
2,036.75 |
2,036.75 |
2,060.75 |
|
| S3 |
2,004.75 |
2,019.75 |
2,057.75 |
|
| S4 |
1,972.75 |
1,987.75 |
2,049.00 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.75 |
2,212.75 |
2,120.75 |
|
| R3 |
2,186.50 |
2,164.50 |
2,107.50 |
|
| R2 |
2,138.25 |
2,138.25 |
2,103.00 |
|
| R1 |
2,116.25 |
2,116.25 |
2,098.75 |
2,103.00 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,083.50 |
| S1 |
2,068.00 |
2,068.00 |
2,089.75 |
2,055.00 |
| S2 |
2,041.75 |
2,041.75 |
2,085.50 |
|
| S3 |
1,993.50 |
2,019.75 |
2,081.00 |
|
| S4 |
1,945.25 |
1,971.50 |
2,067.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.50 |
2,054.00 |
53.50 |
2.6% |
25.75 |
1.2% |
23% |
False |
True |
1,950 |
| 10 |
2,112.00 |
2,054.00 |
58.00 |
2.8% |
23.00 |
1.1% |
22% |
False |
True |
2,283 |
| 20 |
2,112.00 |
2,054.00 |
58.00 |
2.8% |
21.00 |
1.0% |
22% |
False |
True |
2,619 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
23.00 |
1.1% |
48% |
False |
False |
1,993 |
| 60 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
19.75 |
1.0% |
48% |
False |
False |
1,373 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.4% |
21.75 |
1.1% |
70% |
False |
False |
1,043 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
21.50 |
1.0% |
72% |
False |
False |
848 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
19.25 |
0.9% |
72% |
False |
False |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.00 |
|
2.618 |
2,169.75 |
|
1.618 |
2,137.75 |
|
1.000 |
2,118.00 |
|
0.618 |
2,105.75 |
|
HIGH |
2,086.00 |
|
0.618 |
2,073.75 |
|
0.500 |
2,070.00 |
|
0.382 |
2,066.25 |
|
LOW |
2,054.00 |
|
0.618 |
2,034.25 |
|
1.000 |
2,022.00 |
|
1.618 |
2,002.25 |
|
2.618 |
1,970.25 |
|
4.250 |
1,918.00 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.00 |
2,080.75 |
| PP |
2,068.75 |
2,076.00 |
| S1 |
2,067.75 |
2,071.25 |
|