| 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 |
2,068.00 |
2,078.50 |
10.50 |
0.5% |
2,093.25 |
| High |
2,080.25 |
2,105.50 |
25.25 |
1.2% |
2,107.50 |
| Low |
2,050.00 |
2,078.00 |
28.00 |
1.4% |
2,050.00 |
| Close |
2,076.75 |
2,101.00 |
24.25 |
1.2% |
2,101.00 |
| Range |
30.25 |
27.50 |
-2.75 |
-9.1% |
57.50 |
| ATR |
23.14 |
23.55 |
0.40 |
1.7% |
0.00 |
| Volume |
2,771 |
2,644 |
-127 |
-4.6% |
9,847 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.25 |
2,166.75 |
2,116.00 |
|
| R3 |
2,149.75 |
2,139.25 |
2,108.50 |
|
| R2 |
2,122.25 |
2,122.25 |
2,106.00 |
|
| R1 |
2,111.75 |
2,111.75 |
2,103.50 |
2,117.00 |
| PP |
2,094.75 |
2,094.75 |
2,094.75 |
2,097.50 |
| S1 |
2,084.25 |
2,084.25 |
2,098.50 |
2,089.50 |
| S2 |
2,067.25 |
2,067.25 |
2,096.00 |
|
| S3 |
2,039.75 |
2,056.75 |
2,093.50 |
|
| S4 |
2,012.25 |
2,029.25 |
2,086.00 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.75 |
2,237.25 |
2,132.50 |
|
| R3 |
2,201.25 |
2,179.75 |
2,116.75 |
|
| R2 |
2,143.75 |
2,143.75 |
2,111.50 |
|
| R1 |
2,122.25 |
2,122.25 |
2,106.25 |
2,133.00 |
| PP |
2,086.25 |
2,086.25 |
2,086.25 |
2,091.50 |
| S1 |
2,064.75 |
2,064.75 |
2,095.75 |
2,075.50 |
| S2 |
2,028.75 |
2,028.75 |
2,090.50 |
|
| S3 |
1,971.25 |
2,007.25 |
2,085.25 |
|
| S4 |
1,913.75 |
1,949.75 |
2,069.50 |
|
|
| 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 |
2,050.00 |
57.50 |
2.7% |
27.25 |
1.3% |
89% |
False |
False |
1,969 |
| 10 |
2,112.00 |
2,050.00 |
62.00 |
3.0% |
25.00 |
1.2% |
82% |
False |
False |
2,028 |
| 20 |
2,112.00 |
2,050.00 |
62.00 |
3.0% |
22.25 |
1.1% |
82% |
False |
False |
2,660 |
| 40 |
2,112.00 |
2,026.00 |
86.00 |
4.1% |
23.00 |
1.1% |
87% |
False |
False |
2,126 |
| 60 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
20.00 |
1.0% |
87% |
False |
False |
1,452 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.50 |
1.0% |
93% |
False |
False |
1,110 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
21.50 |
1.0% |
93% |
False |
False |
901 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
19.50 |
0.9% |
93% |
False |
False |
761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.50 |
|
2.618 |
2,177.50 |
|
1.618 |
2,150.00 |
|
1.000 |
2,133.00 |
|
0.618 |
2,122.50 |
|
HIGH |
2,105.50 |
|
0.618 |
2,095.00 |
|
0.500 |
2,091.75 |
|
0.382 |
2,088.50 |
|
LOW |
2,078.00 |
|
0.618 |
2,061.00 |
|
1.000 |
2,050.50 |
|
1.618 |
2,033.50 |
|
2.618 |
2,006.00 |
|
4.250 |
1,961.00 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.00 |
2,093.25 |
| PP |
2,094.75 |
2,085.50 |
| S1 |
2,091.75 |
2,077.75 |
|