| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,466.0 |
11,544.5 |
78.5 |
0.7% |
11,863.0 |
| High |
11,585.0 |
11,680.5 |
95.5 |
0.8% |
12,080.0 |
| Low |
11,363.5 |
11,445.0 |
81.5 |
0.7% |
11,363.5 |
| Close |
11,491.5 |
11,654.5 |
163.0 |
1.4% |
11,491.5 |
| Range |
221.5 |
235.5 |
14.0 |
6.3% |
716.5 |
| ATR |
229.0 |
229.5 |
0.5 |
0.2% |
0.0 |
| Volume |
1,140 |
129 |
-1,011 |
-88.7% |
1,827 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,299.8 |
12,212.7 |
11,784.0 |
|
| R3 |
12,064.3 |
11,977.2 |
11,719.3 |
|
| R2 |
11,828.8 |
11,828.8 |
11,697.7 |
|
| R1 |
11,741.7 |
11,741.7 |
11,676.1 |
11,785.3 |
| PP |
11,593.3 |
11,593.3 |
11,593.3 |
11,615.1 |
| S1 |
11,506.2 |
11,506.2 |
11,632.9 |
11,549.8 |
| S2 |
11,357.8 |
11,357.8 |
11,611.3 |
|
| S3 |
11,122.3 |
11,270.7 |
11,589.7 |
|
| S4 |
10,886.8 |
11,035.2 |
11,525.0 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,794.5 |
13,359.5 |
11,885.6 |
|
| R3 |
13,078.0 |
12,643.0 |
11,688.5 |
|
| R2 |
12,361.5 |
12,361.5 |
11,622.9 |
|
| R1 |
11,926.5 |
11,926.5 |
11,557.2 |
11,785.8 |
| PP |
11,645.0 |
11,645.0 |
11,645.0 |
11,574.6 |
| S1 |
11,210.0 |
11,210.0 |
11,425.8 |
11,069.3 |
| S2 |
10,928.5 |
10,928.5 |
11,360.1 |
|
| S3 |
10,212.0 |
10,493.5 |
11,294.5 |
|
| S4 |
9,495.5 |
9,777.0 |
11,097.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,080.0 |
11,363.5 |
716.5 |
6.1% |
307.2 |
2.6% |
41% |
False |
False |
391 |
| 10 |
12,099.5 |
11,363.5 |
736.0 |
6.3% |
256.3 |
2.2% |
40% |
False |
False |
767 |
| 20 |
12,428.5 |
11,363.5 |
1,065.0 |
9.1% |
207.7 |
1.8% |
27% |
False |
False |
521 |
| 40 |
12,428.5 |
11,363.5 |
1,065.0 |
9.1% |
194.6 |
1.7% |
27% |
False |
False |
401 |
| 60 |
12,428.5 |
10,638.0 |
1,790.5 |
15.4% |
153.4 |
1.3% |
57% |
False |
False |
273 |
| 80 |
12,428.5 |
9,650.0 |
2,778.5 |
23.8% |
149.3 |
1.3% |
72% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,681.4 |
|
2.618 |
12,297.0 |
|
1.618 |
12,061.5 |
|
1.000 |
11,916.0 |
|
0.618 |
11,826.0 |
|
HIGH |
11,680.5 |
|
0.618 |
11,590.5 |
|
0.500 |
11,562.8 |
|
0.382 |
11,535.0 |
|
LOW |
11,445.0 |
|
0.618 |
11,299.5 |
|
1.000 |
11,209.5 |
|
1.618 |
11,064.0 |
|
2.618 |
10,828.5 |
|
4.250 |
10,444.1 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,623.9 |
11,648.9 |
| PP |
11,593.3 |
11,643.3 |
| S1 |
11,562.8 |
11,637.8 |
|