| 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 |
3,563.0 |
3,565.0 |
2.0 |
0.1% |
3,651.0 |
| High |
3,581.0 |
3,599.0 |
18.0 |
0.5% |
3,718.0 |
| Low |
3,519.0 |
3,531.0 |
12.0 |
0.3% |
3,519.0 |
| Close |
3,563.0 |
3,582.0 |
19.0 |
0.5% |
3,563.0 |
| Range |
62.0 |
68.0 |
6.0 |
9.7% |
199.0 |
| ATR |
61.8 |
62.3 |
0.4 |
0.7% |
0.0 |
| Volume |
11,041 |
160 |
-10,881 |
-98.6% |
12,537 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,774.7 |
3,746.3 |
3,619.4 |
|
| R3 |
3,706.7 |
3,678.3 |
3,600.7 |
|
| R2 |
3,638.7 |
3,638.7 |
3,594.5 |
|
| R1 |
3,610.3 |
3,610.3 |
3,588.2 |
3,624.5 |
| PP |
3,570.7 |
3,570.7 |
3,570.7 |
3,577.8 |
| S1 |
3,542.3 |
3,542.3 |
3,575.8 |
3,556.5 |
| S2 |
3,502.7 |
3,502.7 |
3,569.5 |
|
| S3 |
3,434.7 |
3,474.3 |
3,563.3 |
|
| S4 |
3,366.7 |
3,406.3 |
3,544.6 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,197.0 |
4,079.0 |
3,672.5 |
|
| R3 |
3,998.0 |
3,880.0 |
3,617.7 |
|
| R2 |
3,799.0 |
3,799.0 |
3,599.5 |
|
| R1 |
3,681.0 |
3,681.0 |
3,581.2 |
3,640.5 |
| PP |
3,600.0 |
3,600.0 |
3,600.0 |
3,579.8 |
| S1 |
3,482.0 |
3,482.0 |
3,544.8 |
3,441.5 |
| S2 |
3,401.0 |
3,401.0 |
3,526.5 |
|
| S3 |
3,202.0 |
3,283.0 |
3,508.3 |
|
| S4 |
3,003.0 |
3,084.0 |
3,453.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,718.0 |
3,519.0 |
199.0 |
5.6% |
90.2 |
2.5% |
32% |
False |
False |
2,539 |
| 10 |
3,718.0 |
3,519.0 |
199.0 |
5.6% |
72.3 |
2.0% |
32% |
False |
False |
4,497 |
| 20 |
3,761.0 |
3,519.0 |
242.0 |
6.8% |
57.4 |
1.6% |
26% |
False |
False |
2,975 |
| 40 |
3,761.0 |
3,507.0 |
254.0 |
7.1% |
46.7 |
1.3% |
30% |
False |
False |
2,442 |
| 60 |
3,761.0 |
3,263.0 |
498.0 |
13.9% |
34.5 |
1.0% |
64% |
False |
False |
1,642 |
| 80 |
3,761.0 |
2,954.0 |
807.0 |
22.5% |
37.0 |
1.0% |
78% |
False |
False |
1,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,888.0 |
|
2.618 |
3,777.0 |
|
1.618 |
3,709.0 |
|
1.000 |
3,667.0 |
|
0.618 |
3,641.0 |
|
HIGH |
3,599.0 |
|
0.618 |
3,573.0 |
|
0.500 |
3,565.0 |
|
0.382 |
3,557.0 |
|
LOW |
3,531.0 |
|
0.618 |
3,489.0 |
|
1.000 |
3,463.0 |
|
1.618 |
3,421.0 |
|
2.618 |
3,353.0 |
|
4.250 |
3,242.0 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,576.3 |
3,595.5 |
| PP |
3,570.7 |
3,591.0 |
| S1 |
3,565.0 |
3,586.5 |
|