| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,565.0 |
3,572.0 |
7.0 |
0.2% |
3,651.0 |
| High |
3,599.0 |
3,612.0 |
13.0 |
0.4% |
3,718.0 |
| Low |
3,531.0 |
3,484.0 |
-47.0 |
-1.3% |
3,519.0 |
| Close |
3,582.0 |
3,494.0 |
-88.0 |
-2.5% |
3,563.0 |
| Range |
68.0 |
128.0 |
60.0 |
88.2% |
199.0 |
| ATR |
62.3 |
67.0 |
4.7 |
7.5% |
0.0 |
| Volume |
160 |
975 |
815 |
509.4% |
12,537 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,914.0 |
3,832.0 |
3,564.4 |
|
| R3 |
3,786.0 |
3,704.0 |
3,529.2 |
|
| R2 |
3,658.0 |
3,658.0 |
3,517.5 |
|
| R1 |
3,576.0 |
3,576.0 |
3,505.7 |
3,553.0 |
| PP |
3,530.0 |
3,530.0 |
3,530.0 |
3,518.5 |
| S1 |
3,448.0 |
3,448.0 |
3,482.3 |
3,425.0 |
| S2 |
3,402.0 |
3,402.0 |
3,470.5 |
|
| S3 |
3,274.0 |
3,320.0 |
3,458.8 |
|
| S4 |
3,146.0 |
3,192.0 |
3,423.6 |
|
|
| 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 |
3,706.0 |
3,484.0 |
222.0 |
6.4% |
95.0 |
2.7% |
5% |
False |
True |
2,555 |
| 10 |
3,718.0 |
3,484.0 |
234.0 |
6.7% |
80.6 |
2.3% |
4% |
False |
True |
4,455 |
| 20 |
3,761.0 |
3,484.0 |
277.0 |
7.9% |
62.9 |
1.8% |
4% |
False |
True |
2,957 |
| 40 |
3,761.0 |
3,484.0 |
277.0 |
7.9% |
49.2 |
1.4% |
4% |
False |
True |
2,458 |
| 60 |
3,761.0 |
3,263.0 |
498.0 |
14.3% |
36.6 |
1.0% |
46% |
False |
False |
1,658 |
| 80 |
3,761.0 |
2,954.0 |
807.0 |
23.1% |
38.0 |
1.1% |
67% |
False |
False |
1,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,156.0 |
|
2.618 |
3,947.1 |
|
1.618 |
3,819.1 |
|
1.000 |
3,740.0 |
|
0.618 |
3,691.1 |
|
HIGH |
3,612.0 |
|
0.618 |
3,563.1 |
|
0.500 |
3,548.0 |
|
0.382 |
3,532.9 |
|
LOW |
3,484.0 |
|
0.618 |
3,404.9 |
|
1.000 |
3,356.0 |
|
1.618 |
3,276.9 |
|
2.618 |
3,148.9 |
|
4.250 |
2,940.0 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,548.0 |
3,548.0 |
| PP |
3,530.0 |
3,530.0 |
| S1 |
3,512.0 |
3,512.0 |
|