| 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 |
3,572.0 |
3,506.0 |
-66.0 |
-1.8% |
3,651.0 |
| High |
3,612.0 |
3,534.0 |
-78.0 |
-2.2% |
3,718.0 |
| Low |
3,484.0 |
3,478.0 |
-6.0 |
-0.2% |
3,519.0 |
| Close |
3,494.0 |
3,507.0 |
13.0 |
0.4% |
3,563.0 |
| Range |
128.0 |
56.0 |
-72.0 |
-56.3% |
199.0 |
| ATR |
67.0 |
66.2 |
-0.8 |
-1.2% |
0.0 |
| Volume |
975 |
756 |
-219 |
-22.5% |
12,537 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,674.3 |
3,646.7 |
3,537.8 |
|
| R3 |
3,618.3 |
3,590.7 |
3,522.4 |
|
| R2 |
3,562.3 |
3,562.3 |
3,517.3 |
|
| R1 |
3,534.7 |
3,534.7 |
3,512.1 |
3,548.5 |
| PP |
3,506.3 |
3,506.3 |
3,506.3 |
3,513.3 |
| S1 |
3,478.7 |
3,478.7 |
3,501.9 |
3,492.5 |
| S2 |
3,450.3 |
3,450.3 |
3,496.7 |
|
| S3 |
3,394.3 |
3,422.7 |
3,491.6 |
|
| S4 |
3,338.3 |
3,366.7 |
3,476.2 |
|
|
| 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 |
3,672.0 |
3,478.0 |
194.0 |
5.5% |
91.2 |
2.6% |
15% |
False |
True |
2,642 |
| 10 |
3,718.0 |
3,478.0 |
240.0 |
6.8% |
81.2 |
2.3% |
12% |
False |
True |
4,414 |
| 20 |
3,761.0 |
3,478.0 |
283.0 |
8.1% |
63.7 |
1.8% |
10% |
False |
True |
2,990 |
| 40 |
3,761.0 |
3,478.0 |
283.0 |
8.1% |
49.9 |
1.4% |
10% |
False |
True |
2,421 |
| 60 |
3,761.0 |
3,263.0 |
498.0 |
14.2% |
37.5 |
1.1% |
49% |
False |
False |
1,671 |
| 80 |
3,761.0 |
2,979.0 |
782.0 |
22.3% |
37.8 |
1.1% |
68% |
False |
False |
1,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,772.0 |
|
2.618 |
3,680.6 |
|
1.618 |
3,624.6 |
|
1.000 |
3,590.0 |
|
0.618 |
3,568.6 |
|
HIGH |
3,534.0 |
|
0.618 |
3,512.6 |
|
0.500 |
3,506.0 |
|
0.382 |
3,499.4 |
|
LOW |
3,478.0 |
|
0.618 |
3,443.4 |
|
1.000 |
3,422.0 |
|
1.618 |
3,387.4 |
|
2.618 |
3,331.4 |
|
4.250 |
3,240.0 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,506.7 |
3,545.0 |
| PP |
3,506.3 |
3,532.3 |
| S1 |
3,506.0 |
3,519.7 |
|