Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,506.0 |
3,499.0 |
-7.0 |
-0.2% |
3,651.0 |
High |
3,534.0 |
3,520.0 |
-14.0 |
-0.4% |
3,718.0 |
Low |
3,478.0 |
3,438.0 |
-40.0 |
-1.2% |
3,519.0 |
Close |
3,507.0 |
3,512.0 |
5.0 |
0.1% |
3,563.0 |
Range |
56.0 |
82.0 |
26.0 |
46.4% |
199.0 |
ATR |
66.2 |
67.3 |
1.1 |
1.7% |
0.0 |
Volume |
756 |
1,152 |
396 |
52.4% |
12,537 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,736.0 |
3,706.0 |
3,557.1 |
|
R3 |
3,654.0 |
3,624.0 |
3,534.6 |
|
R2 |
3,572.0 |
3,572.0 |
3,527.0 |
|
R1 |
3,542.0 |
3,542.0 |
3,519.5 |
3,557.0 |
PP |
3,490.0 |
3,490.0 |
3,490.0 |
3,497.5 |
S1 |
3,460.0 |
3,460.0 |
3,504.5 |
3,475.0 |
S2 |
3,408.0 |
3,408.0 |
3,497.0 |
|
S3 |
3,326.0 |
3,378.0 |
3,489.5 |
|
S4 |
3,244.0 |
3,296.0 |
3,466.9 |
|
|
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 |
3,612.0 |
3,438.0 |
174.0 |
5.0% |
79.2 |
2.3% |
43% |
False |
True |
2,816 |
10 |
3,718.0 |
3,438.0 |
280.0 |
8.0% |
83.0 |
2.4% |
26% |
False |
True |
3,964 |
20 |
3,761.0 |
3,438.0 |
323.0 |
9.2% |
66.4 |
1.9% |
23% |
False |
True |
3,045 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.2% |
51.7 |
1.5% |
23% |
False |
True |
2,450 |
60 |
3,761.0 |
3,265.0 |
496.0 |
14.1% |
38.7 |
1.1% |
50% |
False |
False |
1,690 |
80 |
3,761.0 |
2,998.0 |
763.0 |
21.7% |
38.6 |
1.1% |
67% |
False |
False |
1,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,868.5 |
2.618 |
3,734.7 |
1.618 |
3,652.7 |
1.000 |
3,602.0 |
0.618 |
3,570.7 |
HIGH |
3,520.0 |
0.618 |
3,488.7 |
0.500 |
3,479.0 |
0.382 |
3,469.3 |
LOW |
3,438.0 |
0.618 |
3,387.3 |
1.000 |
3,356.0 |
1.618 |
3,305.3 |
2.618 |
3,223.3 |
4.250 |
3,089.5 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,501.0 |
3,525.0 |
PP |
3,490.0 |
3,520.7 |
S1 |
3,479.0 |
3,516.3 |
|