| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,499.0 |
3,509.0 |
10.0 |
0.3% |
3,565.0 |
| High |
3,520.0 |
3,609.0 |
89.0 |
2.5% |
3,612.0 |
| Low |
3,438.0 |
3,509.0 |
71.0 |
2.1% |
3,438.0 |
| Close |
3,512.0 |
3,598.0 |
86.0 |
2.4% |
3,598.0 |
| Range |
82.0 |
100.0 |
18.0 |
22.0% |
174.0 |
| ATR |
67.3 |
69.7 |
2.3 |
3.5% |
0.0 |
| Volume |
1,152 |
301 |
-851 |
-73.9% |
3,344 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,872.0 |
3,835.0 |
3,653.0 |
|
| R3 |
3,772.0 |
3,735.0 |
3,625.5 |
|
| R2 |
3,672.0 |
3,672.0 |
3,616.3 |
|
| R1 |
3,635.0 |
3,635.0 |
3,607.2 |
3,653.5 |
| PP |
3,572.0 |
3,572.0 |
3,572.0 |
3,581.3 |
| S1 |
3,535.0 |
3,535.0 |
3,588.8 |
3,553.5 |
| S2 |
3,472.0 |
3,472.0 |
3,579.7 |
|
| S3 |
3,372.0 |
3,435.0 |
3,570.5 |
|
| S4 |
3,272.0 |
3,335.0 |
3,543.0 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.3 |
4,008.7 |
3,693.7 |
|
| R3 |
3,897.3 |
3,834.7 |
3,645.9 |
|
| R2 |
3,723.3 |
3,723.3 |
3,629.9 |
|
| R1 |
3,660.7 |
3,660.7 |
3,614.0 |
3,692.0 |
| PP |
3,549.3 |
3,549.3 |
3,549.3 |
3,565.0 |
| S1 |
3,486.7 |
3,486.7 |
3,582.1 |
3,518.0 |
| S2 |
3,375.3 |
3,375.3 |
3,566.1 |
|
| S3 |
3,201.3 |
3,312.7 |
3,550.2 |
|
| S4 |
3,027.3 |
3,138.7 |
3,502.3 |
|
|
| 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 |
4.8% |
86.8 |
2.4% |
92% |
False |
False |
668 |
| 10 |
3,718.0 |
3,438.0 |
280.0 |
7.8% |
86.3 |
2.4% |
57% |
False |
False |
1,619 |
| 20 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
69.2 |
1.9% |
50% |
False |
False |
2,708 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
54.2 |
1.5% |
50% |
False |
False |
2,457 |
| 60 |
3,761.0 |
3,293.0 |
468.0 |
13.0% |
39.7 |
1.1% |
65% |
False |
False |
1,695 |
| 80 |
3,761.0 |
2,998.0 |
763.0 |
21.2% |
39.2 |
1.1% |
79% |
False |
False |
1,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,034.0 |
|
2.618 |
3,870.8 |
|
1.618 |
3,770.8 |
|
1.000 |
3,709.0 |
|
0.618 |
3,670.8 |
|
HIGH |
3,609.0 |
|
0.618 |
3,570.8 |
|
0.500 |
3,559.0 |
|
0.382 |
3,547.2 |
|
LOW |
3,509.0 |
|
0.618 |
3,447.2 |
|
1.000 |
3,409.0 |
|
1.618 |
3,347.2 |
|
2.618 |
3,247.2 |
|
4.250 |
3,084.0 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,585.0 |
3,573.2 |
| PP |
3,572.0 |
3,548.3 |
| S1 |
3,559.0 |
3,523.5 |
|