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 |
1,181.6 |
1,189.2 |
7.6 |
0.6% |
1,180.7 |
High |
1,194.4 |
1,201.8 |
7.4 |
0.6% |
1,217.0 |
Low |
1,181.6 |
1,188.9 |
7.3 |
0.6% |
1,172.0 |
Close |
1,189.6 |
1,196.2 |
6.6 |
0.6% |
1,177.2 |
Range |
12.8 |
12.9 |
0.1 |
0.8% |
45.0 |
ATR |
16.9 |
16.6 |
-0.3 |
-1.7% |
0.0 |
Volume |
3,456 |
1,080 |
-2,376 |
-68.8% |
12,673 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.3 |
1,228.2 |
1,203.3 |
|
R3 |
1,221.4 |
1,215.3 |
1,199.7 |
|
R2 |
1,208.5 |
1,208.5 |
1,198.6 |
|
R1 |
1,202.4 |
1,202.4 |
1,197.4 |
1,205.5 |
PP |
1,195.6 |
1,195.6 |
1,195.6 |
1,197.2 |
S1 |
1,189.5 |
1,189.5 |
1,195.0 |
1,192.6 |
S2 |
1,182.7 |
1,182.7 |
1,193.8 |
|
S3 |
1,169.8 |
1,176.6 |
1,192.7 |
|
S4 |
1,156.9 |
1,163.7 |
1,189.1 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.7 |
1,295.5 |
1,202.0 |
|
R3 |
1,278.7 |
1,250.5 |
1,189.6 |
|
R2 |
1,233.7 |
1,233.7 |
1,185.5 |
|
R1 |
1,205.5 |
1,205.5 |
1,181.3 |
1,197.1 |
PP |
1,188.7 |
1,188.7 |
1,188.7 |
1,184.6 |
S1 |
1,160.5 |
1,160.5 |
1,173.1 |
1,152.1 |
S2 |
1,143.7 |
1,143.7 |
1,169.0 |
|
S3 |
1,098.7 |
1,115.5 |
1,164.8 |
|
S4 |
1,053.7 |
1,070.5 |
1,152.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.4 |
1,172.0 |
42.4 |
3.5% |
16.1 |
1.3% |
57% |
False |
False |
1,741 |
10 |
1,217.0 |
1,172.0 |
45.0 |
3.8% |
17.3 |
1.4% |
54% |
False |
False |
2,528 |
20 |
1,217.0 |
1,172.0 |
45.0 |
3.8% |
15.2 |
1.3% |
54% |
False |
False |
2,361 |
40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
14.7 |
1.2% |
63% |
False |
False |
2,459 |
60 |
1,247.4 |
1,145.5 |
101.9 |
8.5% |
14.7 |
1.2% |
50% |
False |
False |
2,210 |
80 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
16.2 |
1.4% |
31% |
False |
False |
2,071 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
16.1 |
1.3% |
31% |
False |
False |
1,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.6 |
2.618 |
1,235.6 |
1.618 |
1,222.7 |
1.000 |
1,214.7 |
0.618 |
1,209.8 |
HIGH |
1,201.8 |
0.618 |
1,196.9 |
0.500 |
1,195.4 |
0.382 |
1,193.8 |
LOW |
1,188.9 |
0.618 |
1,180.9 |
1.000 |
1,176.0 |
1.618 |
1,168.0 |
2.618 |
1,155.1 |
4.250 |
1,134.1 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,195.9 |
1,193.1 |
PP |
1,195.6 |
1,190.0 |
S1 |
1,195.4 |
1,186.9 |
|