| 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 |
19,770 |
19,375 |
-395 |
-2.0% |
20,085 |
| High |
19,810 |
19,470 |
-340 |
-1.7% |
20,180 |
| Low |
19,335 |
19,190 |
-145 |
-0.7% |
19,350 |
| Close |
19,375 |
19,355 |
-20 |
-0.1% |
19,735 |
| Range |
475 |
280 |
-195 |
-41.1% |
830 |
| ATR |
293 |
292 |
-1 |
-0.3% |
0 |
| Volume |
10,048 |
11,069 |
1,021 |
10.2% |
64,422 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,178 |
20,047 |
19,509 |
|
| R3 |
19,898 |
19,767 |
19,432 |
|
| R2 |
19,618 |
19,618 |
19,406 |
|
| R1 |
19,487 |
19,487 |
19,381 |
19,413 |
| PP |
19,338 |
19,338 |
19,338 |
19,301 |
| S1 |
19,207 |
19,207 |
19,329 |
19,133 |
| S2 |
19,058 |
19,058 |
19,304 |
|
| S3 |
18,778 |
18,927 |
19,278 |
|
| S4 |
18,498 |
18,647 |
19,201 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,245 |
21,820 |
20,192 |
|
| R3 |
21,415 |
20,990 |
19,963 |
|
| R2 |
20,585 |
20,585 |
19,887 |
|
| R1 |
20,160 |
20,160 |
19,811 |
19,958 |
| PP |
19,755 |
19,755 |
19,755 |
19,654 |
| S1 |
19,330 |
19,330 |
19,659 |
19,128 |
| S2 |
18,925 |
18,925 |
19,583 |
|
| S3 |
18,095 |
18,500 |
19,507 |
|
| S4 |
17,265 |
17,670 |
19,279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,865 |
19,190 |
675 |
3.5% |
364 |
1.9% |
24% |
False |
True |
11,191 |
| 10 |
20,295 |
19,190 |
1,105 |
5.7% |
295 |
1.5% |
15% |
False |
True |
10,855 |
| 20 |
20,295 |
19,190 |
1,105 |
5.7% |
268 |
1.4% |
15% |
False |
True |
11,359 |
| 40 |
20,295 |
18,450 |
1,845 |
9.5% |
292 |
1.5% |
49% |
False |
False |
12,801 |
| 60 |
20,295 |
17,640 |
2,655 |
13.7% |
260 |
1.3% |
65% |
False |
False |
9,790 |
| 80 |
20,295 |
16,665 |
3,630 |
18.8% |
239 |
1.2% |
74% |
False |
False |
7,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,660 |
|
2.618 |
20,203 |
|
1.618 |
19,923 |
|
1.000 |
19,750 |
|
0.618 |
19,643 |
|
HIGH |
19,470 |
|
0.618 |
19,363 |
|
0.500 |
19,330 |
|
0.382 |
19,297 |
|
LOW |
19,190 |
|
0.618 |
19,017 |
|
1.000 |
18,910 |
|
1.618 |
18,737 |
|
2.618 |
18,457 |
|
4.250 |
18,000 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,347 |
19,505 |
| PP |
19,338 |
19,455 |
| S1 |
19,330 |
19,405 |
|