| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
4,414.00 |
4,471.75 |
57.75 |
1.3% |
4,533.00 |
| High |
4,470.75 |
4,503.50 |
32.75 |
0.7% |
4,555.50 |
| Low |
4,409.75 |
4,457.00 |
47.25 |
1.1% |
4,386.50 |
| Close |
4,467.75 |
4,476.50 |
8.75 |
0.2% |
4,467.75 |
| Range |
61.00 |
46.50 |
-14.50 |
-23.8% |
169.00 |
| ATR |
58.04 |
57.22 |
-0.82 |
-1.4% |
0.00 |
| Volume |
197,160 |
191,856 |
-5,304 |
-2.7% |
1,349,976 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,618.50 |
4,594.00 |
4,502.00 |
|
| R3 |
4,572.00 |
4,547.50 |
4,489.25 |
|
| R2 |
4,525.50 |
4,525.50 |
4,485.00 |
|
| R1 |
4,501.00 |
4,501.00 |
4,480.75 |
4,513.25 |
| PP |
4,479.00 |
4,479.00 |
4,479.00 |
4,485.00 |
| S1 |
4,454.50 |
4,454.50 |
4,472.25 |
4,466.75 |
| S2 |
4,432.50 |
4,432.50 |
4,468.00 |
|
| S3 |
4,386.00 |
4,408.00 |
4,463.75 |
|
| S4 |
4,339.50 |
4,361.50 |
4,451.00 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,977.00 |
4,891.25 |
4,560.75 |
|
| R3 |
4,808.00 |
4,722.25 |
4,514.25 |
|
| R2 |
4,639.00 |
4,639.00 |
4,498.75 |
|
| R1 |
4,553.25 |
4,553.25 |
4,483.25 |
4,511.50 |
| PP |
4,470.00 |
4,470.00 |
4,470.00 |
4,449.00 |
| S1 |
4,384.25 |
4,384.25 |
4,452.25 |
4,342.50 |
| S2 |
4,301.00 |
4,301.00 |
4,436.75 |
|
| S3 |
4,132.00 |
4,215.25 |
4,421.25 |
|
| S4 |
3,963.00 |
4,046.25 |
4,374.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,531.25 |
4,386.50 |
144.75 |
3.2% |
63.25 |
1.4% |
62% |
False |
False |
263,446 |
| 10 |
4,555.50 |
4,386.50 |
169.00 |
3.8% |
59.00 |
1.3% |
53% |
False |
False |
238,674 |
| 20 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
54.00 |
1.2% |
66% |
False |
False |
217,921 |
| 40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.50 |
1.2% |
73% |
False |
False |
209,149 |
| 60 |
4,555.50 |
4,196.75 |
358.75 |
8.0% |
49.00 |
1.1% |
78% |
False |
False |
139,541 |
| 80 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
53.00 |
1.2% |
85% |
False |
False |
104,665 |
| 100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.00 |
1.2% |
85% |
False |
False |
83,736 |
| 120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
44.50 |
1.0% |
85% |
False |
False |
69,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,701.00 |
|
2.618 |
4,625.25 |
|
1.618 |
4,578.75 |
|
1.000 |
4,550.00 |
|
0.618 |
4,532.25 |
|
HIGH |
4,503.50 |
|
0.618 |
4,485.75 |
|
0.500 |
4,480.25 |
|
0.382 |
4,474.75 |
|
LOW |
4,457.00 |
|
0.618 |
4,428.25 |
|
1.000 |
4,410.50 |
|
1.618 |
4,381.75 |
|
2.618 |
4,335.25 |
|
4.250 |
4,259.50 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,480.25 |
4,466.00 |
| PP |
4,479.00 |
4,455.50 |
| S1 |
4,477.75 |
4,445.00 |
|