| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.00 |
2,075.75 |
-14.25 |
-0.7% |
2,105.00 |
| High |
2,093.00 |
2,094.75 |
1.75 |
0.1% |
2,112.00 |
| Low |
2,063.75 |
2,073.75 |
10.00 |
0.5% |
2,063.75 |
| Close |
2,071.50 |
2,094.25 |
22.75 |
1.1% |
2,094.25 |
| Range |
29.25 |
21.00 |
-8.25 |
-28.2% |
48.25 |
| ATR |
21.49 |
21.62 |
0.13 |
0.6% |
0.00 |
| Volume |
1,816 |
3,505 |
1,689 |
93.0% |
10,442 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.50 |
2,143.50 |
2,105.75 |
|
| R3 |
2,129.50 |
2,122.50 |
2,100.00 |
|
| R2 |
2,108.50 |
2,108.50 |
2,098.00 |
|
| R1 |
2,101.50 |
2,101.50 |
2,096.25 |
2,105.00 |
| PP |
2,087.50 |
2,087.50 |
2,087.50 |
2,089.50 |
| S1 |
2,080.50 |
2,080.50 |
2,092.25 |
2,084.00 |
| S2 |
2,066.50 |
2,066.50 |
2,090.50 |
|
| S3 |
2,045.50 |
2,059.50 |
2,088.50 |
|
| S4 |
2,024.50 |
2,038.50 |
2,082.75 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.75 |
2,212.75 |
2,120.75 |
|
| R3 |
2,186.50 |
2,164.50 |
2,107.50 |
|
| R2 |
2,138.25 |
2,138.25 |
2,103.00 |
|
| R1 |
2,116.25 |
2,116.25 |
2,098.75 |
2,103.00 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,083.50 |
| S1 |
2,068.00 |
2,068.00 |
2,089.75 |
2,055.00 |
| S2 |
2,041.75 |
2,041.75 |
2,085.50 |
|
| S3 |
1,993.50 |
2,019.75 |
2,081.00 |
|
| S4 |
1,945.25 |
1,971.50 |
2,067.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,112.00 |
2,063.75 |
48.25 |
2.3% |
22.75 |
1.1% |
63% |
False |
False |
2,088 |
| 10 |
2,112.00 |
2,063.75 |
48.25 |
2.3% |
20.75 |
1.0% |
63% |
False |
False |
2,948 |
| 20 |
2,112.00 |
2,032.25 |
79.75 |
3.8% |
20.50 |
1.0% |
78% |
False |
False |
2,607 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
22.50 |
1.1% |
80% |
False |
False |
1,911 |
| 60 |
2,112.00 |
2,023.00 |
89.00 |
4.2% |
19.25 |
0.9% |
80% |
False |
False |
1,301 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.75 |
1.0% |
88% |
False |
False |
993 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
21.50 |
1.0% |
89% |
False |
False |
806 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
18.50 |
0.9% |
89% |
False |
False |
683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.00 |
|
2.618 |
2,149.75 |
|
1.618 |
2,128.75 |
|
1.000 |
2,115.75 |
|
0.618 |
2,107.75 |
|
HIGH |
2,094.75 |
|
0.618 |
2,086.75 |
|
0.500 |
2,084.25 |
|
0.382 |
2,081.75 |
|
LOW |
2,073.75 |
|
0.618 |
2,060.75 |
|
1.000 |
2,052.75 |
|
1.618 |
2,039.75 |
|
2.618 |
2,018.75 |
|
4.250 |
1,984.50 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.00 |
2,091.00 |
| PP |
2,087.50 |
2,087.50 |
| S1 |
2,084.25 |
2,084.00 |
|