| 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 |
2,075.75 |
2,093.25 |
17.50 |
0.8% |
2,105.00 |
| High |
2,094.75 |
2,107.50 |
12.75 |
0.6% |
2,112.00 |
| Low |
2,073.75 |
2,090.75 |
17.00 |
0.8% |
2,063.75 |
| Close |
2,094.25 |
2,102.00 |
7.75 |
0.4% |
2,094.25 |
| Range |
21.00 |
16.75 |
-4.25 |
-20.2% |
48.25 |
| ATR |
21.62 |
21.27 |
-0.35 |
-1.6% |
0.00 |
| Volume |
3,505 |
918 |
-2,587 |
-73.8% |
10,442 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.25 |
2,143.00 |
2,111.25 |
|
| R3 |
2,133.50 |
2,126.25 |
2,106.50 |
|
| R2 |
2,116.75 |
2,116.75 |
2,105.00 |
|
| R1 |
2,109.50 |
2,109.50 |
2,103.50 |
2,113.00 |
| PP |
2,100.00 |
2,100.00 |
2,100.00 |
2,102.00 |
| S1 |
2,092.75 |
2,092.75 |
2,100.50 |
2,096.50 |
| S2 |
2,083.25 |
2,083.25 |
2,099.00 |
|
| S3 |
2,066.50 |
2,076.00 |
2,097.50 |
|
| S4 |
2,049.75 |
2,059.25 |
2,092.75 |
|
|
| 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 |
2,107.50 |
2,063.75 |
43.75 |
2.1% |
22.50 |
1.1% |
87% |
True |
False |
2,154 |
| 10 |
2,112.00 |
2,063.75 |
48.25 |
2.3% |
20.50 |
1.0% |
79% |
False |
False |
2,829 |
| 20 |
2,112.00 |
2,057.50 |
54.50 |
2.6% |
19.50 |
0.9% |
82% |
False |
False |
2,646 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
22.50 |
1.1% |
89% |
False |
False |
1,930 |
| 60 |
2,112.00 |
2,023.00 |
89.00 |
4.2% |
19.25 |
0.9% |
89% |
False |
False |
1,316 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.50 |
1.0% |
93% |
False |
False |
1,000 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
21.50 |
1.0% |
94% |
False |
False |
813 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
18.50 |
0.9% |
94% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.75 |
|
2.618 |
2,151.25 |
|
1.618 |
2,134.50 |
|
1.000 |
2,124.25 |
|
0.618 |
2,117.75 |
|
HIGH |
2,107.50 |
|
0.618 |
2,101.00 |
|
0.500 |
2,099.00 |
|
0.382 |
2,097.25 |
|
LOW |
2,090.75 |
|
0.618 |
2,080.50 |
|
1.000 |
2,074.00 |
|
1.618 |
2,063.75 |
|
2.618 |
2,047.00 |
|
4.250 |
2,019.50 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.00 |
2,096.50 |
| PP |
2,100.00 |
2,091.00 |
| S1 |
2,099.00 |
2,085.50 |
|