| 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 |
2,093.25 |
2,101.75 |
8.50 |
0.4% |
2,105.00 |
| High |
2,107.50 |
2,104.25 |
-3.25 |
-0.2% |
2,112.00 |
| Low |
2,090.75 |
2,074.50 |
-16.25 |
-0.8% |
2,063.75 |
| Close |
2,102.00 |
2,076.50 |
-25.50 |
-1.2% |
2,094.25 |
| Range |
16.75 |
29.75 |
13.00 |
77.6% |
48.25 |
| ATR |
21.27 |
21.87 |
0.61 |
2.8% |
0.00 |
| Volume |
918 |
1,230 |
312 |
34.0% |
10,442 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.25 |
2,155.25 |
2,092.75 |
|
| R3 |
2,144.50 |
2,125.50 |
2,084.75 |
|
| R2 |
2,114.75 |
2,114.75 |
2,082.00 |
|
| R1 |
2,095.75 |
2,095.75 |
2,079.25 |
2,090.50 |
| PP |
2,085.00 |
2,085.00 |
2,085.00 |
2,082.50 |
| S1 |
2,066.00 |
2,066.00 |
2,073.75 |
2,060.50 |
| S2 |
2,055.25 |
2,055.25 |
2,071.00 |
|
| S3 |
2,025.50 |
2,036.25 |
2,068.25 |
|
| S4 |
1,995.75 |
2,006.50 |
2,060.25 |
|
|
| 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% |
23.50 |
1.1% |
29% |
False |
False |
1,905 |
| 10 |
2,112.00 |
2,063.75 |
48.25 |
2.3% |
22.00 |
1.1% |
26% |
False |
False |
2,728 |
| 20 |
2,112.00 |
2,057.50 |
54.50 |
2.6% |
20.00 |
1.0% |
35% |
False |
False |
2,583 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
22.50 |
1.1% |
60% |
False |
False |
1,948 |
| 60 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
19.75 |
0.9% |
60% |
False |
False |
1,336 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.4% |
21.50 |
1.0% |
77% |
False |
False |
1,015 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
21.50 |
1.0% |
78% |
False |
False |
825 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
18.75 |
0.9% |
78% |
False |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.75 |
|
2.618 |
2,182.25 |
|
1.618 |
2,152.50 |
|
1.000 |
2,134.00 |
|
0.618 |
2,122.75 |
|
HIGH |
2,104.25 |
|
0.618 |
2,093.00 |
|
0.500 |
2,089.50 |
|
0.382 |
2,085.75 |
|
LOW |
2,074.50 |
|
0.618 |
2,056.00 |
|
1.000 |
2,044.75 |
|
1.618 |
2,026.25 |
|
2.618 |
1,996.50 |
|
4.250 |
1,948.00 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.50 |
2,090.50 |
| PP |
2,085.00 |
2,086.00 |
| S1 |
2,080.75 |
2,081.25 |
|