| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.50 |
2,068.00 |
-10.50 |
-0.5% |
2,105.00 |
| High |
2,086.00 |
2,080.25 |
-5.75 |
-0.3% |
2,112.00 |
| Low |
2,054.00 |
2,050.00 |
-4.00 |
-0.2% |
2,063.75 |
| Close |
2,066.50 |
2,076.75 |
10.25 |
0.5% |
2,094.25 |
| Range |
32.00 |
30.25 |
-1.75 |
-5.5% |
48.25 |
| ATR |
22.60 |
23.14 |
0.55 |
2.4% |
0.00 |
| Volume |
2,284 |
2,771 |
487 |
21.3% |
10,442 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.75 |
2,148.50 |
2,093.50 |
|
| R3 |
2,129.50 |
2,118.25 |
2,085.00 |
|
| R2 |
2,099.25 |
2,099.25 |
2,082.25 |
|
| R1 |
2,088.00 |
2,088.00 |
2,079.50 |
2,093.50 |
| PP |
2,069.00 |
2,069.00 |
2,069.00 |
2,071.75 |
| S1 |
2,057.75 |
2,057.75 |
2,074.00 |
2,063.50 |
| S2 |
2,038.75 |
2,038.75 |
2,071.25 |
|
| S3 |
2,008.50 |
2,027.50 |
2,068.50 |
|
| S4 |
1,978.25 |
1,997.25 |
2,060.00 |
|
|
| 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 |
2,050.00 |
57.50 |
2.8% |
26.00 |
1.2% |
47% |
False |
True |
2,141 |
| 10 |
2,112.00 |
2,050.00 |
62.00 |
3.0% |
23.25 |
1.1% |
43% |
False |
True |
2,349 |
| 20 |
2,112.00 |
2,050.00 |
62.00 |
3.0% |
21.50 |
1.0% |
43% |
False |
True |
2,618 |
| 40 |
2,112.00 |
2,026.00 |
86.00 |
4.1% |
23.00 |
1.1% |
59% |
False |
False |
2,062 |
| 60 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
20.00 |
1.0% |
60% |
False |
False |
1,415 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.4% |
21.50 |
1.0% |
77% |
False |
False |
1,077 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
21.50 |
1.0% |
78% |
False |
False |
875 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
19.25 |
0.9% |
78% |
False |
False |
739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.75 |
|
2.618 |
2,159.50 |
|
1.618 |
2,129.25 |
|
1.000 |
2,110.50 |
|
0.618 |
2,099.00 |
|
HIGH |
2,080.25 |
|
0.618 |
2,068.75 |
|
0.500 |
2,065.00 |
|
0.382 |
2,061.50 |
|
LOW |
2,050.00 |
|
0.618 |
2,031.25 |
|
1.000 |
2,019.75 |
|
1.618 |
2,001.00 |
|
2.618 |
1,970.75 |
|
4.250 |
1,921.50 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.00 |
2,077.00 |
| PP |
2,069.00 |
2,077.00 |
| S1 |
2,065.00 |
2,077.00 |
|