Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,062.53 |
17,934.81 |
-127.72 |
-0.7% |
18,097.89 |
High |
18,086.01 |
18,019.75 |
-66.26 |
-0.4% |
18,175.56 |
Low |
17,905.71 |
17,733.12 |
-172.59 |
-1.0% |
17,774.89 |
Close |
17,928.20 |
17,841.98 |
-86.22 |
-0.5% |
18,024.06 |
Range |
180.30 |
286.63 |
106.33 |
59.0% |
400.67 |
ATR |
179.38 |
187.04 |
7.66 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,724.84 |
18,570.04 |
17,999.63 |
|
R3 |
18,438.21 |
18,283.41 |
17,920.80 |
|
R2 |
18,151.58 |
18,151.58 |
17,894.53 |
|
R1 |
17,996.78 |
17,996.78 |
17,868.25 |
17,930.87 |
PP |
17,864.95 |
17,864.95 |
17,864.95 |
17,831.99 |
S1 |
17,710.15 |
17,710.15 |
17,815.71 |
17,644.24 |
S2 |
17,578.32 |
17,578.32 |
17,789.43 |
|
S3 |
17,291.69 |
17,423.52 |
17,763.16 |
|
S4 |
17,005.06 |
17,136.89 |
17,684.33 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,193.51 |
19,009.46 |
18,244.43 |
|
R3 |
18,792.84 |
18,608.79 |
18,134.24 |
|
R2 |
18,392.17 |
18,392.17 |
18,097.52 |
|
R1 |
18,208.12 |
18,208.12 |
18,060.79 |
18,099.81 |
PP |
17,991.50 |
17,991.50 |
17,991.50 |
17,937.35 |
S1 |
17,807.45 |
17,807.45 |
17,987.33 |
17,699.14 |
S2 |
17,590.83 |
17,590.83 |
17,950.60 |
|
S3 |
17,190.16 |
17,406.78 |
17,913.88 |
|
S4 |
16,789.49 |
17,006.11 |
17,803.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,133.76 |
17,733.12 |
400.64 |
2.2% |
200.55 |
1.1% |
27% |
False |
True |
|
10 |
18,175.56 |
17,733.12 |
442.44 |
2.5% |
176.47 |
1.0% |
25% |
False |
True |
|
20 |
18,175.56 |
17,733.12 |
442.44 |
2.5% |
176.18 |
1.0% |
25% |
False |
True |
|
40 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
189.14 |
1.1% |
42% |
False |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
173.39 |
1.0% |
37% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
194.09 |
1.1% |
64% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
199.49 |
1.1% |
64% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
184.74 |
1.0% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,237.93 |
2.618 |
18,770.15 |
1.618 |
18,483.52 |
1.000 |
18,306.38 |
0.618 |
18,196.89 |
HIGH |
18,019.75 |
0.618 |
17,910.26 |
0.500 |
17,876.44 |
0.382 |
17,842.61 |
LOW |
17,733.12 |
0.618 |
17,555.98 |
1.000 |
17,446.49 |
1.618 |
17,269.35 |
2.618 |
16,982.72 |
4.250 |
16,514.94 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,876.44 |
17,933.44 |
PP |
17,864.95 |
17,902.95 |
S1 |
17,853.47 |
17,872.47 |
|