Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
17,933.64 |
18,187.78 |
254.14 |
1.4% |
18,026.02 |
High |
18,205.23 |
18,199.95 |
-5.28 |
0.0% |
18,205.23 |
Low |
17,933.64 |
18,089.11 |
155.47 |
0.9% |
17,733.12 |
Close |
18,191.11 |
18,105.17 |
-85.94 |
-0.5% |
18,191.11 |
Range |
271.59 |
110.84 |
-160.75 |
-59.2% |
472.11 |
ATR |
193.04 |
187.17 |
-5.87 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,463.93 |
18,395.39 |
18,166.13 |
|
R3 |
18,353.09 |
18,284.55 |
18,135.65 |
|
R2 |
18,242.25 |
18,242.25 |
18,125.49 |
|
R1 |
18,173.71 |
18,173.71 |
18,115.33 |
18,152.56 |
PP |
18,131.41 |
18,131.41 |
18,131.41 |
18,120.84 |
S1 |
18,062.87 |
18,062.87 |
18,095.01 |
18,041.72 |
S2 |
18,020.57 |
18,020.57 |
18,084.85 |
|
S3 |
17,909.73 |
17,952.03 |
18,074.69 |
|
S4 |
17,798.89 |
17,841.19 |
18,044.21 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,459.48 |
19,297.41 |
18,450.77 |
|
R3 |
18,987.37 |
18,825.30 |
18,320.94 |
|
R2 |
18,515.26 |
18,515.26 |
18,277.66 |
|
R1 |
18,353.19 |
18,353.19 |
18,234.39 |
18,434.23 |
PP |
18,043.15 |
18,043.15 |
18,043.15 |
18,083.67 |
S1 |
17,881.08 |
17,881.08 |
18,147.83 |
17,962.12 |
S2 |
17,571.04 |
17,571.04 |
18,104.56 |
|
S3 |
17,098.93 |
17,408.97 |
18,061.28 |
|
S4 |
16,626.82 |
16,936.86 |
17,931.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
205.10 |
1.1% |
79% |
False |
False |
|
10 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
190.64 |
1.1% |
79% |
False |
False |
|
20 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
183.35 |
1.0% |
79% |
False |
False |
|
40 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
187.02 |
1.0% |
84% |
False |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
175.83 |
1.0% |
74% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
188.68 |
1.0% |
85% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
196.86 |
1.1% |
85% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
187.21 |
1.0% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,671.02 |
2.618 |
18,490.13 |
1.618 |
18,379.29 |
1.000 |
18,310.79 |
0.618 |
18,268.45 |
HIGH |
18,199.95 |
0.618 |
18,157.61 |
0.500 |
18,144.53 |
0.382 |
18,131.45 |
LOW |
18,089.11 |
0.618 |
18,020.61 |
1.000 |
17,978.27 |
1.618 |
17,909.77 |
2.618 |
17,798.93 |
4.250 |
17,618.04 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,144.53 |
18,070.48 |
PP |
18,131.41 |
18,035.78 |
S1 |
18,118.29 |
18,001.09 |
|