Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,096.16 |
18,070.37 |
-25.79 |
-0.1% |
18,026.02 |
High |
18,119.18 |
18,132.79 |
13.61 |
0.1% |
18,205.23 |
Low |
17,924.80 |
18,039.20 |
114.40 |
0.6% |
17,733.12 |
Close |
18,068.23 |
18,060.49 |
-7.74 |
0.0% |
18,191.11 |
Range |
194.38 |
93.59 |
-100.79 |
-51.9% |
472.11 |
ATR |
187.68 |
180.96 |
-6.72 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,358.26 |
18,302.97 |
18,111.96 |
|
R3 |
18,264.67 |
18,209.38 |
18,086.23 |
|
R2 |
18,171.08 |
18,171.08 |
18,077.65 |
|
R1 |
18,115.79 |
18,115.79 |
18,069.07 |
18,096.64 |
PP |
18,077.49 |
18,077.49 |
18,077.49 |
18,067.92 |
S1 |
18,022.20 |
18,022.20 |
18,051.91 |
18,003.05 |
S2 |
17,983.90 |
17,983.90 |
18,043.33 |
|
S3 |
17,890.31 |
17,928.61 |
18,034.75 |
|
S4 |
17,796.72 |
17,835.02 |
18,009.02 |
|
|
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 |
17,796.94 |
408.29 |
2.3% |
169.31 |
0.9% |
65% |
False |
False |
|
10 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
184.93 |
1.0% |
69% |
False |
False |
|
20 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
183.50 |
1.0% |
69% |
False |
False |
|
40 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
183.63 |
1.0% |
77% |
False |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
177.70 |
1.0% |
68% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
185.98 |
1.0% |
82% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
192.94 |
1.1% |
82% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
188.26 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,530.55 |
2.618 |
18,377.81 |
1.618 |
18,284.22 |
1.000 |
18,226.38 |
0.618 |
18,190.63 |
HIGH |
18,132.79 |
0.618 |
18,097.04 |
0.500 |
18,086.00 |
0.382 |
18,074.95 |
LOW |
18,039.20 |
0.618 |
17,981.36 |
1.000 |
17,945.61 |
1.618 |
17,887.77 |
2.618 |
17,794.18 |
4.250 |
17,641.44 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,086.00 |
18,062.38 |
PP |
18,077.49 |
18,061.75 |
S1 |
18,068.99 |
18,061.12 |
|