Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,070.37 |
18,062.49 |
-7.88 |
0.0% |
18,026.02 |
High |
18,132.79 |
18,255.21 |
122.42 |
0.7% |
18,205.23 |
Low |
18,039.20 |
18,062.49 |
23.29 |
0.1% |
17,733.12 |
Close |
18,060.49 |
18,252.24 |
191.75 |
1.1% |
18,191.11 |
Range |
93.59 |
192.72 |
99.13 |
105.9% |
472.11 |
ATR |
180.96 |
181.94 |
0.98 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,768.14 |
18,702.91 |
18,358.24 |
|
R3 |
18,575.42 |
18,510.19 |
18,305.24 |
|
R2 |
18,382.70 |
18,382.70 |
18,287.57 |
|
R1 |
18,317.47 |
18,317.47 |
18,269.91 |
18,350.09 |
PP |
18,189.98 |
18,189.98 |
18,189.98 |
18,206.29 |
S1 |
18,124.75 |
18,124.75 |
18,234.57 |
18,157.37 |
S2 |
17,997.26 |
17,997.26 |
18,216.91 |
|
S3 |
17,804.54 |
17,932.03 |
18,199.24 |
|
S4 |
17,611.82 |
17,739.31 |
18,146.24 |
|
|
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 |
18,255.21 |
17,924.80 |
330.41 |
1.8% |
172.62 |
0.9% |
99% |
True |
False |
|
10 |
18,255.21 |
17,733.12 |
522.09 |
2.9% |
178.35 |
1.0% |
99% |
True |
False |
|
20 |
18,255.21 |
17,733.12 |
522.09 |
2.9% |
187.87 |
1.0% |
99% |
True |
False |
|
40 |
18,255.21 |
17,579.27 |
675.94 |
3.7% |
178.45 |
1.0% |
100% |
True |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
179.80 |
1.0% |
95% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
185.36 |
1.0% |
97% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
190.76 |
1.0% |
97% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
189.13 |
1.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,074.27 |
2.618 |
18,759.75 |
1.618 |
18,567.03 |
1.000 |
18,447.93 |
0.618 |
18,374.31 |
HIGH |
18,255.21 |
0.618 |
18,181.59 |
0.500 |
18,158.85 |
0.382 |
18,136.11 |
LOW |
18,062.49 |
0.618 |
17,943.39 |
1.000 |
17,869.77 |
1.618 |
17,750.67 |
2.618 |
17,557.95 |
4.250 |
17,243.43 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,221.11 |
18,198.16 |
PP |
18,189.98 |
18,144.08 |
S1 |
18,158.85 |
18,090.01 |
|