Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,062.49 |
18,251.97 |
189.48 |
1.0% |
18,187.78 |
High |
18,255.21 |
18,272.72 |
17.51 |
0.1% |
18,272.72 |
Low |
18,062.49 |
18,215.07 |
152.58 |
0.8% |
17,924.80 |
Close |
18,252.24 |
18,272.56 |
20.32 |
0.1% |
18,272.56 |
Range |
192.72 |
57.65 |
-135.07 |
-70.1% |
347.92 |
ATR |
181.94 |
173.07 |
-8.88 |
-4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,426.40 |
18,407.13 |
18,304.27 |
|
R3 |
18,368.75 |
18,349.48 |
18,288.41 |
|
R2 |
18,311.10 |
18,311.10 |
18,283.13 |
|
R1 |
18,291.83 |
18,291.83 |
18,277.84 |
18,301.47 |
PP |
18,253.45 |
18,253.45 |
18,253.45 |
18,258.27 |
S1 |
18,234.18 |
18,234.18 |
18,267.28 |
18,243.82 |
S2 |
18,195.80 |
18,195.80 |
18,261.99 |
|
S3 |
18,138.15 |
18,176.53 |
18,256.71 |
|
S4 |
18,080.50 |
18,118.88 |
18,240.85 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,200.45 |
19,084.43 |
18,463.92 |
|
R3 |
18,852.53 |
18,736.51 |
18,368.24 |
|
R2 |
18,504.61 |
18,504.61 |
18,336.35 |
|
R1 |
18,388.59 |
18,388.59 |
18,304.45 |
18,446.60 |
PP |
18,156.69 |
18,156.69 |
18,156.69 |
18,185.70 |
S1 |
18,040.67 |
18,040.67 |
18,240.67 |
18,098.68 |
S2 |
17,808.77 |
17,808.77 |
18,208.77 |
|
S3 |
17,460.85 |
17,692.75 |
18,176.88 |
|
S4 |
17,112.93 |
17,344.83 |
18,081.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,272.72 |
17,924.80 |
347.92 |
1.9% |
129.84 |
0.7% |
100% |
True |
False |
|
10 |
18,272.72 |
17,733.12 |
539.60 |
3.0% |
167.16 |
0.9% |
100% |
True |
False |
|
20 |
18,272.72 |
17,733.12 |
539.60 |
3.0% |
173.05 |
0.9% |
100% |
True |
False |
|
40 |
18,272.72 |
17,579.27 |
693.45 |
3.8% |
176.43 |
1.0% |
100% |
True |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
179.03 |
1.0% |
98% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
183.54 |
1.0% |
99% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
190.06 |
1.0% |
99% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
188.64 |
1.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,517.73 |
2.618 |
18,423.65 |
1.618 |
18,366.00 |
1.000 |
18,330.37 |
0.618 |
18,308.35 |
HIGH |
18,272.72 |
0.618 |
18,250.70 |
0.500 |
18,243.90 |
0.382 |
18,237.09 |
LOW |
18,215.07 |
0.618 |
18,179.44 |
1.000 |
18,157.42 |
1.618 |
18,121.79 |
2.618 |
18,064.14 |
4.250 |
17,970.06 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,263.01 |
18,233.69 |
PP |
18,253.45 |
18,194.83 |
S1 |
18,243.90 |
18,155.96 |
|