Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,267.25 |
18,300.48 |
33.23 |
0.2% |
18,187.78 |
High |
18,325.54 |
18,351.36 |
25.82 |
0.1% |
18,272.72 |
Low |
18,244.26 |
18,261.35 |
17.09 |
0.1% |
17,924.80 |
Close |
18,298.88 |
18,312.39 |
13.51 |
0.1% |
18,272.56 |
Range |
81.28 |
90.01 |
8.73 |
10.7% |
347.92 |
ATR |
166.51 |
161.05 |
-5.46 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,578.40 |
18,535.40 |
18,361.90 |
|
R3 |
18,488.39 |
18,445.39 |
18,337.14 |
|
R2 |
18,398.38 |
18,398.38 |
18,328.89 |
|
R1 |
18,355.38 |
18,355.38 |
18,320.64 |
18,376.88 |
PP |
18,308.37 |
18,308.37 |
18,308.37 |
18,319.12 |
S1 |
18,265.37 |
18,265.37 |
18,304.14 |
18,286.87 |
S2 |
18,218.36 |
18,218.36 |
18,295.89 |
|
S3 |
18,128.35 |
18,175.36 |
18,287.64 |
|
S4 |
18,038.34 |
18,085.35 |
18,262.88 |
|
|
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 |
18,351.36 |
18,039.20 |
312.16 |
1.7% |
103.05 |
0.6% |
88% |
True |
False |
|
10 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
155.48 |
0.8% |
94% |
True |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
160.06 |
0.9% |
94% |
True |
False |
|
40 |
18,351.36 |
17,579.27 |
772.09 |
4.2% |
172.56 |
0.9% |
95% |
True |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.2% |
176.01 |
1.0% |
95% |
True |
False |
|
80 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
179.39 |
1.0% |
97% |
True |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
189.28 |
1.0% |
97% |
True |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
188.10 |
1.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,733.90 |
2.618 |
18,587.01 |
1.618 |
18,497.00 |
1.000 |
18,441.37 |
0.618 |
18,406.99 |
HIGH |
18,351.36 |
0.618 |
18,316.98 |
0.500 |
18,306.36 |
0.382 |
18,295.73 |
LOW |
18,261.35 |
0.618 |
18,205.72 |
1.000 |
18,171.34 |
1.618 |
18,115.71 |
2.618 |
18,025.70 |
4.250 |
17,878.81 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,310.38 |
18,302.67 |
PP |
18,308.37 |
18,292.94 |
S1 |
18,306.36 |
18,283.22 |
|