Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,315.06 |
18,285.87 |
-29.19 |
-0.2% |
18,187.78 |
High |
18,350.13 |
18,314.89 |
-35.24 |
-0.2% |
18,272.72 |
Low |
18,272.56 |
18,249.90 |
-22.66 |
-0.1% |
17,924.80 |
Close |
18,285.40 |
18,285.74 |
0.34 |
0.0% |
18,272.56 |
Range |
77.57 |
64.99 |
-12.58 |
-16.2% |
347.92 |
ATR |
155.08 |
148.65 |
-6.44 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,478.48 |
18,447.10 |
18,321.48 |
|
R3 |
18,413.49 |
18,382.11 |
18,303.61 |
|
R2 |
18,348.50 |
18,348.50 |
18,297.65 |
|
R1 |
18,317.12 |
18,317.12 |
18,291.70 |
18,300.32 |
PP |
18,283.51 |
18,283.51 |
18,283.51 |
18,275.11 |
S1 |
18,252.13 |
18,252.13 |
18,279.78 |
18,235.33 |
S2 |
18,218.52 |
18,218.52 |
18,273.83 |
|
S3 |
18,153.53 |
18,187.14 |
18,267.87 |
|
S4 |
18,088.54 |
18,122.15 |
18,250.00 |
|
|
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 |
18,215.07 |
136.29 |
0.7% |
74.30 |
0.4% |
52% |
False |
False |
|
10 |
18,351.36 |
17,924.80 |
426.56 |
2.3% |
123.46 |
0.7% |
85% |
False |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
150.46 |
0.8% |
89% |
False |
False |
|
40 |
18,351.36 |
17,579.27 |
772.09 |
4.2% |
164.57 |
0.9% |
92% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.2% |
175.15 |
1.0% |
92% |
False |
False |
|
80 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
175.18 |
1.0% |
95% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
189.47 |
1.0% |
95% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
188.40 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,591.10 |
2.618 |
18,485.03 |
1.618 |
18,420.04 |
1.000 |
18,379.88 |
0.618 |
18,355.05 |
HIGH |
18,314.89 |
0.618 |
18,290.06 |
0.500 |
18,282.40 |
0.382 |
18,274.73 |
LOW |
18,249.90 |
0.618 |
18,209.74 |
1.000 |
18,184.91 |
1.618 |
18,144.75 |
2.618 |
18,079.76 |
4.250 |
17,973.69 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,284.63 |
18,300.63 |
PP |
18,283.51 |
18,295.67 |
S1 |
18,282.40 |
18,290.70 |
|