Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,515.0 |
3,608.0 |
93.0 |
2.6% |
3,572.0 |
High |
3,616.0 |
3,611.0 |
-5.0 |
-0.1% |
3,620.0 |
Low |
3,512.0 |
3,575.0 |
63.0 |
1.8% |
3,441.0 |
Close |
3,603.0 |
3,591.0 |
-12.0 |
-0.3% |
3,603.0 |
Range |
104.0 |
36.0 |
-68.0 |
-65.4% |
179.0 |
ATR |
75.2 |
72.4 |
-2.8 |
-3.7% |
0.0 |
Volume |
770,241 |
1,209,164 |
438,923 |
57.0% |
6,413,302 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,700.3 |
3,681.7 |
3,610.8 |
|
R3 |
3,664.3 |
3,645.7 |
3,600.9 |
|
R2 |
3,628.3 |
3,628.3 |
3,597.6 |
|
R1 |
3,609.7 |
3,609.7 |
3,594.3 |
3,601.0 |
PP |
3,592.3 |
3,592.3 |
3,592.3 |
3,588.0 |
S1 |
3,573.7 |
3,573.7 |
3,587.7 |
3,565.0 |
S2 |
3,556.3 |
3,556.3 |
3,584.4 |
|
S3 |
3,520.3 |
3,537.7 |
3,581.1 |
|
S4 |
3,484.3 |
3,501.7 |
3,571.2 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,091.7 |
4,026.3 |
3,701.5 |
|
R3 |
3,912.7 |
3,847.3 |
3,652.2 |
|
R2 |
3,733.7 |
3,733.7 |
3,635.8 |
|
R1 |
3,668.3 |
3,668.3 |
3,619.4 |
3,701.0 |
PP |
3,554.7 |
3,554.7 |
3,554.7 |
3,571.0 |
S1 |
3,489.3 |
3,489.3 |
3,586.6 |
3,522.0 |
S2 |
3,375.7 |
3,375.7 |
3,570.2 |
|
S3 |
3,196.7 |
3,310.3 |
3,553.8 |
|
S4 |
3,017.7 |
3,131.3 |
3,504.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,620.0 |
3,441.0 |
179.0 |
5.0% |
83.4 |
2.3% |
84% |
False |
False |
1,272,733 |
10 |
3,727.0 |
3,441.0 |
286.0 |
8.0% |
88.9 |
2.5% |
52% |
False |
False |
1,250,179 |
20 |
3,769.0 |
3,441.0 |
328.0 |
9.1% |
73.5 |
2.0% |
46% |
False |
False |
1,176,775 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.1% |
63.1 |
1.8% |
46% |
False |
False |
1,086,360 |
60 |
3,769.0 |
3,289.0 |
480.0 |
13.4% |
57.2 |
1.6% |
63% |
False |
False |
733,874 |
80 |
3,769.0 |
2,942.0 |
827.0 |
23.0% |
59.8 |
1.7% |
78% |
False |
False |
550,772 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.6% |
61.9 |
1.7% |
81% |
False |
False |
440,828 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.6% |
56.2 |
1.6% |
81% |
False |
False |
367,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,764.0 |
2.618 |
3,705.2 |
1.618 |
3,669.2 |
1.000 |
3,647.0 |
0.618 |
3,633.2 |
HIGH |
3,611.0 |
0.618 |
3,597.2 |
0.500 |
3,593.0 |
0.382 |
3,588.8 |
LOW |
3,575.0 |
0.618 |
3,552.8 |
1.000 |
3,539.0 |
1.618 |
3,516.8 |
2.618 |
3,480.8 |
4.250 |
3,422.0 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,593.0 |
3,570.2 |
PP |
3,592.3 |
3,549.3 |
S1 |
3,591.7 |
3,528.5 |
|