Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,608.0 |
3,589.0 |
-19.0 |
-0.5% |
3,572.0 |
High |
3,611.0 |
3,592.0 |
-19.0 |
-0.5% |
3,620.0 |
Low |
3,575.0 |
3,513.0 |
-62.0 |
-1.7% |
3,441.0 |
Close |
3,591.0 |
3,545.0 |
-46.0 |
-1.3% |
3,603.0 |
Range |
36.0 |
79.0 |
43.0 |
119.4% |
179.0 |
ATR |
72.4 |
72.9 |
0.5 |
0.6% |
0.0 |
Volume |
1,209,164 |
1,209,164 |
0 |
0.0% |
6,413,302 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,787.0 |
3,745.0 |
3,588.5 |
|
R3 |
3,708.0 |
3,666.0 |
3,566.7 |
|
R2 |
3,629.0 |
3,629.0 |
3,559.5 |
|
R1 |
3,587.0 |
3,587.0 |
3,552.2 |
3,568.5 |
PP |
3,550.0 |
3,550.0 |
3,550.0 |
3,540.8 |
S1 |
3,508.0 |
3,508.0 |
3,537.8 |
3,489.5 |
S2 |
3,471.0 |
3,471.0 |
3,530.5 |
|
S3 |
3,392.0 |
3,429.0 |
3,523.3 |
|
S4 |
3,313.0 |
3,350.0 |
3,501.6 |
|
|
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 |
3,616.0 |
3,441.0 |
175.0 |
4.9% |
73.0 |
2.1% |
59% |
False |
False |
1,249,948 |
10 |
3,713.0 |
3,441.0 |
272.0 |
7.7% |
85.7 |
2.4% |
38% |
False |
False |
1,272,214 |
20 |
3,758.0 |
3,441.0 |
317.0 |
8.9% |
75.7 |
2.1% |
33% |
False |
False |
1,181,004 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
62.9 |
1.8% |
32% |
False |
False |
1,103,476 |
60 |
3,769.0 |
3,295.0 |
474.0 |
13.4% |
58.1 |
1.6% |
53% |
False |
False |
754,023 |
80 |
3,769.0 |
2,942.0 |
827.0 |
23.3% |
59.8 |
1.7% |
73% |
False |
False |
565,881 |
100 |
3,769.0 |
2,848.0 |
921.0 |
26.0% |
62.1 |
1.8% |
76% |
False |
False |
452,920 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.0% |
56.8 |
1.6% |
76% |
False |
False |
377,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,927.8 |
2.618 |
3,798.8 |
1.618 |
3,719.8 |
1.000 |
3,671.0 |
0.618 |
3,640.8 |
HIGH |
3,592.0 |
0.618 |
3,561.8 |
0.500 |
3,552.5 |
0.382 |
3,543.2 |
LOW |
3,513.0 |
0.618 |
3,464.2 |
1.000 |
3,434.0 |
1.618 |
3,385.2 |
2.618 |
3,306.2 |
4.250 |
3,177.3 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,552.5 |
3,564.0 |
PP |
3,550.0 |
3,557.7 |
S1 |
3,547.5 |
3,551.3 |
|