Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,589.0 |
3,556.0 |
-33.0 |
-0.9% |
3,572.0 |
High |
3,592.0 |
3,588.0 |
-4.0 |
-0.1% |
3,620.0 |
Low |
3,513.0 |
3,510.0 |
-3.0 |
-0.1% |
3,441.0 |
Close |
3,545.0 |
3,521.0 |
-24.0 |
-0.7% |
3,603.0 |
Range |
79.0 |
78.0 |
-1.0 |
-1.3% |
179.0 |
ATR |
72.9 |
73.3 |
0.4 |
0.5% |
0.0 |
Volume |
1,209,164 |
1,051,233 |
-157,931 |
-13.1% |
6,413,302 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,773.7 |
3,725.3 |
3,563.9 |
|
R3 |
3,695.7 |
3,647.3 |
3,542.5 |
|
R2 |
3,617.7 |
3,617.7 |
3,535.3 |
|
R1 |
3,569.3 |
3,569.3 |
3,528.2 |
3,554.5 |
PP |
3,539.7 |
3,539.7 |
3,539.7 |
3,532.3 |
S1 |
3,491.3 |
3,491.3 |
3,513.9 |
3,476.5 |
S2 |
3,461.7 |
3,461.7 |
3,506.7 |
|
S3 |
3,383.7 |
3,413.3 |
3,499.6 |
|
S4 |
3,305.7 |
3,335.3 |
3,478.1 |
|
|
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 |
5.0% |
76.4 |
2.2% |
46% |
False |
False |
1,154,077 |
10 |
3,678.0 |
3,441.0 |
237.0 |
6.7% |
85.7 |
2.4% |
34% |
False |
False |
1,219,315 |
20 |
3,753.0 |
3,441.0 |
312.0 |
8.9% |
76.7 |
2.2% |
26% |
False |
False |
1,194,835 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
64.3 |
1.8% |
24% |
False |
False |
1,114,719 |
60 |
3,769.0 |
3,310.0 |
459.0 |
13.0% |
58.2 |
1.7% |
46% |
False |
False |
771,541 |
80 |
3,769.0 |
3,057.0 |
712.0 |
20.2% |
59.0 |
1.7% |
65% |
False |
False |
579,014 |
100 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
62.6 |
1.8% |
73% |
False |
False |
463,426 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
57.1 |
1.6% |
73% |
False |
False |
386,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,919.5 |
2.618 |
3,792.2 |
1.618 |
3,714.2 |
1.000 |
3,666.0 |
0.618 |
3,636.2 |
HIGH |
3,588.0 |
0.618 |
3,558.2 |
0.500 |
3,549.0 |
0.382 |
3,539.8 |
LOW |
3,510.0 |
0.618 |
3,461.8 |
1.000 |
3,432.0 |
1.618 |
3,383.8 |
2.618 |
3,305.8 |
4.250 |
3,178.5 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,549.0 |
3,560.5 |
PP |
3,539.7 |
3,547.3 |
S1 |
3,530.3 |
3,534.2 |
|