Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,514.0 |
3,574.0 |
60.0 |
1.7% |
3,608.0 |
High |
3,586.0 |
3,602.0 |
16.0 |
0.4% |
3,611.0 |
Low |
3,481.0 |
3,527.0 |
46.0 |
1.3% |
3,481.0 |
Close |
3,581.0 |
3,544.0 |
-37.0 |
-1.0% |
3,544.0 |
Range |
105.0 |
75.0 |
-30.0 |
-28.6% |
130.0 |
ATR |
75.5 |
75.5 |
0.0 |
-0.1% |
0.0 |
Volume |
917,107 |
960,095 |
42,988 |
4.7% |
5,346,763 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,782.7 |
3,738.3 |
3,585.3 |
|
R3 |
3,707.7 |
3,663.3 |
3,564.6 |
|
R2 |
3,632.7 |
3,632.7 |
3,557.8 |
|
R1 |
3,588.3 |
3,588.3 |
3,550.9 |
3,573.0 |
PP |
3,557.7 |
3,557.7 |
3,557.7 |
3,550.0 |
S1 |
3,513.3 |
3,513.3 |
3,537.1 |
3,498.0 |
S2 |
3,482.7 |
3,482.7 |
3,530.3 |
|
S3 |
3,407.7 |
3,438.3 |
3,523.4 |
|
S4 |
3,332.7 |
3,363.3 |
3,502.8 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.3 |
3,869.7 |
3,615.5 |
|
R3 |
3,805.3 |
3,739.7 |
3,579.8 |
|
R2 |
3,675.3 |
3,675.3 |
3,567.8 |
|
R1 |
3,609.7 |
3,609.7 |
3,555.9 |
3,577.5 |
PP |
3,545.3 |
3,545.3 |
3,545.3 |
3,529.3 |
S1 |
3,479.7 |
3,479.7 |
3,532.1 |
3,447.5 |
S2 |
3,415.3 |
3,415.3 |
3,520.2 |
|
S3 |
3,285.3 |
3,349.7 |
3,508.3 |
|
S4 |
3,155.3 |
3,219.7 |
3,472.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,611.0 |
3,481.0 |
130.0 |
3.7% |
74.6 |
2.1% |
48% |
False |
False |
1,069,352 |
10 |
3,620.0 |
3,441.0 |
179.0 |
5.1% |
82.6 |
2.3% |
58% |
False |
False |
1,176,006 |
20 |
3,727.0 |
3,441.0 |
286.0 |
8.1% |
81.0 |
2.3% |
36% |
False |
False |
1,142,724 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
66.2 |
1.9% |
31% |
False |
False |
1,098,237 |
60 |
3,769.0 |
3,310.0 |
459.0 |
13.0% |
59.9 |
1.7% |
51% |
False |
False |
802,812 |
80 |
3,769.0 |
3,137.0 |
632.0 |
17.8% |
59.5 |
1.7% |
64% |
False |
False |
602,433 |
100 |
3,769.0 |
2,848.0 |
921.0 |
26.0% |
62.5 |
1.8% |
76% |
False |
False |
482,160 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.0% |
58.4 |
1.6% |
76% |
False |
False |
401,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,920.8 |
2.618 |
3,798.4 |
1.618 |
3,723.4 |
1.000 |
3,677.0 |
0.618 |
3,648.4 |
HIGH |
3,602.0 |
0.618 |
3,573.4 |
0.500 |
3,564.5 |
0.382 |
3,555.7 |
LOW |
3,527.0 |
0.618 |
3,480.7 |
1.000 |
3,452.0 |
1.618 |
3,405.7 |
2.618 |
3,330.7 |
4.250 |
3,208.3 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,564.5 |
3,543.2 |
PP |
3,557.7 |
3,542.3 |
S1 |
3,550.8 |
3,541.5 |
|