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 |
5,610.0 |
5,650.0 |
40.0 |
0.7% |
5,819.0 |
High |
5,661.0 |
5,679.0 |
18.0 |
0.3% |
5,889.0 |
Low |
5,593.0 |
5,573.0 |
-20.0 |
-0.4% |
5,559.0 |
Close |
5,602.0 |
5,574.0 |
-28.0 |
-0.5% |
5,602.0 |
Range |
68.0 |
106.0 |
38.0 |
55.9% |
330.0 |
ATR |
76.9 |
79.0 |
2.1 |
2.7% |
0.0 |
Volume |
26,474 |
31,384 |
4,910 |
18.5% |
155,441 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,926.7 |
5,856.3 |
5,632.3 |
|
R3 |
5,820.7 |
5,750.3 |
5,603.2 |
|
R2 |
5,714.7 |
5,714.7 |
5,593.4 |
|
R1 |
5,644.3 |
5,644.3 |
5,583.7 |
5,626.5 |
PP |
5,608.7 |
5,608.7 |
5,608.7 |
5,599.8 |
S1 |
5,538.3 |
5,538.3 |
5,564.3 |
5,520.5 |
S2 |
5,502.7 |
5,502.7 |
5,554.6 |
|
S3 |
5,396.7 |
5,432.3 |
5,544.9 |
|
S4 |
5,290.7 |
5,326.3 |
5,515.7 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,673.3 |
6,467.7 |
5,783.5 |
|
R3 |
6,343.3 |
6,137.7 |
5,692.8 |
|
R2 |
6,013.3 |
6,013.3 |
5,662.5 |
|
R1 |
5,807.7 |
5,807.7 |
5,632.3 |
5,745.5 |
PP |
5,683.3 |
5,683.3 |
5,683.3 |
5,652.3 |
S1 |
5,477.7 |
5,477.7 |
5,571.8 |
5,415.5 |
S2 |
5,353.3 |
5,353.3 |
5,541.5 |
|
S3 |
5,023.3 |
5,147.7 |
5,511.3 |
|
S4 |
4,693.3 |
4,817.7 |
5,420.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,889.0 |
5,559.0 |
330.0 |
5.9% |
90.8 |
1.6% |
5% |
False |
False |
33,391 |
10 |
5,985.0 |
5,559.0 |
426.0 |
7.6% |
80.1 |
1.4% |
4% |
False |
False |
29,850 |
20 |
5,993.0 |
5,559.0 |
434.0 |
7.8% |
67.8 |
1.2% |
3% |
False |
False |
25,564 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
61.8 |
1.1% |
3% |
False |
False |
29,539 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
53.2 |
1.0% |
3% |
False |
False |
19,784 |
80 |
6,000.0 |
5,220.0 |
780.0 |
14.0% |
47.2 |
0.8% |
45% |
False |
False |
14,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,129.5 |
2.618 |
5,956.5 |
1.618 |
5,850.5 |
1.000 |
5,785.0 |
0.618 |
5,744.5 |
HIGH |
5,679.0 |
0.618 |
5,638.5 |
0.500 |
5,626.0 |
0.382 |
5,613.5 |
LOW |
5,573.0 |
0.618 |
5,507.5 |
1.000 |
5,467.0 |
1.618 |
5,401.5 |
2.618 |
5,295.5 |
4.250 |
5,122.5 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,626.0 |
5,619.0 |
PP |
5,608.7 |
5,604.0 |
S1 |
5,591.3 |
5,589.0 |
|