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 |
5,650.0 |
5,585.0 |
-65.0 |
-1.2% |
5,819.0 |
High |
5,679.0 |
5,675.0 |
-4.0 |
-0.1% |
5,889.0 |
Low |
5,573.0 |
5,579.0 |
6.0 |
0.1% |
5,559.0 |
Close |
5,574.0 |
5,671.0 |
97.0 |
1.7% |
5,602.0 |
Range |
106.0 |
96.0 |
-10.0 |
-9.4% |
330.0 |
ATR |
79.0 |
80.6 |
1.6 |
2.0% |
0.0 |
Volume |
31,384 |
29,153 |
-2,231 |
-7.1% |
155,441 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,929.7 |
5,896.3 |
5,723.8 |
|
R3 |
5,833.7 |
5,800.3 |
5,697.4 |
|
R2 |
5,737.7 |
5,737.7 |
5,688.6 |
|
R1 |
5,704.3 |
5,704.3 |
5,679.8 |
5,721.0 |
PP |
5,641.7 |
5,641.7 |
5,641.7 |
5,650.0 |
S1 |
5,608.3 |
5,608.3 |
5,662.2 |
5,625.0 |
S2 |
5,545.7 |
5,545.7 |
5,653.4 |
|
S3 |
5,449.7 |
5,512.3 |
5,644.6 |
|
S4 |
5,353.7 |
5,416.3 |
5,618.2 |
|
|
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 |
5,754.0 |
5,559.0 |
195.0 |
3.4% |
89.0 |
1.6% |
57% |
False |
False |
31,837 |
10 |
5,926.0 |
5,559.0 |
367.0 |
6.5% |
83.7 |
1.5% |
31% |
False |
False |
30,804 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.5% |
70.2 |
1.2% |
26% |
False |
False |
26,147 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
62.4 |
1.1% |
25% |
False |
False |
29,940 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
54.4 |
1.0% |
25% |
False |
False |
20,269 |
80 |
6,000.0 |
5,220.0 |
780.0 |
13.8% |
48.4 |
0.9% |
58% |
False |
False |
15,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,083.0 |
2.618 |
5,926.3 |
1.618 |
5,830.3 |
1.000 |
5,771.0 |
0.618 |
5,734.3 |
HIGH |
5,675.0 |
0.618 |
5,638.3 |
0.500 |
5,627.0 |
0.382 |
5,615.7 |
LOW |
5,579.0 |
0.618 |
5,519.7 |
1.000 |
5,483.0 |
1.618 |
5,423.7 |
2.618 |
5,327.7 |
4.250 |
5,171.0 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,656.3 |
5,656.0 |
PP |
5,641.7 |
5,641.0 |
S1 |
5,627.0 |
5,626.0 |
|