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 |
5,585.0 |
5,664.0 |
79.0 |
1.4% |
5,819.0 |
High |
5,675.0 |
5,715.0 |
40.0 |
0.7% |
5,889.0 |
Low |
5,579.0 |
5,653.0 |
74.0 |
1.3% |
5,559.0 |
Close |
5,671.0 |
5,705.0 |
34.0 |
0.6% |
5,602.0 |
Range |
96.0 |
62.0 |
-34.0 |
-35.4% |
330.0 |
ATR |
80.6 |
79.3 |
-1.3 |
-1.6% |
0.0 |
Volume |
29,153 |
25,234 |
-3,919 |
-13.4% |
155,441 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,877.0 |
5,853.0 |
5,739.1 |
|
R3 |
5,815.0 |
5,791.0 |
5,722.1 |
|
R2 |
5,753.0 |
5,753.0 |
5,716.4 |
|
R1 |
5,729.0 |
5,729.0 |
5,710.7 |
5,741.0 |
PP |
5,691.0 |
5,691.0 |
5,691.0 |
5,697.0 |
S1 |
5,667.0 |
5,667.0 |
5,699.3 |
5,679.0 |
S2 |
5,629.0 |
5,629.0 |
5,693.6 |
|
S3 |
5,567.0 |
5,605.0 |
5,688.0 |
|
S4 |
5,505.0 |
5,543.0 |
5,670.9 |
|
|
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 |
5,715.0 |
5,559.0 |
156.0 |
2.7% |
81.2 |
1.4% |
94% |
True |
False |
30,069 |
10 |
5,889.0 |
5,559.0 |
330.0 |
5.8% |
79.0 |
1.4% |
44% |
False |
False |
29,983 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.5% |
71.6 |
1.3% |
34% |
False |
False |
26,701 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
62.5 |
1.1% |
33% |
False |
False |
30,331 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
54.1 |
0.9% |
33% |
False |
False |
20,679 |
80 |
6,000.0 |
5,255.0 |
745.0 |
13.1% |
49.0 |
0.9% |
60% |
False |
False |
15,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,978.5 |
2.618 |
5,877.3 |
1.618 |
5,815.3 |
1.000 |
5,777.0 |
0.618 |
5,753.3 |
HIGH |
5,715.0 |
0.618 |
5,691.3 |
0.500 |
5,684.0 |
0.382 |
5,676.7 |
LOW |
5,653.0 |
0.618 |
5,614.7 |
1.000 |
5,591.0 |
1.618 |
5,552.7 |
2.618 |
5,490.7 |
4.250 |
5,389.5 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,698.0 |
5,684.7 |
PP |
5,691.0 |
5,664.3 |
S1 |
5,684.0 |
5,644.0 |
|