Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,664.0 |
5,675.0 |
11.0 |
0.2% |
5,819.0 |
High |
5,715.0 |
5,697.0 |
-18.0 |
-0.3% |
5,889.0 |
Low |
5,653.0 |
5,657.0 |
4.0 |
0.1% |
5,559.0 |
Close |
5,705.0 |
5,687.0 |
-18.0 |
-0.3% |
5,602.0 |
Range |
62.0 |
40.0 |
-22.0 |
-35.5% |
330.0 |
ATR |
79.3 |
77.0 |
-2.2 |
-2.8% |
0.0 |
Volume |
25,234 |
23,934 |
-1,300 |
-5.2% |
155,441 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,800.3 |
5,783.7 |
5,709.0 |
|
R3 |
5,760.3 |
5,743.7 |
5,698.0 |
|
R2 |
5,720.3 |
5,720.3 |
5,694.3 |
|
R1 |
5,703.7 |
5,703.7 |
5,690.7 |
5,712.0 |
PP |
5,680.3 |
5,680.3 |
5,680.3 |
5,684.5 |
S1 |
5,663.7 |
5,663.7 |
5,683.3 |
5,672.0 |
S2 |
5,640.3 |
5,640.3 |
5,679.7 |
|
S3 |
5,600.3 |
5,623.7 |
5,676.0 |
|
S4 |
5,560.3 |
5,583.7 |
5,665.0 |
|
|
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 |
5,573.0 |
142.0 |
2.5% |
74.4 |
1.3% |
80% |
False |
False |
27,235 |
10 |
5,889.0 |
5,559.0 |
330.0 |
5.8% |
77.3 |
1.4% |
39% |
False |
False |
28,527 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.5% |
69.3 |
1.2% |
30% |
False |
False |
26,498 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
62.2 |
1.1% |
29% |
False |
False |
28,921 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
54.4 |
1.0% |
29% |
False |
False |
21,075 |
80 |
6,000.0 |
5,255.0 |
745.0 |
13.1% |
49.5 |
0.9% |
58% |
False |
False |
15,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,867.0 |
2.618 |
5,801.7 |
1.618 |
5,761.7 |
1.000 |
5,737.0 |
0.618 |
5,721.7 |
HIGH |
5,697.0 |
0.618 |
5,681.7 |
0.500 |
5,677.0 |
0.382 |
5,672.3 |
LOW |
5,657.0 |
0.618 |
5,632.3 |
1.000 |
5,617.0 |
1.618 |
5,592.3 |
2.618 |
5,552.3 |
4.250 |
5,487.0 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,683.7 |
5,673.7 |
PP |
5,680.3 |
5,660.3 |
S1 |
5,677.0 |
5,647.0 |
|