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 |
5,675.0 |
5,734.0 |
59.0 |
1.0% |
5,650.0 |
High |
5,697.0 |
5,762.0 |
65.0 |
1.1% |
5,762.0 |
Low |
5,657.0 |
5,711.0 |
54.0 |
1.0% |
5,573.0 |
Close |
5,687.0 |
5,747.0 |
60.0 |
1.1% |
5,747.0 |
Range |
40.0 |
51.0 |
11.0 |
27.5% |
189.0 |
ATR |
77.0 |
76.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
23,934 |
23,614 |
-320 |
-1.3% |
133,319 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,893.0 |
5,871.0 |
5,775.1 |
|
R3 |
5,842.0 |
5,820.0 |
5,761.0 |
|
R2 |
5,791.0 |
5,791.0 |
5,756.4 |
|
R1 |
5,769.0 |
5,769.0 |
5,751.7 |
5,780.0 |
PP |
5,740.0 |
5,740.0 |
5,740.0 |
5,745.5 |
S1 |
5,718.0 |
5,718.0 |
5,742.3 |
5,729.0 |
S2 |
5,689.0 |
5,689.0 |
5,737.7 |
|
S3 |
5,638.0 |
5,667.0 |
5,733.0 |
|
S4 |
5,587.0 |
5,616.0 |
5,719.0 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,261.0 |
6,193.0 |
5,851.0 |
|
R3 |
6,072.0 |
6,004.0 |
5,799.0 |
|
R2 |
5,883.0 |
5,883.0 |
5,781.7 |
|
R1 |
5,815.0 |
5,815.0 |
5,764.3 |
5,849.0 |
PP |
5,694.0 |
5,694.0 |
5,694.0 |
5,711.0 |
S1 |
5,626.0 |
5,626.0 |
5,729.7 |
5,660.0 |
S2 |
5,505.0 |
5,505.0 |
5,712.4 |
|
S3 |
5,316.0 |
5,437.0 |
5,695.0 |
|
S4 |
5,127.0 |
5,248.0 |
5,643.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,762.0 |
5,573.0 |
189.0 |
3.3% |
71.0 |
1.2% |
92% |
True |
False |
26,663 |
10 |
5,889.0 |
5,559.0 |
330.0 |
5.7% |
76.4 |
1.3% |
57% |
False |
False |
28,876 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.4% |
69.7 |
1.2% |
44% |
False |
False |
26,652 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
62.6 |
1.1% |
43% |
False |
False |
26,670 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
55.0 |
1.0% |
43% |
False |
False |
21,469 |
80 |
6,000.0 |
5,339.0 |
661.0 |
11.5% |
50.1 |
0.9% |
62% |
False |
False |
16,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,978.8 |
2.618 |
5,895.5 |
1.618 |
5,844.5 |
1.000 |
5,813.0 |
0.618 |
5,793.5 |
HIGH |
5,762.0 |
0.618 |
5,742.5 |
0.500 |
5,736.5 |
0.382 |
5,730.5 |
LOW |
5,711.0 |
0.618 |
5,679.5 |
1.000 |
5,660.0 |
1.618 |
5,628.5 |
2.618 |
5,577.5 |
4.250 |
5,494.3 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,743.5 |
5,733.8 |
PP |
5,740.0 |
5,720.7 |
S1 |
5,736.5 |
5,707.5 |
|