Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,734.0 |
5,741.0 |
7.0 |
0.1% |
5,650.0 |
High |
5,762.0 |
5,759.0 |
-3.0 |
-0.1% |
5,762.0 |
Low |
5,711.0 |
5,655.0 |
-56.0 |
-1.0% |
5,573.0 |
Close |
5,747.0 |
5,665.0 |
-82.0 |
-1.4% |
5,747.0 |
Range |
51.0 |
104.0 |
53.0 |
103.9% |
189.0 |
ATR |
76.9 |
78.8 |
1.9 |
2.5% |
0.0 |
Volume |
23,614 |
27,170 |
3,556 |
15.1% |
133,319 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,005.0 |
5,939.0 |
5,722.2 |
|
R3 |
5,901.0 |
5,835.0 |
5,693.6 |
|
R2 |
5,797.0 |
5,797.0 |
5,684.1 |
|
R1 |
5,731.0 |
5,731.0 |
5,674.5 |
5,712.0 |
PP |
5,693.0 |
5,693.0 |
5,693.0 |
5,683.5 |
S1 |
5,627.0 |
5,627.0 |
5,655.5 |
5,608.0 |
S2 |
5,589.0 |
5,589.0 |
5,645.9 |
|
S3 |
5,485.0 |
5,523.0 |
5,636.4 |
|
S4 |
5,381.0 |
5,419.0 |
5,607.8 |
|
|
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 |
5,579.0 |
183.0 |
3.2% |
70.6 |
1.2% |
47% |
False |
False |
25,821 |
10 |
5,889.0 |
5,559.0 |
330.0 |
5.8% |
80.7 |
1.4% |
32% |
False |
False |
29,606 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.5% |
70.7 |
1.2% |
25% |
False |
False |
26,694 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
63.4 |
1.1% |
24% |
False |
False |
24,425 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
56.4 |
1.0% |
24% |
False |
False |
21,918 |
80 |
6,000.0 |
5,356.0 |
644.0 |
11.4% |
51.4 |
0.9% |
48% |
False |
False |
16,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,201.0 |
2.618 |
6,031.3 |
1.618 |
5,927.3 |
1.000 |
5,863.0 |
0.618 |
5,823.3 |
HIGH |
5,759.0 |
0.618 |
5,719.3 |
0.500 |
5,707.0 |
0.382 |
5,694.7 |
LOW |
5,655.0 |
0.618 |
5,590.7 |
1.000 |
5,551.0 |
1.618 |
5,486.7 |
2.618 |
5,382.7 |
4.250 |
5,213.0 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,707.0 |
5,708.5 |
PP |
5,693.0 |
5,694.0 |
S1 |
5,679.0 |
5,679.5 |
|