Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,741.0 |
5,680.0 |
-61.0 |
-1.1% |
5,650.0 |
High |
5,759.0 |
5,688.0 |
-71.0 |
-1.2% |
5,762.0 |
Low |
5,655.0 |
5,613.0 |
-42.0 |
-0.7% |
5,573.0 |
Close |
5,665.0 |
5,620.0 |
-45.0 |
-0.8% |
5,747.0 |
Range |
104.0 |
75.0 |
-29.0 |
-27.9% |
189.0 |
ATR |
78.8 |
78.5 |
-0.3 |
-0.3% |
0.0 |
Volume |
27,170 |
37,337 |
10,167 |
37.4% |
133,319 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,865.3 |
5,817.7 |
5,661.3 |
|
R3 |
5,790.3 |
5,742.7 |
5,640.6 |
|
R2 |
5,715.3 |
5,715.3 |
5,633.8 |
|
R1 |
5,667.7 |
5,667.7 |
5,626.9 |
5,654.0 |
PP |
5,640.3 |
5,640.3 |
5,640.3 |
5,633.5 |
S1 |
5,592.7 |
5,592.7 |
5,613.1 |
5,579.0 |
S2 |
5,565.3 |
5,565.3 |
5,606.3 |
|
S3 |
5,490.3 |
5,517.7 |
5,599.4 |
|
S4 |
5,415.3 |
5,442.7 |
5,578.8 |
|
|
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 |
5,613.0 |
149.0 |
2.7% |
66.4 |
1.2% |
5% |
False |
True |
27,457 |
10 |
5,762.0 |
5,559.0 |
203.0 |
3.6% |
77.7 |
1.4% |
30% |
False |
False |
29,647 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.6% |
71.9 |
1.3% |
14% |
False |
False |
27,361 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
63.1 |
1.1% |
14% |
False |
False |
24,632 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
57.1 |
1.0% |
14% |
False |
False |
22,539 |
80 |
6,000.0 |
5,419.0 |
581.0 |
10.3% |
52.1 |
0.9% |
35% |
False |
False |
16,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,006.8 |
2.618 |
5,884.4 |
1.618 |
5,809.4 |
1.000 |
5,763.0 |
0.618 |
5,734.4 |
HIGH |
5,688.0 |
0.618 |
5,659.4 |
0.500 |
5,650.5 |
0.382 |
5,641.7 |
LOW |
5,613.0 |
0.618 |
5,566.7 |
1.000 |
5,538.0 |
1.618 |
5,491.7 |
2.618 |
5,416.7 |
4.250 |
5,294.3 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,650.5 |
5,687.5 |
PP |
5,640.3 |
5,665.0 |
S1 |
5,630.2 |
5,642.5 |
|