Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,627.0 |
5,623.0 |
-4.0 |
-0.1% |
5,650.0 |
High |
5,633.0 |
5,678.0 |
45.0 |
0.8% |
5,762.0 |
Low |
5,578.0 |
5,614.0 |
36.0 |
0.6% |
5,573.0 |
Close |
5,605.0 |
5,666.0 |
61.0 |
1.1% |
5,747.0 |
Range |
55.0 |
64.0 |
9.0 |
16.4% |
189.0 |
ATR |
76.9 |
76.6 |
-0.3 |
-0.4% |
0.0 |
Volume |
32,884 |
23,157 |
-9,727 |
-29.6% |
133,319 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,844.7 |
5,819.3 |
5,701.2 |
|
R3 |
5,780.7 |
5,755.3 |
5,683.6 |
|
R2 |
5,716.7 |
5,716.7 |
5,677.7 |
|
R1 |
5,691.3 |
5,691.3 |
5,671.9 |
5,704.0 |
PP |
5,652.7 |
5,652.7 |
5,652.7 |
5,659.0 |
S1 |
5,627.3 |
5,627.3 |
5,660.1 |
5,640.0 |
S2 |
5,588.7 |
5,588.7 |
5,654.3 |
|
S3 |
5,524.7 |
5,563.3 |
5,648.4 |
|
S4 |
5,460.7 |
5,499.3 |
5,630.8 |
|
|
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 |
5,578.0 |
184.0 |
3.2% |
69.8 |
1.2% |
48% |
False |
False |
28,832 |
10 |
5,762.0 |
5,573.0 |
189.0 |
3.3% |
72.1 |
1.3% |
49% |
False |
False |
28,034 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.5% |
72.9 |
1.3% |
25% |
False |
False |
28,326 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.7% |
63.4 |
1.1% |
25% |
False |
False |
24,979 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
59.0 |
1.0% |
24% |
False |
False |
23,472 |
80 |
6,000.0 |
5,446.0 |
554.0 |
9.8% |
53.3 |
0.9% |
40% |
False |
False |
17,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,950.0 |
2.618 |
5,845.6 |
1.618 |
5,781.6 |
1.000 |
5,742.0 |
0.618 |
5,717.6 |
HIGH |
5,678.0 |
0.618 |
5,653.6 |
0.500 |
5,646.0 |
0.382 |
5,638.4 |
LOW |
5,614.0 |
0.618 |
5,574.4 |
1.000 |
5,550.0 |
1.618 |
5,510.4 |
2.618 |
5,446.4 |
4.250 |
5,342.0 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,659.3 |
5,655.0 |
PP |
5,652.7 |
5,644.0 |
S1 |
5,646.0 |
5,633.0 |
|