Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,623.0 |
5,681.0 |
58.0 |
1.0% |
5,741.0 |
High |
5,678.0 |
5,703.0 |
25.0 |
0.4% |
5,759.0 |
Low |
5,614.0 |
5,661.0 |
47.0 |
0.8% |
5,578.0 |
Close |
5,666.0 |
5,682.0 |
16.0 |
0.3% |
5,682.0 |
Range |
64.0 |
42.0 |
-22.0 |
-34.4% |
181.0 |
ATR |
76.6 |
74.1 |
-2.5 |
-3.2% |
0.0 |
Volume |
23,157 |
12,733 |
-10,424 |
-45.0% |
133,281 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.0 |
5,787.0 |
5,705.1 |
|
R3 |
5,766.0 |
5,745.0 |
5,693.6 |
|
R2 |
5,724.0 |
5,724.0 |
5,689.7 |
|
R1 |
5,703.0 |
5,703.0 |
5,685.9 |
5,713.5 |
PP |
5,682.0 |
5,682.0 |
5,682.0 |
5,687.3 |
S1 |
5,661.0 |
5,661.0 |
5,678.2 |
5,671.5 |
S2 |
5,640.0 |
5,640.0 |
5,674.3 |
|
S3 |
5,598.0 |
5,619.0 |
5,670.5 |
|
S4 |
5,556.0 |
5,577.0 |
5,658.9 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,216.0 |
6,130.0 |
5,781.6 |
|
R3 |
6,035.0 |
5,949.0 |
5,731.8 |
|
R2 |
5,854.0 |
5,854.0 |
5,715.2 |
|
R1 |
5,768.0 |
5,768.0 |
5,698.6 |
5,720.5 |
PP |
5,673.0 |
5,673.0 |
5,673.0 |
5,649.3 |
S1 |
5,587.0 |
5,587.0 |
5,665.4 |
5,539.5 |
S2 |
5,492.0 |
5,492.0 |
5,648.8 |
|
S3 |
5,311.0 |
5,406.0 |
5,632.2 |
|
S4 |
5,130.0 |
5,225.0 |
5,582.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,759.0 |
5,578.0 |
181.0 |
3.2% |
68.0 |
1.2% |
57% |
False |
False |
26,656 |
10 |
5,762.0 |
5,573.0 |
189.0 |
3.3% |
69.5 |
1.2% |
58% |
False |
False |
26,660 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.5% |
73.7 |
1.3% |
29% |
False |
False |
28,138 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.6% |
63.4 |
1.1% |
28% |
False |
False |
24,826 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
59.6 |
1.0% |
28% |
False |
False |
23,683 |
80 |
6,000.0 |
5,476.0 |
524.0 |
9.2% |
53.2 |
0.9% |
39% |
False |
False |
17,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,881.5 |
2.618 |
5,813.0 |
1.618 |
5,771.0 |
1.000 |
5,745.0 |
0.618 |
5,729.0 |
HIGH |
5,703.0 |
0.618 |
5,687.0 |
0.500 |
5,682.0 |
0.382 |
5,677.0 |
LOW |
5,661.0 |
0.618 |
5,635.0 |
1.000 |
5,619.0 |
1.618 |
5,593.0 |
2.618 |
5,551.0 |
4.250 |
5,482.5 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,682.0 |
5,668.2 |
PP |
5,682.0 |
5,654.3 |
S1 |
5,682.0 |
5,640.5 |
|