Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,750 |
19,770 |
20 |
0.1% |
20,085 |
High |
19,820 |
19,810 |
-10 |
-0.1% |
20,180 |
Low |
19,620 |
19,335 |
-285 |
-1.5% |
19,350 |
Close |
19,805 |
19,375 |
-430 |
-2.2% |
19,735 |
Range |
200 |
475 |
275 |
137.5% |
830 |
ATR |
279 |
293 |
14 |
5.0% |
0 |
Volume |
3,989 |
10,048 |
6,059 |
151.9% |
64,422 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,932 |
20,628 |
19,636 |
|
R3 |
20,457 |
20,153 |
19,506 |
|
R2 |
19,982 |
19,982 |
19,462 |
|
R1 |
19,678 |
19,678 |
19,419 |
19,593 |
PP |
19,507 |
19,507 |
19,507 |
19,464 |
S1 |
19,203 |
19,203 |
19,332 |
19,118 |
S2 |
19,032 |
19,032 |
19,288 |
|
S3 |
18,557 |
18,728 |
19,245 |
|
S4 |
18,082 |
18,253 |
19,114 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,245 |
21,820 |
20,192 |
|
R3 |
21,415 |
20,990 |
19,963 |
|
R2 |
20,585 |
20,585 |
19,887 |
|
R1 |
20,160 |
20,160 |
19,811 |
19,958 |
PP |
19,755 |
19,755 |
19,755 |
19,654 |
S1 |
19,330 |
19,330 |
19,659 |
19,128 |
S2 |
18,925 |
18,925 |
19,583 |
|
S3 |
18,095 |
18,500 |
19,507 |
|
S4 |
17,265 |
17,670 |
19,279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,015 |
19,335 |
680 |
3.5% |
378 |
2.0% |
6% |
False |
True |
11,239 |
10 |
20,295 |
19,335 |
960 |
5.0% |
295 |
1.5% |
4% |
False |
True |
11,082 |
20 |
20,295 |
19,335 |
960 |
5.0% |
264 |
1.4% |
4% |
False |
True |
11,608 |
40 |
20,295 |
18,450 |
1,845 |
9.5% |
296 |
1.5% |
50% |
False |
False |
13,142 |
60 |
20,295 |
17,590 |
2,705 |
14.0% |
257 |
1.3% |
66% |
False |
False |
9,606 |
80 |
20,295 |
16,665 |
3,630 |
18.7% |
239 |
1.2% |
75% |
False |
False |
7,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,829 |
2.618 |
21,054 |
1.618 |
20,579 |
1.000 |
20,285 |
0.618 |
20,104 |
HIGH |
19,810 |
0.618 |
19,629 |
0.500 |
19,573 |
0.382 |
19,517 |
LOW |
19,335 |
0.618 |
19,042 |
1.000 |
18,860 |
1.618 |
18,567 |
2.618 |
18,092 |
4.250 |
17,316 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,573 |
19,578 |
PP |
19,507 |
19,510 |
S1 |
19,441 |
19,443 |
|