Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,730 |
19,625 |
-105 |
-0.5% |
19,750 |
High |
19,740 |
19,690 |
-50 |
-0.3% |
19,820 |
Low |
19,600 |
19,475 |
-125 |
-0.6% |
19,055 |
Close |
19,625 |
19,550 |
-75 |
-0.4% |
19,675 |
Range |
140 |
215 |
75 |
53.6% |
765 |
ATR |
296 |
291 |
-6 |
-2.0% |
0 |
Volume |
8,931 |
13,539 |
4,608 |
51.6% |
54,961 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,217 |
20,098 |
19,668 |
|
R3 |
20,002 |
19,883 |
19,609 |
|
R2 |
19,787 |
19,787 |
19,590 |
|
R1 |
19,668 |
19,668 |
19,570 |
19,620 |
PP |
19,572 |
19,572 |
19,572 |
19,548 |
S1 |
19,453 |
19,453 |
19,530 |
19,405 |
S2 |
19,357 |
19,357 |
19,511 |
|
S3 |
19,142 |
19,238 |
19,491 |
|
S4 |
18,927 |
19,023 |
19,432 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,812 |
21,508 |
20,096 |
|
R3 |
21,047 |
20,743 |
19,886 |
|
R2 |
20,282 |
20,282 |
19,815 |
|
R1 |
19,978 |
19,978 |
19,745 |
19,748 |
PP |
19,517 |
19,517 |
19,517 |
19,401 |
S1 |
19,213 |
19,213 |
19,605 |
18,983 |
S2 |
18,752 |
18,752 |
19,535 |
|
S3 |
17,987 |
18,448 |
19,465 |
|
S4 |
17,222 |
17,683 |
19,254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,740 |
19,055 |
685 |
3.5% |
291 |
1.5% |
72% |
False |
False |
12,678 |
10 |
20,015 |
19,055 |
960 |
4.9% |
335 |
1.7% |
52% |
False |
False |
11,958 |
20 |
20,295 |
19,055 |
1,240 |
6.3% |
285 |
1.5% |
40% |
False |
False |
11,591 |
40 |
20,295 |
18,980 |
1,315 |
6.7% |
288 |
1.5% |
43% |
False |
False |
12,633 |
60 |
20,295 |
17,960 |
2,335 |
11.9% |
269 |
1.4% |
68% |
False |
False |
10,660 |
80 |
20,295 |
16,810 |
3,485 |
17.8% |
246 |
1.3% |
79% |
False |
False |
7,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,604 |
2.618 |
20,253 |
1.618 |
20,038 |
1.000 |
19,905 |
0.618 |
19,823 |
HIGH |
19,690 |
0.618 |
19,608 |
0.500 |
19,583 |
0.382 |
19,557 |
LOW |
19,475 |
0.618 |
19,342 |
1.000 |
19,260 |
1.618 |
19,127 |
2.618 |
18,912 |
4.250 |
18,561 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,583 |
19,544 |
PP |
19,572 |
19,538 |
S1 |
19,561 |
19,533 |
|