Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,625 |
19,545 |
-80 |
-0.4% |
19,750 |
High |
19,690 |
19,865 |
175 |
0.9% |
19,820 |
Low |
19,475 |
19,520 |
45 |
0.2% |
19,055 |
Close |
19,550 |
19,650 |
100 |
0.5% |
19,675 |
Range |
215 |
345 |
130 |
60.5% |
765 |
ATR |
291 |
295 |
4 |
1.3% |
0 |
Volume |
13,539 |
11,975 |
-1,564 |
-11.6% |
54,961 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,713 |
20,527 |
19,840 |
|
R3 |
20,368 |
20,182 |
19,745 |
|
R2 |
20,023 |
20,023 |
19,713 |
|
R1 |
19,837 |
19,837 |
19,682 |
19,930 |
PP |
19,678 |
19,678 |
19,678 |
19,725 |
S1 |
19,492 |
19,492 |
19,619 |
19,585 |
S2 |
19,333 |
19,333 |
19,587 |
|
S3 |
18,988 |
19,147 |
19,555 |
|
S4 |
18,643 |
18,802 |
19,460 |
|
|
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 |
19,865 |
19,055 |
810 |
4.1% |
304 |
1.5% |
73% |
True |
False |
12,860 |
10 |
19,865 |
19,055 |
810 |
4.1% |
334 |
1.7% |
73% |
True |
False |
12,025 |
20 |
20,295 |
19,055 |
1,240 |
6.3% |
297 |
1.5% |
48% |
False |
False |
11,731 |
40 |
20,295 |
18,980 |
1,315 |
6.7% |
292 |
1.5% |
51% |
False |
False |
12,645 |
60 |
20,295 |
18,130 |
2,165 |
11.0% |
270 |
1.4% |
70% |
False |
False |
10,858 |
80 |
20,295 |
17,135 |
3,160 |
16.1% |
246 |
1.3% |
80% |
False |
False |
8,148 |
100 |
20,295 |
16,665 |
3,630 |
18.5% |
217 |
1.1% |
82% |
False |
False |
6,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,331 |
2.618 |
20,768 |
1.618 |
20,423 |
1.000 |
20,210 |
0.618 |
20,078 |
HIGH |
19,865 |
0.618 |
19,733 |
0.500 |
19,693 |
0.382 |
19,652 |
LOW |
19,520 |
0.618 |
19,307 |
1.000 |
19,175 |
1.618 |
18,962 |
2.618 |
18,617 |
4.250 |
18,054 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,693 |
19,670 |
PP |
19,678 |
19,663 |
S1 |
19,664 |
19,657 |
|