Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,545 |
19,675 |
130 |
0.7% |
19,750 |
High |
19,865 |
19,740 |
-125 |
-0.6% |
19,820 |
Low |
19,520 |
19,495 |
-25 |
-0.1% |
19,055 |
Close |
19,650 |
19,700 |
50 |
0.3% |
19,675 |
Range |
345 |
245 |
-100 |
-29.0% |
765 |
ATR |
295 |
291 |
-4 |
-1.2% |
0 |
Volume |
11,975 |
11,090 |
-885 |
-7.4% |
54,961 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,380 |
20,285 |
19,835 |
|
R3 |
20,135 |
20,040 |
19,768 |
|
R2 |
19,890 |
19,890 |
19,745 |
|
R1 |
19,795 |
19,795 |
19,723 |
19,843 |
PP |
19,645 |
19,645 |
19,645 |
19,669 |
S1 |
19,550 |
19,550 |
19,678 |
19,598 |
S2 |
19,400 |
19,400 |
19,655 |
|
S3 |
19,155 |
19,305 |
19,633 |
|
S4 |
18,910 |
19,060 |
19,565 |
|
|
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 |
19,325 |
540 |
2.7% |
268 |
1.4% |
69% |
False |
False |
11,808 |
10 |
19,865 |
19,055 |
810 |
4.1% |
307 |
1.6% |
80% |
False |
False |
10,848 |
20 |
20,295 |
19,055 |
1,240 |
6.3% |
301 |
1.5% |
52% |
False |
False |
11,725 |
40 |
20,295 |
18,980 |
1,315 |
6.7% |
293 |
1.5% |
55% |
False |
False |
12,606 |
60 |
20,295 |
18,215 |
2,080 |
10.6% |
271 |
1.4% |
71% |
False |
False |
11,038 |
80 |
20,295 |
17,255 |
3,040 |
15.4% |
245 |
1.2% |
80% |
False |
False |
8,287 |
100 |
20,295 |
16,665 |
3,630 |
18.4% |
217 |
1.1% |
84% |
False |
False |
6,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,781 |
2.618 |
20,382 |
1.618 |
20,137 |
1.000 |
19,985 |
0.618 |
19,892 |
HIGH |
19,740 |
0.618 |
19,647 |
0.500 |
19,618 |
0.382 |
19,589 |
LOW |
19,495 |
0.618 |
19,344 |
1.000 |
19,250 |
1.618 |
19,099 |
2.618 |
18,854 |
4.250 |
18,454 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,673 |
19,690 |
PP |
19,645 |
19,680 |
S1 |
19,618 |
19,670 |
|