Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,675 |
19,685 |
10 |
0.1% |
19,730 |
High |
19,740 |
19,885 |
145 |
0.7% |
19,885 |
Low |
19,495 |
19,630 |
135 |
0.7% |
19,475 |
Close |
19,700 |
19,810 |
110 |
0.6% |
19,810 |
Range |
245 |
255 |
10 |
4.1% |
410 |
ATR |
291 |
288 |
-3 |
-0.9% |
0 |
Volume |
11,090 |
10,532 |
-558 |
-5.0% |
56,067 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,540 |
20,430 |
19,950 |
|
R3 |
20,285 |
20,175 |
19,880 |
|
R2 |
20,030 |
20,030 |
19,857 |
|
R1 |
19,920 |
19,920 |
19,834 |
19,975 |
PP |
19,775 |
19,775 |
19,775 |
19,803 |
S1 |
19,665 |
19,665 |
19,787 |
19,720 |
S2 |
19,520 |
19,520 |
19,763 |
|
S3 |
19,265 |
19,410 |
19,740 |
|
S4 |
19,010 |
19,155 |
19,670 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,953 |
20,792 |
20,036 |
|
R3 |
20,543 |
20,382 |
19,923 |
|
R2 |
20,133 |
20,133 |
19,885 |
|
R1 |
19,972 |
19,972 |
19,848 |
20,053 |
PP |
19,723 |
19,723 |
19,723 |
19,764 |
S1 |
19,562 |
19,562 |
19,773 |
19,643 |
S2 |
19,313 |
19,313 |
19,735 |
|
S3 |
18,903 |
19,152 |
19,697 |
|
S4 |
18,493 |
18,742 |
19,585 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,885 |
19,475 |
410 |
2.1% |
240 |
1.2% |
82% |
True |
False |
11,213 |
10 |
19,885 |
19,055 |
830 |
4.2% |
298 |
1.5% |
91% |
True |
False |
11,102 |
20 |
20,295 |
19,055 |
1,240 |
6.3% |
295 |
1.5% |
61% |
False |
False |
11,495 |
40 |
20,295 |
18,980 |
1,315 |
6.6% |
293 |
1.5% |
63% |
False |
False |
12,523 |
60 |
20,295 |
18,290 |
2,005 |
10.1% |
273 |
1.4% |
76% |
False |
False |
11,207 |
80 |
20,295 |
17,345 |
2,950 |
14.9% |
247 |
1.2% |
84% |
False |
False |
8,418 |
100 |
20,295 |
16,665 |
3,630 |
18.3% |
220 |
1.1% |
87% |
False |
False |
6,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,969 |
2.618 |
20,553 |
1.618 |
20,298 |
1.000 |
20,140 |
0.618 |
20,043 |
HIGH |
19,885 |
0.618 |
19,788 |
0.500 |
19,758 |
0.382 |
19,728 |
LOW |
19,630 |
0.618 |
19,473 |
1.000 |
19,375 |
1.618 |
19,218 |
2.618 |
18,963 |
4.250 |
18,546 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,793 |
19,770 |
PP |
19,775 |
19,730 |
S1 |
19,758 |
19,690 |
|