Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,820 |
20,035 |
215 |
1.1% |
19,730 |
High |
20,050 |
20,220 |
170 |
0.8% |
19,885 |
Low |
19,765 |
19,965 |
200 |
1.0% |
19,475 |
Close |
20,025 |
20,165 |
140 |
0.7% |
19,810 |
Range |
285 |
255 |
-30 |
-10.5% |
410 |
ATR |
288 |
286 |
-2 |
-0.8% |
0 |
Volume |
10,457 |
12,771 |
2,314 |
22.1% |
56,067 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,882 |
20,778 |
20,305 |
|
R3 |
20,627 |
20,523 |
20,235 |
|
R2 |
20,372 |
20,372 |
20,212 |
|
R1 |
20,268 |
20,268 |
20,189 |
20,320 |
PP |
20,117 |
20,117 |
20,117 |
20,143 |
S1 |
20,013 |
20,013 |
20,142 |
20,065 |
S2 |
19,862 |
19,862 |
20,118 |
|
S3 |
19,607 |
19,758 |
20,095 |
|
S4 |
19,352 |
19,503 |
20,025 |
|
|
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 |
20,220 |
19,495 |
725 |
3.6% |
277 |
1.4% |
92% |
True |
False |
11,365 |
10 |
20,220 |
19,055 |
1,165 |
5.8% |
284 |
1.4% |
95% |
True |
False |
12,021 |
20 |
20,295 |
19,055 |
1,240 |
6.1% |
290 |
1.4% |
90% |
False |
False |
11,552 |
40 |
20,295 |
18,980 |
1,315 |
6.5% |
295 |
1.5% |
90% |
False |
False |
12,573 |
60 |
20,295 |
18,450 |
1,845 |
9.1% |
276 |
1.4% |
93% |
False |
False |
11,584 |
80 |
20,295 |
17,440 |
2,855 |
14.2% |
248 |
1.2% |
95% |
False |
False |
8,708 |
100 |
20,295 |
16,665 |
3,630 |
18.0% |
225 |
1.1% |
96% |
False |
False |
6,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,304 |
2.618 |
20,888 |
1.618 |
20,633 |
1.000 |
20,475 |
0.618 |
20,378 |
HIGH |
20,220 |
0.618 |
20,123 |
0.500 |
20,093 |
0.382 |
20,063 |
LOW |
19,965 |
0.618 |
19,808 |
1.000 |
19,710 |
1.618 |
19,553 |
2.618 |
19,298 |
4.250 |
18,881 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,141 |
20,085 |
PP |
20,117 |
20,005 |
S1 |
20,093 |
19,925 |
|