Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
20,160 |
20,305 |
145 |
0.7% |
19,730 |
High |
20,320 |
20,350 |
30 |
0.1% |
19,885 |
Low |
20,130 |
20,165 |
35 |
0.2% |
19,475 |
Close |
20,300 |
20,265 |
-35 |
-0.2% |
19,810 |
Range |
190 |
185 |
-5 |
-2.6% |
410 |
ATR |
279 |
272 |
-7 |
-2.4% |
0 |
Volume |
11,153 |
8,659 |
-2,494 |
-22.4% |
56,067 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,815 |
20,725 |
20,367 |
|
R3 |
20,630 |
20,540 |
20,316 |
|
R2 |
20,445 |
20,445 |
20,299 |
|
R1 |
20,355 |
20,355 |
20,282 |
20,308 |
PP |
20,260 |
20,260 |
20,260 |
20,236 |
S1 |
20,170 |
20,170 |
20,248 |
20,123 |
S2 |
20,075 |
20,075 |
20,231 |
|
S3 |
19,890 |
19,985 |
20,214 |
|
S4 |
19,705 |
19,800 |
20,163 |
|
|
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 |
20,350 |
19,630 |
720 |
3.6% |
234 |
1.2% |
88% |
True |
False |
10,714 |
10 |
20,350 |
19,325 |
1,025 |
5.1% |
251 |
1.2% |
92% |
True |
False |
11,261 |
20 |
20,350 |
19,055 |
1,295 |
6.4% |
286 |
1.4% |
93% |
True |
False |
11,428 |
40 |
20,350 |
18,980 |
1,370 |
6.8% |
293 |
1.4% |
94% |
True |
False |
12,493 |
60 |
20,350 |
18,450 |
1,900 |
9.4% |
279 |
1.4% |
96% |
True |
False |
11,906 |
80 |
20,350 |
17,440 |
2,910 |
14.4% |
250 |
1.2% |
97% |
True |
False |
8,956 |
100 |
20,350 |
16,665 |
3,685 |
18.2% |
229 |
1.1% |
98% |
True |
False |
7,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,136 |
2.618 |
20,834 |
1.618 |
20,649 |
1.000 |
20,535 |
0.618 |
20,464 |
HIGH |
20,350 |
0.618 |
20,279 |
0.500 |
20,258 |
0.382 |
20,236 |
LOW |
20,165 |
0.618 |
20,051 |
1.000 |
19,980 |
1.618 |
19,866 |
2.618 |
19,681 |
4.250 |
19,379 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,263 |
20,229 |
PP |
20,260 |
20,193 |
S1 |
20,258 |
20,158 |
|