Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
20,305 |
20,275 |
-30 |
-0.1% |
19,820 |
High |
20,350 |
20,405 |
55 |
0.3% |
20,405 |
Low |
20,165 |
20,145 |
-20 |
-0.1% |
19,765 |
Close |
20,265 |
20,380 |
115 |
0.6% |
20,380 |
Range |
185 |
260 |
75 |
40.5% |
640 |
ATR |
272 |
271 |
-1 |
-0.3% |
0 |
Volume |
8,659 |
8,403 |
-256 |
-3.0% |
51,443 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,090 |
20,995 |
20,523 |
|
R3 |
20,830 |
20,735 |
20,452 |
|
R2 |
20,570 |
20,570 |
20,428 |
|
R1 |
20,475 |
20,475 |
20,404 |
20,523 |
PP |
20,310 |
20,310 |
20,310 |
20,334 |
S1 |
20,215 |
20,215 |
20,356 |
20,263 |
S2 |
20,050 |
20,050 |
20,332 |
|
S3 |
19,790 |
19,955 |
20,309 |
|
S4 |
19,530 |
19,695 |
20,237 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,103 |
21,882 |
20,732 |
|
R3 |
21,463 |
21,242 |
20,556 |
|
R2 |
20,823 |
20,823 |
20,497 |
|
R1 |
20,602 |
20,602 |
20,439 |
20,713 |
PP |
20,183 |
20,183 |
20,183 |
20,239 |
S1 |
19,962 |
19,962 |
20,321 |
20,073 |
S2 |
19,543 |
19,543 |
20,263 |
|
S3 |
18,903 |
19,322 |
20,204 |
|
S4 |
18,263 |
18,682 |
20,028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,405 |
19,765 |
640 |
3.1% |
235 |
1.2% |
96% |
True |
False |
10,288 |
10 |
20,405 |
19,475 |
930 |
4.6% |
238 |
1.2% |
97% |
True |
False |
10,751 |
20 |
20,405 |
19,055 |
1,350 |
6.6% |
292 |
1.4% |
98% |
True |
False |
11,344 |
40 |
20,405 |
18,980 |
1,425 |
7.0% |
287 |
1.4% |
98% |
True |
False |
12,193 |
60 |
20,405 |
18,450 |
1,955 |
9.6% |
278 |
1.4% |
99% |
True |
False |
12,039 |
80 |
20,405 |
17,440 |
2,965 |
14.5% |
249 |
1.2% |
99% |
True |
False |
9,061 |
100 |
20,405 |
16,665 |
3,740 |
18.4% |
231 |
1.1% |
99% |
True |
False |
7,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,510 |
2.618 |
21,086 |
1.618 |
20,826 |
1.000 |
20,665 |
0.618 |
20,566 |
HIGH |
20,405 |
0.618 |
20,306 |
0.500 |
20,275 |
0.382 |
20,244 |
LOW |
20,145 |
0.618 |
19,984 |
1.000 |
19,885 |
1.618 |
19,724 |
2.618 |
19,464 |
4.250 |
19,040 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,345 |
20,343 |
PP |
20,310 |
20,305 |
S1 |
20,275 |
20,268 |
|