Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
17,938 |
18,000 |
62 |
0.3% |
18,029 |
High |
18,057 |
18,023 |
-34 |
-0.2% |
18,111 |
Low |
17,909 |
17,825 |
-84 |
-0.5% |
17,691 |
Close |
17,995 |
17,864 |
-131 |
-0.7% |
17,934 |
Range |
148 |
198 |
50 |
33.8% |
420 |
ATR |
202 |
202 |
0 |
-0.1% |
0 |
Volume |
97,945 |
162,515 |
64,570 |
65.9% |
808,641 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,498 |
18,379 |
17,973 |
|
R3 |
18,300 |
18,181 |
17,919 |
|
R2 |
18,102 |
18,102 |
17,900 |
|
R1 |
17,983 |
17,983 |
17,882 |
17,944 |
PP |
17,904 |
17,904 |
17,904 |
17,884 |
S1 |
17,785 |
17,785 |
17,846 |
17,746 |
S2 |
17,706 |
17,706 |
17,828 |
|
S3 |
17,508 |
17,587 |
17,810 |
|
S4 |
17,310 |
17,389 |
17,755 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,172 |
18,973 |
18,165 |
|
R3 |
18,752 |
18,553 |
18,050 |
|
R2 |
18,332 |
18,332 |
18,011 |
|
R1 |
18,133 |
18,133 |
17,973 |
18,023 |
PP |
17,912 |
17,912 |
17,912 |
17,857 |
S1 |
17,713 |
17,713 |
17,896 |
17,603 |
S2 |
17,492 |
17,492 |
17,857 |
|
S3 |
17,072 |
17,293 |
17,819 |
|
S4 |
16,652 |
16,873 |
17,703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,067 |
17,691 |
376 |
2.1% |
201 |
1.1% |
46% |
False |
False |
155,808 |
10 |
18,111 |
17,691 |
420 |
2.4% |
194 |
1.1% |
41% |
False |
False |
148,324 |
20 |
18,111 |
17,666 |
445 |
2.5% |
192 |
1.1% |
44% |
False |
False |
140,227 |
40 |
18,126 |
17,465 |
661 |
3.7% |
215 |
1.2% |
60% |
False |
False |
125,058 |
60 |
18,188 |
17,465 |
723 |
4.0% |
186 |
1.0% |
55% |
False |
False |
83,466 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
202 |
1.1% |
75% |
False |
False |
62,610 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
197 |
1.1% |
75% |
False |
False |
50,095 |
120 |
18,188 |
16,880 |
1,308 |
7.3% |
168 |
0.9% |
75% |
False |
False |
41,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,865 |
2.618 |
18,541 |
1.618 |
18,343 |
1.000 |
18,221 |
0.618 |
18,145 |
HIGH |
18,023 |
0.618 |
17,947 |
0.500 |
17,924 |
0.382 |
17,901 |
LOW |
17,825 |
0.618 |
17,703 |
1.000 |
17,627 |
1.618 |
17,505 |
2.618 |
17,307 |
4.250 |
16,984 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,924 |
17,915 |
PP |
17,904 |
17,898 |
S1 |
17,884 |
17,881 |
|