Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,000 |
17,875 |
-125 |
-0.7% |
18,029 |
High |
18,023 |
17,974 |
-49 |
-0.3% |
18,111 |
Low |
17,825 |
17,668 |
-157 |
-0.9% |
17,691 |
Close |
17,864 |
17,778 |
-86 |
-0.5% |
17,934 |
Range |
198 |
306 |
108 |
54.5% |
420 |
ATR |
202 |
209 |
7 |
3.7% |
0 |
Volume |
162,515 |
209,550 |
47,035 |
28.9% |
808,641 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,725 |
18,557 |
17,946 |
|
R3 |
18,419 |
18,251 |
17,862 |
|
R2 |
18,113 |
18,113 |
17,834 |
|
R1 |
17,945 |
17,945 |
17,806 |
17,876 |
PP |
17,807 |
17,807 |
17,807 |
17,772 |
S1 |
17,639 |
17,639 |
17,750 |
17,570 |
S2 |
17,501 |
17,501 |
17,722 |
|
S3 |
17,195 |
17,333 |
17,694 |
|
S4 |
16,889 |
17,027 |
17,610 |
|
|
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 |
18,057 |
17,668 |
389 |
2.2% |
224 |
1.3% |
28% |
False |
True |
157,272 |
10 |
18,111 |
17,668 |
443 |
2.5% |
204 |
1.1% |
25% |
False |
True |
154,640 |
20 |
18,111 |
17,666 |
445 |
2.5% |
199 |
1.1% |
25% |
False |
False |
143,895 |
40 |
18,126 |
17,465 |
661 |
3.7% |
214 |
1.2% |
47% |
False |
False |
130,214 |
60 |
18,188 |
17,465 |
723 |
4.1% |
190 |
1.1% |
43% |
False |
False |
86,958 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
204 |
1.1% |
69% |
False |
False |
65,229 |
100 |
18,188 |
16,880 |
1,308 |
7.4% |
199 |
1.1% |
69% |
False |
False |
52,190 |
120 |
18,188 |
16,880 |
1,308 |
7.4% |
170 |
1.0% |
69% |
False |
False |
43,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,275 |
2.618 |
18,775 |
1.618 |
18,469 |
1.000 |
18,280 |
0.618 |
18,163 |
HIGH |
17,974 |
0.618 |
17,857 |
0.500 |
17,821 |
0.382 |
17,785 |
LOW |
17,668 |
0.618 |
17,479 |
1.000 |
17,362 |
1.618 |
17,173 |
2.618 |
16,867 |
4.250 |
16,368 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,821 |
17,863 |
PP |
17,807 |
17,834 |
S1 |
17,792 |
17,806 |
|