Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
17,875 |
17,780 |
-95 |
-0.5% |
18,029 |
High |
17,974 |
17,919 |
-55 |
-0.3% |
18,111 |
Low |
17,668 |
17,629 |
-39 |
-0.2% |
17,691 |
Close |
17,778 |
17,889 |
111 |
0.6% |
17,934 |
Range |
306 |
290 |
-16 |
-5.2% |
420 |
ATR |
209 |
215 |
6 |
2.8% |
0 |
Volume |
209,550 |
176,646 |
-32,904 |
-15.7% |
808,641 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,682 |
18,576 |
18,049 |
|
R3 |
18,392 |
18,286 |
17,969 |
|
R2 |
18,102 |
18,102 |
17,942 |
|
R1 |
17,996 |
17,996 |
17,916 |
18,049 |
PP |
17,812 |
17,812 |
17,812 |
17,839 |
S1 |
17,706 |
17,706 |
17,863 |
17,759 |
S2 |
17,522 |
17,522 |
17,836 |
|
S3 |
17,232 |
17,416 |
17,809 |
|
S4 |
16,942 |
17,126 |
17,730 |
|
|
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 |
17,629 |
428 |
2.4% |
225 |
1.3% |
61% |
False |
True |
151,499 |
10 |
18,111 |
17,629 |
482 |
2.7% |
210 |
1.2% |
54% |
False |
True |
155,304 |
20 |
18,111 |
17,629 |
482 |
2.7% |
205 |
1.1% |
54% |
False |
True |
146,197 |
40 |
18,126 |
17,465 |
661 |
3.7% |
219 |
1.2% |
64% |
False |
False |
134,388 |
60 |
18,188 |
17,465 |
723 |
4.0% |
193 |
1.1% |
59% |
False |
False |
89,901 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
206 |
1.1% |
77% |
False |
False |
67,437 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
201 |
1.1% |
77% |
False |
False |
53,957 |
120 |
18,188 |
16,880 |
1,308 |
7.3% |
172 |
1.0% |
77% |
False |
False |
44,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,152 |
2.618 |
18,678 |
1.618 |
18,388 |
1.000 |
18,209 |
0.618 |
18,098 |
HIGH |
17,919 |
0.618 |
17,808 |
0.500 |
17,774 |
0.382 |
17,740 |
LOW |
17,629 |
0.618 |
17,450 |
1.000 |
17,339 |
1.618 |
17,160 |
2.618 |
16,870 |
4.250 |
16,397 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,851 |
17,868 |
PP |
17,812 |
17,847 |
S1 |
17,774 |
17,826 |
|