Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
17,895 |
18,129 |
234 |
1.3% |
17,938 |
High |
18,155 |
18,152 |
-3 |
0.0% |
18,155 |
Low |
17,883 |
18,025 |
142 |
0.8% |
17,629 |
Close |
18,121 |
18,041 |
-80 |
-0.4% |
18,121 |
Range |
272 |
127 |
-145 |
-53.3% |
526 |
ATR |
219 |
213 |
-7 |
-3.0% |
0 |
Volume |
155,957 |
112,003 |
-43,954 |
-28.2% |
802,613 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,454 |
18,374 |
18,111 |
|
R3 |
18,327 |
18,247 |
18,076 |
|
R2 |
18,200 |
18,200 |
18,064 |
|
R1 |
18,120 |
18,120 |
18,053 |
18,097 |
PP |
18,073 |
18,073 |
18,073 |
18,061 |
S1 |
17,993 |
17,993 |
18,029 |
17,970 |
S2 |
17,946 |
17,946 |
18,018 |
|
S3 |
17,819 |
17,866 |
18,006 |
|
S4 |
17,692 |
17,739 |
17,971 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,546 |
19,360 |
18,410 |
|
R3 |
19,020 |
18,834 |
18,266 |
|
R2 |
18,494 |
18,494 |
18,218 |
|
R1 |
18,308 |
18,308 |
18,169 |
18,401 |
PP |
17,968 |
17,968 |
17,968 |
18,015 |
S1 |
17,782 |
17,782 |
18,073 |
17,875 |
S2 |
17,442 |
17,442 |
18,025 |
|
S3 |
16,916 |
17,256 |
17,976 |
|
S4 |
16,390 |
16,730 |
17,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,155 |
17,629 |
526 |
2.9% |
239 |
1.3% |
78% |
False |
False |
163,334 |
10 |
18,155 |
17,629 |
526 |
2.9% |
223 |
1.2% |
78% |
False |
False |
159,707 |
20 |
18,155 |
17,629 |
526 |
2.9% |
212 |
1.2% |
78% |
False |
False |
149,731 |
40 |
18,155 |
17,465 |
690 |
3.8% |
215 |
1.2% |
83% |
False |
False |
137,031 |
60 |
18,188 |
17,465 |
723 |
4.0% |
195 |
1.1% |
80% |
False |
False |
94,367 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
202 |
1.1% |
89% |
False |
False |
70,786 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
200 |
1.1% |
89% |
False |
False |
56,636 |
120 |
18,188 |
16,880 |
1,308 |
7.3% |
175 |
1.0% |
89% |
False |
False |
47,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,692 |
2.618 |
18,485 |
1.618 |
18,358 |
1.000 |
18,279 |
0.618 |
18,231 |
HIGH |
18,152 |
0.618 |
18,104 |
0.500 |
18,089 |
0.382 |
18,074 |
LOW |
18,025 |
0.618 |
17,947 |
1.000 |
17,898 |
1.618 |
17,820 |
2.618 |
17,693 |
4.250 |
17,485 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,089 |
17,991 |
PP |
18,073 |
17,942 |
S1 |
18,057 |
17,892 |
|