Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,129 |
18,040 |
-89 |
-0.5% |
17,938 |
High |
18,152 |
18,071 |
-81 |
-0.4% |
18,155 |
Low |
18,025 |
17,871 |
-154 |
-0.9% |
17,629 |
Close |
18,041 |
18,029 |
-12 |
-0.1% |
18,121 |
Range |
127 |
200 |
73 |
57.5% |
526 |
ATR |
213 |
212 |
-1 |
-0.4% |
0 |
Volume |
112,003 |
179,144 |
67,141 |
59.9% |
802,613 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,590 |
18,510 |
18,139 |
|
R3 |
18,390 |
18,310 |
18,084 |
|
R2 |
18,190 |
18,190 |
18,066 |
|
R1 |
18,110 |
18,110 |
18,047 |
18,050 |
PP |
17,990 |
17,990 |
17,990 |
17,961 |
S1 |
17,910 |
17,910 |
18,011 |
17,850 |
S2 |
17,790 |
17,790 |
17,992 |
|
S3 |
17,590 |
17,710 |
17,974 |
|
S4 |
17,390 |
17,510 |
17,919 |
|
|
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% |
76% |
False |
False |
166,660 |
10 |
18,155 |
17,629 |
526 |
2.9% |
220 |
1.2% |
76% |
False |
False |
161,234 |
20 |
18,155 |
17,629 |
526 |
2.9% |
213 |
1.2% |
76% |
False |
False |
151,437 |
40 |
18,155 |
17,465 |
690 |
3.8% |
213 |
1.2% |
82% |
False |
False |
138,745 |
60 |
18,188 |
17,465 |
723 |
4.0% |
197 |
1.1% |
78% |
False |
False |
97,352 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
202 |
1.1% |
88% |
False |
False |
73,025 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
200 |
1.1% |
88% |
False |
False |
58,427 |
120 |
18,188 |
16,880 |
1,308 |
7.3% |
176 |
1.0% |
88% |
False |
False |
48,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,921 |
2.618 |
18,595 |
1.618 |
18,395 |
1.000 |
18,271 |
0.618 |
18,195 |
HIGH |
18,071 |
0.618 |
17,995 |
0.500 |
17,971 |
0.382 |
17,948 |
LOW |
17,871 |
0.618 |
17,748 |
1.000 |
17,671 |
1.618 |
17,548 |
2.618 |
17,348 |
4.250 |
17,021 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,010 |
18,024 |
PP |
17,990 |
18,018 |
S1 |
17,971 |
18,013 |
|