Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,040 |
18,042 |
2 |
0.0% |
17,938 |
High |
18,071 |
18,119 |
48 |
0.3% |
18,155 |
Low |
17,871 |
17,996 |
125 |
0.7% |
17,629 |
Close |
18,029 |
18,015 |
-14 |
-0.1% |
18,121 |
Range |
200 |
123 |
-77 |
-38.5% |
526 |
ATR |
212 |
205 |
-6 |
-3.0% |
0 |
Volume |
179,144 |
132,059 |
-47,085 |
-26.3% |
802,613 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,412 |
18,337 |
18,083 |
|
R3 |
18,289 |
18,214 |
18,049 |
|
R2 |
18,166 |
18,166 |
18,038 |
|
R1 |
18,091 |
18,091 |
18,026 |
18,067 |
PP |
18,043 |
18,043 |
18,043 |
18,032 |
S1 |
17,968 |
17,968 |
18,004 |
17,944 |
S2 |
17,920 |
17,920 |
17,993 |
|
S3 |
17,797 |
17,845 |
17,981 |
|
S4 |
17,674 |
17,722 |
17,947 |
|
|
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% |
203 |
1.1% |
73% |
False |
False |
151,161 |
10 |
18,155 |
17,629 |
526 |
2.9% |
213 |
1.2% |
73% |
False |
False |
154,216 |
20 |
18,155 |
17,629 |
526 |
2.9% |
212 |
1.2% |
73% |
False |
False |
152,467 |
40 |
18,155 |
17,465 |
690 |
3.8% |
211 |
1.2% |
80% |
False |
False |
139,069 |
60 |
18,188 |
17,465 |
723 |
4.0% |
197 |
1.1% |
76% |
False |
False |
99,552 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
200 |
1.1% |
87% |
False |
False |
74,675 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
199 |
1.1% |
87% |
False |
False |
59,747 |
120 |
18,188 |
16,880 |
1,308 |
7.3% |
177 |
1.0% |
87% |
False |
False |
49,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,642 |
2.618 |
18,441 |
1.618 |
18,318 |
1.000 |
18,242 |
0.618 |
18,195 |
HIGH |
18,119 |
0.618 |
18,072 |
0.500 |
18,058 |
0.382 |
18,043 |
LOW |
17,996 |
0.618 |
17,920 |
1.000 |
17,873 |
1.618 |
17,797 |
2.618 |
17,674 |
4.250 |
17,473 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,058 |
18,014 |
PP |
18,043 |
18,013 |
S1 |
18,029 |
18,012 |
|