Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,269 |
18,282 |
13 |
0.1% |
18,129 |
High |
18,334 |
18,324 |
-10 |
-0.1% |
18,250 |
Low |
18,227 |
18,241 |
14 |
0.1% |
17,871 |
Close |
18,284 |
18,256 |
-28 |
-0.2% |
18,229 |
Range |
107 |
83 |
-24 |
-22.4% |
379 |
ATR |
185 |
177 |
-7 |
-3.9% |
0 |
Volume |
96,874 |
111,068 |
14,194 |
14.7% |
632,848 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,523 |
18,472 |
18,302 |
|
R3 |
18,440 |
18,389 |
18,279 |
|
R2 |
18,357 |
18,357 |
18,271 |
|
R1 |
18,306 |
18,306 |
18,264 |
18,290 |
PP |
18,274 |
18,274 |
18,274 |
18,266 |
S1 |
18,223 |
18,223 |
18,249 |
18,207 |
S2 |
18,191 |
18,191 |
18,241 |
|
S3 |
18,108 |
18,140 |
18,233 |
|
S4 |
18,025 |
18,057 |
18,210 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,254 |
19,120 |
18,438 |
|
R3 |
18,875 |
18,741 |
18,333 |
|
R2 |
18,496 |
18,496 |
18,299 |
|
R1 |
18,362 |
18,362 |
18,264 |
18,429 |
PP |
18,117 |
18,117 |
18,117 |
18,150 |
S1 |
17,983 |
17,983 |
18,194 |
18,050 |
S2 |
17,738 |
17,738 |
18,160 |
|
S3 |
17,359 |
17,604 |
18,125 |
|
S4 |
16,980 |
17,225 |
18,021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,334 |
17,987 |
347 |
1.9% |
119 |
0.7% |
78% |
False |
False |
101,525 |
10 |
18,334 |
17,629 |
705 |
3.9% |
161 |
0.9% |
89% |
False |
False |
126,343 |
20 |
18,334 |
17,629 |
705 |
3.9% |
183 |
1.0% |
89% |
False |
False |
140,492 |
40 |
18,334 |
17,465 |
869 |
4.8% |
198 |
1.1% |
91% |
False |
False |
136,394 |
60 |
18,334 |
17,465 |
869 |
4.8% |
196 |
1.1% |
91% |
False |
False |
108,009 |
80 |
18,334 |
16,880 |
1,454 |
8.0% |
196 |
1.1% |
95% |
False |
False |
81,017 |
100 |
18,334 |
16,880 |
1,454 |
8.0% |
196 |
1.1% |
95% |
False |
False |
64,821 |
120 |
18,334 |
16,880 |
1,454 |
8.0% |
182 |
1.0% |
95% |
False |
False |
54,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,677 |
2.618 |
18,541 |
1.618 |
18,458 |
1.000 |
18,407 |
0.618 |
18,375 |
HIGH |
18,324 |
0.618 |
18,292 |
0.500 |
18,283 |
0.382 |
18,273 |
LOW |
18,241 |
0.618 |
18,190 |
1.000 |
18,158 |
1.618 |
18,107 |
2.618 |
18,024 |
4.250 |
17,888 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,283 |
18,260 |
PP |
18,274 |
18,259 |
S1 |
18,265 |
18,257 |
|