Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,282 |
18,245 |
-37 |
-0.2% |
18,129 |
High |
18,324 |
18,293 |
-31 |
-0.2% |
18,250 |
Low |
18,241 |
18,197 |
-44 |
-0.2% |
17,871 |
Close |
18,256 |
18,258 |
2 |
0.0% |
18,229 |
Range |
83 |
96 |
13 |
15.7% |
379 |
ATR |
177 |
172 |
-6 |
-3.3% |
0 |
Volume |
111,068 |
75,211 |
-35,857 |
-32.3% |
632,848 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,537 |
18,494 |
18,311 |
|
R3 |
18,441 |
18,398 |
18,285 |
|
R2 |
18,345 |
18,345 |
18,276 |
|
R1 |
18,302 |
18,302 |
18,267 |
18,324 |
PP |
18,249 |
18,249 |
18,249 |
18,260 |
S1 |
18,206 |
18,206 |
18,249 |
18,228 |
S2 |
18,153 |
18,153 |
18,241 |
|
S3 |
18,057 |
18,110 |
18,232 |
|
S4 |
17,961 |
18,014 |
18,205 |
|
|
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 |
18,177 |
157 |
0.9% |
93 |
0.5% |
52% |
False |
False |
92,276 |
10 |
18,334 |
17,871 |
463 |
2.5% |
141 |
0.8% |
84% |
False |
False |
116,200 |
20 |
18,334 |
17,629 |
705 |
3.9% |
175 |
1.0% |
89% |
False |
False |
135,752 |
40 |
18,334 |
17,465 |
869 |
4.8% |
192 |
1.0% |
91% |
False |
False |
134,206 |
60 |
18,334 |
17,465 |
869 |
4.8% |
196 |
1.1% |
91% |
False |
False |
109,260 |
80 |
18,334 |
16,880 |
1,454 |
8.0% |
192 |
1.1% |
95% |
False |
False |
81,957 |
100 |
18,334 |
16,880 |
1,454 |
8.0% |
197 |
1.1% |
95% |
False |
False |
65,573 |
120 |
18,334 |
16,880 |
1,454 |
8.0% |
183 |
1.0% |
95% |
False |
False |
54,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,701 |
2.618 |
18,544 |
1.618 |
18,448 |
1.000 |
18,389 |
0.618 |
18,352 |
HIGH |
18,293 |
0.618 |
18,256 |
0.500 |
18,245 |
0.382 |
18,234 |
LOW |
18,197 |
0.618 |
18,138 |
1.000 |
18,101 |
1.618 |
18,042 |
2.618 |
17,946 |
4.250 |
17,789 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,254 |
18,266 |
PP |
18,249 |
18,263 |
S1 |
18,245 |
18,261 |
|