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 |
4,404.00 |
4,452.50 |
48.50 |
1.1% |
4,471.75 |
High |
4,462.75 |
4,464.50 |
1.75 |
0.0% |
4,503.50 |
Low |
4,401.00 |
4,426.75 |
25.75 |
0.6% |
4,332.50 |
Close |
4,448.75 |
4,431.25 |
-17.50 |
-0.4% |
4,448.75 |
Range |
61.75 |
37.75 |
-24.00 |
-38.9% |
171.00 |
ATR |
61.71 |
60.00 |
-1.71 |
-2.8% |
0.00 |
Volume |
216,447 |
170,514 |
-45,933 |
-21.2% |
1,298,926 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.00 |
4,530.50 |
4,452.00 |
|
R3 |
4,516.25 |
4,492.75 |
4,441.75 |
|
R2 |
4,478.50 |
4,478.50 |
4,438.25 |
|
R1 |
4,455.00 |
4,455.00 |
4,434.75 |
4,448.00 |
PP |
4,440.75 |
4,440.75 |
4,440.75 |
4,437.25 |
S1 |
4,417.25 |
4,417.25 |
4,427.75 |
4,410.00 |
S2 |
4,403.00 |
4,403.00 |
4,424.25 |
|
S3 |
4,365.25 |
4,379.50 |
4,420.75 |
|
S4 |
4,327.50 |
4,341.75 |
4,410.50 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,941.25 |
4,866.00 |
4,542.75 |
|
R3 |
4,770.25 |
4,695.00 |
4,495.75 |
|
R2 |
4,599.25 |
4,599.25 |
4,480.00 |
|
R1 |
4,524.00 |
4,524.00 |
4,464.50 |
4,476.00 |
PP |
4,428.25 |
4,428.25 |
4,428.25 |
4,404.25 |
S1 |
4,353.00 |
4,353.00 |
4,433.00 |
4,305.00 |
S2 |
4,257.25 |
4,257.25 |
4,417.50 |
|
S3 |
4,086.25 |
4,182.00 |
4,401.75 |
|
S4 |
3,915.25 |
4,011.00 |
4,354.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,480.25 |
4,332.50 |
147.75 |
3.3% |
67.75 |
1.5% |
67% |
False |
False |
255,516 |
10 |
4,531.25 |
4,332.50 |
198.75 |
4.5% |
65.50 |
1.5% |
50% |
False |
False |
259,481 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
60.25 |
1.4% |
46% |
False |
False |
236,942 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
57.75 |
1.3% |
58% |
False |
False |
229,480 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.00 |
1.2% |
58% |
False |
False |
160,830 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
53.50 |
1.2% |
76% |
False |
False |
120,633 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.75 |
1.2% |
76% |
False |
False |
96,511 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
47.00 |
1.1% |
76% |
False |
False |
80,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,625.00 |
2.618 |
4,563.25 |
1.618 |
4,525.50 |
1.000 |
4,502.25 |
0.618 |
4,487.75 |
HIGH |
4,464.50 |
0.618 |
4,450.00 |
0.500 |
4,445.50 |
0.382 |
4,441.25 |
LOW |
4,426.75 |
0.618 |
4,403.50 |
1.000 |
4,389.00 |
1.618 |
4,365.75 |
2.618 |
4,328.00 |
4.250 |
4,266.25 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,445.50 |
4,420.25 |
PP |
4,440.75 |
4,409.50 |
S1 |
4,436.00 |
4,398.50 |
|