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 |
4,452.50 |
4,431.50 |
-21.00 |
-0.5% |
4,471.75 |
High |
4,464.50 |
4,438.00 |
-26.50 |
-0.6% |
4,503.50 |
Low |
4,426.75 |
4,374.50 |
-52.25 |
-1.2% |
4,332.50 |
Close |
4,431.25 |
4,420.75 |
-10.50 |
-0.2% |
4,448.75 |
Range |
37.75 |
63.50 |
25.75 |
68.2% |
171.00 |
ATR |
60.00 |
60.25 |
0.25 |
0.4% |
0.00 |
Volume |
170,514 |
257,296 |
86,782 |
50.9% |
1,298,926 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.50 |
4,574.75 |
4,455.75 |
|
R3 |
4,538.00 |
4,511.25 |
4,438.25 |
|
R2 |
4,474.50 |
4,474.50 |
4,432.50 |
|
R1 |
4,447.75 |
4,447.75 |
4,426.50 |
4,429.50 |
PP |
4,411.00 |
4,411.00 |
4,411.00 |
4,402.00 |
S1 |
4,384.25 |
4,384.25 |
4,415.00 |
4,366.00 |
S2 |
4,347.50 |
4,347.50 |
4,409.00 |
|
S3 |
4,284.00 |
4,320.75 |
4,403.25 |
|
S4 |
4,220.50 |
4,257.25 |
4,385.75 |
|
|
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 |
4,464.50 |
4,332.50 |
132.00 |
3.0% |
64.25 |
1.5% |
67% |
False |
False |
245,727 |
10 |
4,514.00 |
4,332.50 |
181.50 |
4.1% |
66.00 |
1.5% |
49% |
False |
False |
256,814 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
61.00 |
1.4% |
42% |
False |
False |
238,769 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
57.50 |
1.3% |
55% |
False |
False |
229,763 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.25 |
1.2% |
55% |
False |
False |
165,118 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
53.25 |
1.2% |
74% |
False |
False |
123,848 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.50 |
1.2% |
74% |
False |
False |
99,084 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
47.50 |
1.1% |
74% |
False |
False |
82,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,708.00 |
2.618 |
4,604.25 |
1.618 |
4,540.75 |
1.000 |
4,501.50 |
0.618 |
4,477.25 |
HIGH |
4,438.00 |
0.618 |
4,413.75 |
0.500 |
4,406.25 |
0.382 |
4,398.75 |
LOW |
4,374.50 |
0.618 |
4,335.25 |
1.000 |
4,311.00 |
1.618 |
4,271.75 |
2.618 |
4,208.25 |
4.250 |
4,104.50 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,416.00 |
4,420.25 |
PP |
4,411.00 |
4,420.00 |
S1 |
4,406.25 |
4,419.50 |
|