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 |
4,431.50 |
4,423.00 |
-8.50 |
-0.2% |
4,471.75 |
High |
4,438.00 |
4,457.75 |
19.75 |
0.4% |
4,503.50 |
Low |
4,374.50 |
4,417.50 |
43.00 |
1.0% |
4,332.50 |
Close |
4,420.75 |
4,423.75 |
3.00 |
0.1% |
4,448.75 |
Range |
63.50 |
40.25 |
-23.25 |
-36.6% |
171.00 |
ATR |
60.25 |
58.82 |
-1.43 |
-2.4% |
0.00 |
Volume |
257,296 |
200,865 |
-56,431 |
-21.9% |
1,298,926 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,553.75 |
4,529.00 |
4,446.00 |
|
R3 |
4,513.50 |
4,488.75 |
4,434.75 |
|
R2 |
4,473.25 |
4,473.25 |
4,431.25 |
|
R1 |
4,448.50 |
4,448.50 |
4,427.50 |
4,461.00 |
PP |
4,433.00 |
4,433.00 |
4,433.00 |
4,439.25 |
S1 |
4,408.25 |
4,408.25 |
4,420.00 |
4,420.50 |
S2 |
4,392.75 |
4,392.75 |
4,416.25 |
|
S3 |
4,352.50 |
4,368.00 |
4,412.75 |
|
S4 |
4,312.25 |
4,327.75 |
4,401.50 |
|
|
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 |
4,464.50 |
4,332.50 |
132.00 |
3.0% |
56.00 |
1.3% |
69% |
False |
False |
218,873 |
10 |
4,503.50 |
4,332.50 |
171.00 |
3.9% |
64.25 |
1.5% |
53% |
False |
False |
247,804 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
61.00 |
1.4% |
43% |
False |
False |
240,288 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
57.50 |
1.3% |
56% |
False |
False |
228,275 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.75 |
1.2% |
56% |
False |
False |
168,464 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.7% |
52.50 |
1.2% |
72% |
False |
False |
126,359 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.75 |
1.2% |
74% |
False |
False |
101,093 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
47.75 |
1.1% |
74% |
False |
False |
84,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,628.75 |
2.618 |
4,563.00 |
1.618 |
4,522.75 |
1.000 |
4,498.00 |
0.618 |
4,482.50 |
HIGH |
4,457.75 |
0.618 |
4,442.25 |
0.500 |
4,437.50 |
0.382 |
4,433.00 |
LOW |
4,417.50 |
0.618 |
4,392.75 |
1.000 |
4,377.25 |
1.618 |
4,352.50 |
2.618 |
4,312.25 |
4.250 |
4,246.50 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,437.50 |
4,422.25 |
PP |
4,433.00 |
4,421.00 |
S1 |
4,428.50 |
4,419.50 |
|