Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,423.00 |
4,425.75 |
2.75 |
0.1% |
4,471.75 |
High |
4,457.75 |
4,493.00 |
35.25 |
0.8% |
4,503.50 |
Low |
4,417.50 |
4,412.75 |
-4.75 |
-0.1% |
4,332.50 |
Close |
4,423.75 |
4,490.25 |
66.50 |
1.5% |
4,448.75 |
Range |
40.25 |
80.25 |
40.00 |
99.4% |
171.00 |
ATR |
58.82 |
60.35 |
1.53 |
2.6% |
0.00 |
Volume |
200,865 |
184,396 |
-16,469 |
-8.2% |
1,298,926 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.00 |
4,678.50 |
4,534.50 |
|
R3 |
4,625.75 |
4,598.25 |
4,512.25 |
|
R2 |
4,545.50 |
4,545.50 |
4,505.00 |
|
R1 |
4,518.00 |
4,518.00 |
4,497.50 |
4,531.75 |
PP |
4,465.25 |
4,465.25 |
4,465.25 |
4,472.25 |
S1 |
4,437.75 |
4,437.75 |
4,483.00 |
4,451.50 |
S2 |
4,385.00 |
4,385.00 |
4,475.50 |
|
S3 |
4,304.75 |
4,357.50 |
4,468.25 |
|
S4 |
4,224.50 |
4,277.25 |
4,446.00 |
|
|
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 |
4,493.00 |
4,374.50 |
118.50 |
2.6% |
56.75 |
1.3% |
98% |
True |
False |
205,903 |
10 |
4,503.50 |
4,332.50 |
171.00 |
3.8% |
63.00 |
1.4% |
92% |
False |
False |
230,915 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
63.50 |
1.4% |
72% |
False |
False |
241,359 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
57.00 |
1.3% |
78% |
False |
False |
224,977 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
52.75 |
1.2% |
78% |
False |
False |
171,526 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.5% |
53.25 |
1.2% |
86% |
False |
False |
128,664 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.25 |
1.2% |
87% |
False |
False |
102,937 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
48.50 |
1.1% |
87% |
False |
False |
85,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.00 |
2.618 |
4,703.00 |
1.618 |
4,622.75 |
1.000 |
4,573.25 |
0.618 |
4,542.50 |
HIGH |
4,493.00 |
0.618 |
4,462.25 |
0.500 |
4,453.00 |
0.382 |
4,443.50 |
LOW |
4,412.75 |
0.618 |
4,363.25 |
1.000 |
4,332.50 |
1.618 |
4,283.00 |
2.618 |
4,202.75 |
4.250 |
4,071.75 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,477.75 |
4,471.50 |
PP |
4,465.25 |
4,452.50 |
S1 |
4,453.00 |
4,433.75 |
|