Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,425.75 |
4,489.00 |
63.25 |
1.4% |
4,452.50 |
High |
4,493.00 |
4,507.50 |
14.50 |
0.3% |
4,507.50 |
Low |
4,412.75 |
4,477.75 |
65.00 |
1.5% |
4,374.50 |
Close |
4,490.25 |
4,488.75 |
-1.50 |
0.0% |
4,488.75 |
Range |
80.25 |
29.75 |
-50.50 |
-62.9% |
133.00 |
ATR |
60.35 |
58.16 |
-2.19 |
-3.6% |
0.00 |
Volume |
184,396 |
140,746 |
-43,650 |
-23.7% |
953,817 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,580.50 |
4,564.50 |
4,505.00 |
|
R3 |
4,550.75 |
4,534.75 |
4,497.00 |
|
R2 |
4,521.00 |
4,521.00 |
4,494.25 |
|
R1 |
4,505.00 |
4,505.00 |
4,491.50 |
4,498.00 |
PP |
4,491.25 |
4,491.25 |
4,491.25 |
4,488.00 |
S1 |
4,475.25 |
4,475.25 |
4,486.00 |
4,468.50 |
S2 |
4,461.50 |
4,461.50 |
4,483.25 |
|
S3 |
4,431.75 |
4,445.50 |
4,480.50 |
|
S4 |
4,402.00 |
4,415.75 |
4,472.50 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,856.00 |
4,805.25 |
4,562.00 |
|
R3 |
4,723.00 |
4,672.25 |
4,525.25 |
|
R2 |
4,590.00 |
4,590.00 |
4,513.25 |
|
R1 |
4,539.25 |
4,539.25 |
4,501.00 |
4,564.50 |
PP |
4,457.00 |
4,457.00 |
4,457.00 |
4,469.50 |
S1 |
4,406.25 |
4,406.25 |
4,476.50 |
4,431.50 |
S2 |
4,324.00 |
4,324.00 |
4,464.25 |
|
S3 |
4,191.00 |
4,273.25 |
4,452.25 |
|
S4 |
4,058.00 |
4,140.25 |
4,415.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,507.50 |
4,374.50 |
133.00 |
3.0% |
50.25 |
1.1% |
86% |
True |
False |
190,763 |
10 |
4,507.50 |
4,332.50 |
175.00 |
3.9% |
60.00 |
1.3% |
89% |
True |
False |
225,274 |
20 |
4,555.50 |
4,332.50 |
223.00 |
5.0% |
60.25 |
1.3% |
70% |
False |
False |
233,293 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
57.25 |
1.3% |
77% |
False |
False |
222,782 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
52.75 |
1.2% |
77% |
False |
False |
173,871 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.5% |
53.00 |
1.2% |
86% |
False |
False |
130,423 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.50 |
1.2% |
87% |
False |
False |
104,343 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
48.75 |
1.1% |
87% |
False |
False |
86,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,634.00 |
2.618 |
4,585.50 |
1.618 |
4,555.75 |
1.000 |
4,537.25 |
0.618 |
4,526.00 |
HIGH |
4,507.50 |
0.618 |
4,496.25 |
0.500 |
4,492.50 |
0.382 |
4,489.00 |
LOW |
4,477.75 |
0.618 |
4,459.25 |
1.000 |
4,448.00 |
1.618 |
4,429.50 |
2.618 |
4,399.75 |
4.250 |
4,351.25 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,492.50 |
4,479.25 |
PP |
4,491.25 |
4,469.75 |
S1 |
4,490.00 |
4,460.00 |
|