Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,509.75 |
4,501.75 |
-8.00 |
-0.2% |
4,452.50 |
High |
4,526.50 |
4,534.00 |
7.50 |
0.2% |
4,507.50 |
Low |
4,496.50 |
4,482.25 |
-14.25 |
-0.3% |
4,374.50 |
Close |
4,501.25 |
4,505.50 |
4.25 |
0.1% |
4,488.75 |
Range |
30.00 |
51.75 |
21.75 |
72.5% |
133.00 |
ATR |
55.43 |
55.17 |
-0.26 |
-0.5% |
0.00 |
Volume |
127,690 |
170,963 |
43,273 |
33.9% |
953,817 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.50 |
4,635.75 |
4,534.00 |
|
R3 |
4,610.75 |
4,584.00 |
4,519.75 |
|
R2 |
4,559.00 |
4,559.00 |
4,515.00 |
|
R1 |
4,532.25 |
4,532.25 |
4,510.25 |
4,545.50 |
PP |
4,507.25 |
4,507.25 |
4,507.25 |
4,514.00 |
S1 |
4,480.50 |
4,480.50 |
4,500.75 |
4,494.00 |
S2 |
4,455.50 |
4,455.50 |
4,496.00 |
|
S3 |
4,403.75 |
4,428.75 |
4,491.25 |
|
S4 |
4,352.00 |
4,377.00 |
4,477.00 |
|
|
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 |
4,534.00 |
4,412.75 |
121.25 |
2.7% |
47.75 |
1.1% |
76% |
True |
False |
150,479 |
10 |
4,534.00 |
4,332.50 |
201.50 |
4.5% |
52.00 |
1.2% |
86% |
True |
False |
184,676 |
20 |
4,555.50 |
4,332.50 |
223.00 |
4.9% |
58.50 |
1.3% |
78% |
False |
False |
224,364 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
57.50 |
1.3% |
83% |
False |
False |
219,850 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
53.50 |
1.2% |
83% |
False |
False |
180,986 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.5% |
53.00 |
1.2% |
89% |
False |
False |
135,762 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
53.00 |
1.2% |
90% |
False |
False |
108,615 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
49.50 |
1.1% |
90% |
False |
False |
90,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,754.00 |
2.618 |
4,669.50 |
1.618 |
4,617.75 |
1.000 |
4,585.75 |
0.618 |
4,566.00 |
HIGH |
4,534.00 |
0.618 |
4,514.25 |
0.500 |
4,508.00 |
0.382 |
4,502.00 |
LOW |
4,482.25 |
0.618 |
4,450.25 |
1.000 |
4,430.50 |
1.618 |
4,398.50 |
2.618 |
4,346.75 |
4.250 |
4,262.25 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,508.00 |
4,504.50 |
PP |
4,507.25 |
4,503.25 |
S1 |
4,506.50 |
4,502.25 |
|