Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,501.75 |
4,500.00 |
-1.75 |
0.0% |
4,452.50 |
High |
4,534.00 |
4,536.50 |
2.50 |
0.1% |
4,507.50 |
Low |
4,482.25 |
4,486.50 |
4.25 |
0.1% |
4,374.50 |
Close |
4,505.50 |
4,528.75 |
23.25 |
0.5% |
4,488.75 |
Range |
51.75 |
50.00 |
-1.75 |
-3.4% |
133.00 |
ATR |
55.17 |
54.80 |
-0.37 |
-0.7% |
0.00 |
Volume |
170,963 |
123,530 |
-47,433 |
-27.7% |
953,817 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,667.25 |
4,648.00 |
4,556.25 |
|
R3 |
4,617.25 |
4,598.00 |
4,542.50 |
|
R2 |
4,567.25 |
4,567.25 |
4,538.00 |
|
R1 |
4,548.00 |
4,548.00 |
4,533.25 |
4,557.50 |
PP |
4,517.25 |
4,517.25 |
4,517.25 |
4,522.00 |
S1 |
4,498.00 |
4,498.00 |
4,524.25 |
4,507.50 |
S2 |
4,467.25 |
4,467.25 |
4,519.50 |
|
S3 |
4,417.25 |
4,448.00 |
4,515.00 |
|
S4 |
4,367.25 |
4,398.00 |
4,501.25 |
|
|
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 |
4,536.50 |
4,470.50 |
66.00 |
1.5% |
41.75 |
0.9% |
88% |
True |
False |
138,306 |
10 |
4,536.50 |
4,374.50 |
162.00 |
3.6% |
49.25 |
1.1% |
95% |
True |
False |
172,104 |
20 |
4,555.50 |
4,332.50 |
223.00 |
4.9% |
57.00 |
1.3% |
88% |
False |
False |
217,912 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
55.75 |
1.2% |
91% |
False |
False |
214,929 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
53.75 |
1.2% |
91% |
False |
False |
183,044 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
52.00 |
1.2% |
94% |
False |
False |
137,306 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.50 |
1.2% |
95% |
False |
False |
109,850 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
50.00 |
1.1% |
95% |
False |
False |
91,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,749.00 |
2.618 |
4,667.50 |
1.618 |
4,617.50 |
1.000 |
4,586.50 |
0.618 |
4,567.50 |
HIGH |
4,536.50 |
0.618 |
4,517.50 |
0.500 |
4,511.50 |
0.382 |
4,505.50 |
LOW |
4,486.50 |
0.618 |
4,455.50 |
1.000 |
4,436.50 |
1.618 |
4,405.50 |
2.618 |
4,355.50 |
4.250 |
4,274.00 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,523.00 |
4,522.25 |
PP |
4,517.25 |
4,515.75 |
S1 |
4,511.50 |
4,509.50 |
|