Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,500.00 |
4,530.50 |
30.50 |
0.7% |
4,491.25 |
High |
4,536.50 |
4,542.00 |
5.50 |
0.1% |
4,542.00 |
Low |
4,486.50 |
4,522.00 |
35.50 |
0.8% |
4,470.50 |
Close |
4,528.75 |
4,528.75 |
0.00 |
0.0% |
4,528.75 |
Range |
50.00 |
20.00 |
-30.00 |
-60.0% |
71.50 |
ATR |
54.80 |
52.31 |
-2.49 |
-4.5% |
0.00 |
Volume |
123,530 |
100,980 |
-22,550 |
-18.3% |
651,765 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,591.00 |
4,579.75 |
4,539.75 |
|
R3 |
4,571.00 |
4,559.75 |
4,534.25 |
|
R2 |
4,551.00 |
4,551.00 |
4,532.50 |
|
R1 |
4,539.75 |
4,539.75 |
4,530.50 |
4,535.50 |
PP |
4,531.00 |
4,531.00 |
4,531.00 |
4,528.75 |
S1 |
4,519.75 |
4,519.75 |
4,527.00 |
4,515.50 |
S2 |
4,511.00 |
4,511.00 |
4,525.00 |
|
S3 |
4,491.00 |
4,499.75 |
4,523.25 |
|
S4 |
4,471.00 |
4,479.75 |
4,517.75 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,728.25 |
4,700.00 |
4,568.00 |
|
R3 |
4,656.75 |
4,628.50 |
4,548.50 |
|
R2 |
4,585.25 |
4,585.25 |
4,541.75 |
|
R1 |
4,557.00 |
4,557.00 |
4,535.25 |
4,571.00 |
PP |
4,513.75 |
4,513.75 |
4,513.75 |
4,520.75 |
S1 |
4,485.50 |
4,485.50 |
4,522.25 |
4,499.50 |
S2 |
4,442.25 |
4,442.25 |
4,515.75 |
|
S3 |
4,370.75 |
4,414.00 |
4,509.00 |
|
S4 |
4,299.25 |
4,342.50 |
4,489.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,542.00 |
4,470.50 |
71.50 |
1.6% |
39.75 |
0.9% |
81% |
True |
False |
130,353 |
10 |
4,542.00 |
4,374.50 |
167.50 |
3.7% |
45.00 |
1.0% |
92% |
True |
False |
160,558 |
20 |
4,555.50 |
4,332.50 |
223.00 |
4.9% |
55.75 |
1.2% |
88% |
False |
False |
212,724 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
54.75 |
1.2% |
91% |
False |
False |
208,548 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
53.75 |
1.2% |
91% |
False |
False |
184,725 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
51.00 |
1.1% |
94% |
False |
False |
138,567 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.50 |
1.2% |
95% |
False |
False |
110,860 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
50.00 |
1.1% |
95% |
False |
False |
92,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,627.00 |
2.618 |
4,594.25 |
1.618 |
4,574.25 |
1.000 |
4,562.00 |
0.618 |
4,554.25 |
HIGH |
4,542.00 |
0.618 |
4,534.25 |
0.500 |
4,532.00 |
0.382 |
4,529.75 |
LOW |
4,522.00 |
0.618 |
4,509.75 |
1.000 |
4,502.00 |
1.618 |
4,489.75 |
2.618 |
4,469.75 |
4.250 |
4,437.00 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,532.00 |
4,523.25 |
PP |
4,531.00 |
4,517.75 |
S1 |
4,529.75 |
4,512.00 |
|