Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,191.3 |
1,183.7 |
-7.6 |
-0.6% |
1,176.6 |
High |
1,192.0 |
1,193.0 |
1.0 |
0.1% |
1,199.3 |
Low |
1,177.9 |
1,180.5 |
2.6 |
0.2% |
1,176.6 |
Close |
1,182.2 |
1,188.9 |
6.7 |
0.6% |
1,188.9 |
Range |
14.1 |
12.5 |
-1.6 |
-11.3% |
22.7 |
ATR |
17.1 |
16.7 |
-0.3 |
-1.9% |
0.0 |
Volume |
134,937 |
143,614 |
8,677 |
6.4% |
601,999 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,225.0 |
1,219.4 |
1,195.8 |
|
R3 |
1,212.5 |
1,206.9 |
1,192.3 |
|
R2 |
1,200.0 |
1,200.0 |
1,191.2 |
|
R1 |
1,194.4 |
1,194.4 |
1,190.0 |
1,197.2 |
PP |
1,187.5 |
1,187.5 |
1,187.5 |
1,188.9 |
S1 |
1,181.9 |
1,181.9 |
1,187.8 |
1,184.7 |
S2 |
1,175.0 |
1,175.0 |
1,186.6 |
|
S3 |
1,162.5 |
1,169.4 |
1,185.5 |
|
S4 |
1,150.0 |
1,156.9 |
1,182.0 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.4 |
1,245.3 |
1,201.4 |
|
R3 |
1,233.7 |
1,222.6 |
1,195.1 |
|
R2 |
1,211.0 |
1,211.0 |
1,193.1 |
|
R1 |
1,199.9 |
1,199.9 |
1,191.0 |
1,205.5 |
PP |
1,188.3 |
1,188.3 |
1,188.3 |
1,191.0 |
S1 |
1,177.2 |
1,177.2 |
1,186.8 |
1,182.8 |
S2 |
1,165.6 |
1,165.6 |
1,184.7 |
|
S3 |
1,142.9 |
1,154.5 |
1,182.7 |
|
S4 |
1,120.2 |
1,131.8 |
1,176.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,199.3 |
1,176.6 |
22.7 |
1.9% |
13.2 |
1.1% |
54% |
False |
False |
120,399 |
10 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
17.1 |
1.4% |
44% |
False |
False |
143,925 |
20 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
16.4 |
1.4% |
44% |
False |
False |
138,821 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.1 |
1.4% |
57% |
False |
False |
106,956 |
60 |
1,236.0 |
1,142.4 |
93.6 |
7.9% |
16.4 |
1.4% |
50% |
False |
False |
74,274 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.0 |
1.5% |
28% |
False |
False |
56,908 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.3 |
1.5% |
28% |
False |
False |
45,992 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.9 |
1.6% |
28% |
False |
False |
38,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.1 |
2.618 |
1,225.7 |
1.618 |
1,213.2 |
1.000 |
1,205.5 |
0.618 |
1,200.7 |
HIGH |
1,193.0 |
0.618 |
1,188.2 |
0.500 |
1,186.8 |
0.382 |
1,185.3 |
LOW |
1,180.5 |
0.618 |
1,172.8 |
1.000 |
1,168.0 |
1.618 |
1,160.3 |
2.618 |
1,147.8 |
4.250 |
1,127.4 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,188.2 |
1,188.4 |
PP |
1,187.5 |
1,187.9 |
S1 |
1,186.8 |
1,187.4 |
|