Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.7 |
1,189.0 |
5.3 |
0.4% |
1,176.6 |
High |
1,193.0 |
1,190.9 |
-2.1 |
-0.2% |
1,199.3 |
Low |
1,180.5 |
1,178.0 |
-2.5 |
-0.2% |
1,176.6 |
Close |
1,188.9 |
1,183.0 |
-5.9 |
-0.5% |
1,188.9 |
Range |
12.5 |
12.9 |
0.4 |
3.2% |
22.7 |
ATR |
16.7 |
16.5 |
-0.3 |
-1.6% |
0.0 |
Volume |
143,614 |
128,097 |
-15,517 |
-10.8% |
601,999 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.7 |
1,215.7 |
1,190.1 |
|
R3 |
1,209.8 |
1,202.8 |
1,186.5 |
|
R2 |
1,196.9 |
1,196.9 |
1,185.4 |
|
R1 |
1,189.9 |
1,189.9 |
1,184.2 |
1,187.0 |
PP |
1,184.0 |
1,184.0 |
1,184.0 |
1,182.5 |
S1 |
1,177.0 |
1,177.0 |
1,181.8 |
1,174.1 |
S2 |
1,171.1 |
1,171.1 |
1,180.6 |
|
S3 |
1,158.2 |
1,164.1 |
1,179.5 |
|
S4 |
1,145.3 |
1,151.2 |
1,175.9 |
|
|
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 |
1,177.9 |
21.4 |
1.8% |
12.7 |
1.1% |
24% |
False |
False |
124,468 |
10 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
15.5 |
1.3% |
32% |
False |
False |
136,015 |
20 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
16.4 |
1.4% |
32% |
False |
False |
139,748 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.2 |
1.4% |
49% |
False |
False |
109,822 |
60 |
1,236.0 |
1,142.4 |
93.6 |
7.9% |
16.3 |
1.4% |
43% |
False |
False |
76,361 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.0 |
1.5% |
24% |
False |
False |
58,461 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.1 |
1.5% |
24% |
False |
False |
47,237 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.7 |
1.6% |
24% |
False |
False |
39,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.7 |
2.618 |
1,224.7 |
1.618 |
1,211.8 |
1.000 |
1,203.8 |
0.618 |
1,198.9 |
HIGH |
1,190.9 |
0.618 |
1,186.0 |
0.500 |
1,184.5 |
0.382 |
1,182.9 |
LOW |
1,178.0 |
0.618 |
1,170.0 |
1.000 |
1,165.1 |
1.618 |
1,157.1 |
2.618 |
1,144.2 |
4.250 |
1,123.2 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,184.5 |
1,185.5 |
PP |
1,184.0 |
1,184.6 |
S1 |
1,183.5 |
1,183.8 |
|