Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,189.0 |
1,182.5 |
-6.5 |
-0.5% |
1,176.6 |
High |
1,190.9 |
1,196.3 |
5.4 |
0.5% |
1,199.3 |
Low |
1,178.0 |
1,179.7 |
1.7 |
0.1% |
1,176.6 |
Close |
1,183.0 |
1,192.4 |
9.4 |
0.8% |
1,188.9 |
Range |
12.9 |
16.6 |
3.7 |
28.7% |
22.7 |
ATR |
16.5 |
16.5 |
0.0 |
0.1% |
0.0 |
Volume |
128,097 |
139,260 |
11,163 |
8.7% |
601,999 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.3 |
1,232.4 |
1,201.5 |
|
R3 |
1,222.7 |
1,215.8 |
1,197.0 |
|
R2 |
1,206.1 |
1,206.1 |
1,195.4 |
|
R1 |
1,199.2 |
1,199.2 |
1,193.9 |
1,202.7 |
PP |
1,189.5 |
1,189.5 |
1,189.5 |
1,191.2 |
S1 |
1,182.6 |
1,182.6 |
1,190.9 |
1,186.1 |
S2 |
1,172.9 |
1,172.9 |
1,189.4 |
|
S3 |
1,156.3 |
1,166.0 |
1,187.8 |
|
S4 |
1,139.7 |
1,149.4 |
1,183.3 |
|
|
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 |
1,196.9 |
1,177.9 |
19.0 |
1.6% |
13.1 |
1.1% |
76% |
False |
False |
130,370 |
10 |
1,213.5 |
1,168.4 |
45.1 |
3.8% |
15.6 |
1.3% |
53% |
False |
False |
134,183 |
20 |
1,214.6 |
1,168.4 |
46.2 |
3.9% |
16.3 |
1.4% |
52% |
False |
False |
138,658 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.3 |
1.4% |
61% |
False |
False |
112,632 |
60 |
1,236.0 |
1,142.4 |
93.6 |
7.8% |
16.4 |
1.4% |
53% |
False |
False |
78,630 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.7 |
1.5% |
30% |
False |
False |
60,127 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.9 |
1.5% |
30% |
False |
False |
48,621 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.7 |
1.6% |
30% |
False |
False |
41,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.9 |
2.618 |
1,239.8 |
1.618 |
1,223.2 |
1.000 |
1,212.9 |
0.618 |
1,206.6 |
HIGH |
1,196.3 |
0.618 |
1,190.0 |
0.500 |
1,188.0 |
0.382 |
1,186.0 |
LOW |
1,179.7 |
0.618 |
1,169.4 |
1.000 |
1,163.1 |
1.618 |
1,152.8 |
2.618 |
1,136.2 |
4.250 |
1,109.2 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,190.9 |
1,190.7 |
PP |
1,189.5 |
1,188.9 |
S1 |
1,188.0 |
1,187.2 |
|