Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,192.5 |
1,215.0 |
22.5 |
1.9% |
1,176.6 |
High |
1,218.5 |
1,227.7 |
9.2 |
0.8% |
1,199.3 |
Low |
1,190.4 |
1,211.9 |
21.5 |
1.8% |
1,176.6 |
Close |
1,218.2 |
1,225.2 |
7.0 |
0.6% |
1,188.9 |
Range |
28.1 |
15.8 |
-12.3 |
-43.8% |
22.7 |
ATR |
17.3 |
17.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
241,719 |
177,837 |
-63,882 |
-26.4% |
601,999 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.0 |
1,262.9 |
1,233.9 |
|
R3 |
1,253.2 |
1,247.1 |
1,229.5 |
|
R2 |
1,237.4 |
1,237.4 |
1,228.1 |
|
R1 |
1,231.3 |
1,231.3 |
1,226.6 |
1,234.4 |
PP |
1,221.6 |
1,221.6 |
1,221.6 |
1,223.1 |
S1 |
1,215.5 |
1,215.5 |
1,223.8 |
1,218.6 |
S2 |
1,205.8 |
1,205.8 |
1,222.3 |
|
S3 |
1,190.0 |
1,199.7 |
1,220.9 |
|
S4 |
1,174.2 |
1,183.9 |
1,216.5 |
|
|
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 |
1,227.7 |
1,178.0 |
49.7 |
4.1% |
17.2 |
1.4% |
95% |
True |
False |
166,105 |
10 |
1,227.7 |
1,168.4 |
59.3 |
4.8% |
15.5 |
1.3% |
96% |
True |
False |
140,738 |
20 |
1,227.7 |
1,168.4 |
59.3 |
4.8% |
17.0 |
1.4% |
96% |
True |
False |
145,305 |
40 |
1,227.7 |
1,159.7 |
68.0 |
5.6% |
16.2 |
1.3% |
96% |
True |
False |
122,068 |
60 |
1,227.7 |
1,142.4 |
85.3 |
7.0% |
16.4 |
1.3% |
97% |
True |
False |
85,532 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
17.6 |
1.4% |
50% |
False |
False |
65,269 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
18.0 |
1.5% |
50% |
False |
False |
52,755 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
18.7 |
1.5% |
50% |
False |
False |
44,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.9 |
2.618 |
1,269.1 |
1.618 |
1,253.3 |
1.000 |
1,243.5 |
0.618 |
1,237.5 |
HIGH |
1,227.7 |
0.618 |
1,221.7 |
0.500 |
1,219.8 |
0.382 |
1,217.9 |
LOW |
1,211.9 |
0.618 |
1,202.1 |
1.000 |
1,196.1 |
1.618 |
1,186.3 |
2.618 |
1,170.5 |
4.250 |
1,144.8 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,223.4 |
1,218.0 |
PP |
1,221.6 |
1,210.9 |
S1 |
1,219.8 |
1,203.7 |
|