Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,220.9 |
1,222.8 |
1.9 |
0.2% |
1,189.0 |
High |
1,225.8 |
1,232.0 |
6.2 |
0.5% |
1,227.7 |
Low |
1,210.6 |
1,221.2 |
10.6 |
0.9% |
1,178.0 |
Close |
1,225.3 |
1,227.6 |
2.3 |
0.2% |
1,225.3 |
Range |
15.2 |
10.8 |
-4.4 |
-28.9% |
49.7 |
ATR |
17.0 |
16.6 |
-0.4 |
-2.6% |
0.0 |
Volume |
133,239 |
120,822 |
-12,417 |
-9.3% |
820,152 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.3 |
1,254.3 |
1,233.5 |
|
R3 |
1,248.5 |
1,243.5 |
1,230.6 |
|
R2 |
1,237.7 |
1,237.7 |
1,229.6 |
|
R1 |
1,232.7 |
1,232.7 |
1,228.6 |
1,235.2 |
PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,228.2 |
S1 |
1,221.9 |
1,221.9 |
1,226.6 |
1,224.4 |
S2 |
1,216.1 |
1,216.1 |
1,225.6 |
|
S3 |
1,205.3 |
1,211.1 |
1,224.6 |
|
S4 |
1,194.5 |
1,200.3 |
1,221.7 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.4 |
1,342.1 |
1,252.6 |
|
R3 |
1,309.7 |
1,292.4 |
1,239.0 |
|
R2 |
1,260.0 |
1,260.0 |
1,234.4 |
|
R1 |
1,242.7 |
1,242.7 |
1,229.9 |
1,251.4 |
PP |
1,210.3 |
1,210.3 |
1,210.3 |
1,214.7 |
S1 |
1,193.0 |
1,193.0 |
1,220.7 |
1,201.7 |
S2 |
1,160.6 |
1,160.6 |
1,216.2 |
|
S3 |
1,110.9 |
1,143.3 |
1,211.6 |
|
S4 |
1,061.2 |
1,093.6 |
1,198.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,232.0 |
1,179.7 |
52.3 |
4.3% |
17.3 |
1.4% |
92% |
True |
False |
162,575 |
10 |
1,232.0 |
1,177.9 |
54.1 |
4.4% |
15.0 |
1.2% |
92% |
True |
False |
143,522 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.2% |
16.8 |
1.4% |
93% |
True |
False |
145,580 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.2% |
15.9 |
1.3% |
93% |
True |
False |
127,353 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.3% |
16.2 |
1.3% |
95% |
True |
False |
89,643 |
80 |
1,303.5 |
1,142.4 |
161.1 |
13.1% |
17.3 |
1.4% |
53% |
False |
False |
68,341 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
17.9 |
1.5% |
51% |
False |
False |
55,267 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.6% |
18.6 |
1.5% |
51% |
False |
False |
46,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.9 |
2.618 |
1,260.3 |
1.618 |
1,249.5 |
1.000 |
1,242.8 |
0.618 |
1,238.7 |
HIGH |
1,232.0 |
0.618 |
1,227.9 |
0.500 |
1,226.6 |
0.382 |
1,225.3 |
LOW |
1,221.2 |
0.618 |
1,214.5 |
1.000 |
1,210.4 |
1.618 |
1,203.7 |
2.618 |
1,192.9 |
4.250 |
1,175.3 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,227.3 |
1,225.5 |
PP |
1,226.9 |
1,223.4 |
S1 |
1,226.6 |
1,221.3 |
|