Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,222.8 |
1,225.4 |
2.6 |
0.2% |
1,189.0 |
High |
1,232.0 |
1,225.5 |
-6.5 |
-0.5% |
1,227.7 |
Low |
1,221.2 |
1,205.1 |
-16.1 |
-1.3% |
1,178.0 |
Close |
1,227.6 |
1,206.7 |
-20.9 |
-1.7% |
1,225.3 |
Range |
10.8 |
20.4 |
9.6 |
88.9% |
49.7 |
ATR |
16.6 |
17.0 |
0.4 |
2.5% |
0.0 |
Volume |
120,822 |
178,961 |
58,139 |
48.1% |
820,152 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.6 |
1,260.6 |
1,217.9 |
|
R3 |
1,253.2 |
1,240.2 |
1,212.3 |
|
R2 |
1,232.8 |
1,232.8 |
1,210.4 |
|
R1 |
1,219.8 |
1,219.8 |
1,208.6 |
1,216.1 |
PP |
1,212.4 |
1,212.4 |
1,212.4 |
1,210.6 |
S1 |
1,199.4 |
1,199.4 |
1,204.8 |
1,195.7 |
S2 |
1,192.0 |
1,192.0 |
1,203.0 |
|
S3 |
1,171.6 |
1,179.0 |
1,201.1 |
|
S4 |
1,151.2 |
1,158.6 |
1,195.5 |
|
|
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 |
1,190.4 |
41.6 |
3.4% |
18.1 |
1.5% |
39% |
False |
False |
170,515 |
10 |
1,232.0 |
1,177.9 |
54.1 |
4.5% |
15.6 |
1.3% |
53% |
False |
False |
150,443 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
17.3 |
1.4% |
60% |
False |
False |
149,293 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
16.1 |
1.3% |
60% |
False |
False |
130,550 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.4% |
16.3 |
1.3% |
72% |
False |
False |
92,598 |
80 |
1,300.6 |
1,142.4 |
158.2 |
13.1% |
17.3 |
1.4% |
41% |
False |
False |
70,489 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
17.9 |
1.5% |
39% |
False |
False |
57,050 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.7 |
1.5% |
39% |
False |
False |
48,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.2 |
2.618 |
1,278.9 |
1.618 |
1,258.5 |
1.000 |
1,245.9 |
0.618 |
1,238.1 |
HIGH |
1,225.5 |
0.618 |
1,217.7 |
0.500 |
1,215.3 |
0.382 |
1,212.9 |
LOW |
1,205.1 |
0.618 |
1,192.5 |
1.000 |
1,184.7 |
1.618 |
1,172.1 |
2.618 |
1,151.7 |
4.250 |
1,118.4 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,215.3 |
1,218.6 |
PP |
1,212.4 |
1,214.6 |
S1 |
1,209.6 |
1,210.7 |
|