Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,225.4 |
1,207.7 |
-17.7 |
-1.4% |
1,189.0 |
High |
1,225.5 |
1,213.2 |
-12.3 |
-1.0% |
1,227.7 |
Low |
1,205.1 |
1,202.7 |
-2.4 |
-0.2% |
1,178.0 |
Close |
1,206.7 |
1,208.7 |
2.0 |
0.2% |
1,225.3 |
Range |
20.4 |
10.5 |
-9.9 |
-48.5% |
49.7 |
ATR |
17.0 |
16.6 |
-0.5 |
-2.7% |
0.0 |
Volume |
178,961 |
127,893 |
-51,068 |
-28.5% |
820,152 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.7 |
1,234.7 |
1,214.5 |
|
R3 |
1,229.2 |
1,224.2 |
1,211.6 |
|
R2 |
1,218.7 |
1,218.7 |
1,210.6 |
|
R1 |
1,213.7 |
1,213.7 |
1,209.7 |
1,216.2 |
PP |
1,208.2 |
1,208.2 |
1,208.2 |
1,209.5 |
S1 |
1,203.2 |
1,203.2 |
1,207.7 |
1,205.7 |
S2 |
1,197.7 |
1,197.7 |
1,206.8 |
|
S3 |
1,187.2 |
1,192.7 |
1,205.8 |
|
S4 |
1,176.7 |
1,182.2 |
1,202.9 |
|
|
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 |
1,202.7 |
29.3 |
2.4% |
14.5 |
1.2% |
20% |
False |
True |
147,750 |
10 |
1,232.0 |
1,177.9 |
54.1 |
4.5% |
15.7 |
1.3% |
57% |
False |
False |
152,637 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
16.8 |
1.4% |
63% |
False |
False |
148,078 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
16.1 |
1.3% |
63% |
False |
False |
132,530 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.4% |
16.2 |
1.3% |
74% |
False |
False |
94,690 |
80 |
1,299.4 |
1,142.4 |
157.0 |
13.0% |
17.2 |
1.4% |
42% |
False |
False |
72,056 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.0 |
1.5% |
40% |
False |
False |
58,299 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.7 |
1.5% |
40% |
False |
False |
49,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.8 |
2.618 |
1,240.7 |
1.618 |
1,230.2 |
1.000 |
1,223.7 |
0.618 |
1,219.7 |
HIGH |
1,213.2 |
0.618 |
1,209.2 |
0.500 |
1,208.0 |
0.382 |
1,206.7 |
LOW |
1,202.7 |
0.618 |
1,196.2 |
1.000 |
1,192.2 |
1.618 |
1,185.7 |
2.618 |
1,175.2 |
4.250 |
1,158.1 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,208.5 |
1,217.4 |
PP |
1,208.2 |
1,214.5 |
S1 |
1,208.0 |
1,211.6 |
|