Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,209.4 |
1,206.0 |
-3.4 |
-0.3% |
1,222.8 |
High |
1,212.4 |
1,214.6 |
2.2 |
0.2% |
1,232.0 |
Low |
1,200.8 |
1,201.0 |
0.2 |
0.0% |
1,200.8 |
Close |
1,204.1 |
1,204.0 |
-0.1 |
0.0% |
1,204.0 |
Range |
11.6 |
13.6 |
2.0 |
17.2% |
31.2 |
ATR |
16.2 |
16.0 |
-0.2 |
-1.1% |
0.0 |
Volume |
139,665 |
142,930 |
3,265 |
2.3% |
710,271 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.3 |
1,239.3 |
1,211.5 |
|
R3 |
1,233.7 |
1,225.7 |
1,207.7 |
|
R2 |
1,220.1 |
1,220.1 |
1,206.5 |
|
R1 |
1,212.1 |
1,212.1 |
1,205.2 |
1,209.3 |
PP |
1,206.5 |
1,206.5 |
1,206.5 |
1,205.2 |
S1 |
1,198.5 |
1,198.5 |
1,202.8 |
1,195.7 |
S2 |
1,192.9 |
1,192.9 |
1,201.5 |
|
S3 |
1,179.3 |
1,184.9 |
1,200.3 |
|
S4 |
1,165.7 |
1,171.3 |
1,196.5 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.9 |
1,286.1 |
1,221.2 |
|
R3 |
1,274.7 |
1,254.9 |
1,212.6 |
|
R2 |
1,243.5 |
1,243.5 |
1,209.7 |
|
R1 |
1,223.7 |
1,223.7 |
1,206.9 |
1,218.0 |
PP |
1,212.3 |
1,212.3 |
1,212.3 |
1,209.4 |
S1 |
1,192.5 |
1,192.5 |
1,201.1 |
1,186.8 |
S2 |
1,181.1 |
1,181.1 |
1,198.3 |
|
S3 |
1,149.9 |
1,161.3 |
1,195.4 |
|
S4 |
1,118.7 |
1,130.1 |
1,186.8 |
|
|
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 |
1,200.8 |
31.2 |
2.6% |
13.4 |
1.1% |
10% |
False |
False |
142,054 |
10 |
1,232.0 |
1,178.0 |
54.0 |
4.5% |
15.6 |
1.3% |
48% |
False |
False |
153,042 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
16.3 |
1.4% |
56% |
False |
False |
148,484 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
15.8 |
1.3% |
56% |
False |
False |
134,545 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.4% |
16.2 |
1.3% |
69% |
False |
False |
99,250 |
80 |
1,287.2 |
1,142.4 |
144.8 |
12.0% |
17.0 |
1.4% |
43% |
False |
False |
75,428 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
17.8 |
1.5% |
37% |
False |
False |
61,101 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.6 |
1.5% |
37% |
False |
False |
51,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.4 |
2.618 |
1,250.2 |
1.618 |
1,236.6 |
1.000 |
1,228.2 |
0.618 |
1,223.0 |
HIGH |
1,214.6 |
0.618 |
1,209.4 |
0.500 |
1,207.8 |
0.382 |
1,206.2 |
LOW |
1,201.0 |
0.618 |
1,192.6 |
1.000 |
1,187.4 |
1.618 |
1,179.0 |
2.618 |
1,165.4 |
4.250 |
1,143.2 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,207.8 |
1,207.7 |
PP |
1,206.5 |
1,206.5 |
S1 |
1,205.3 |
1,205.2 |
|