Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,184.7 |
1,190.0 |
5.3 |
0.4% |
1,178.2 |
High |
1,193.7 |
1,191.9 |
-1.8 |
-0.2% |
1,200.2 |
Low |
1,182.0 |
1,178.9 |
-3.1 |
-0.3% |
1,177.9 |
Close |
1,190.0 |
1,184.0 |
-6.0 |
-0.5% |
1,190.0 |
Range |
11.7 |
13.0 |
1.3 |
11.1% |
22.3 |
ATR |
15.9 |
15.7 |
-0.2 |
-1.3% |
0.0 |
Volume |
26,589 |
30,271 |
3,682 |
13.8% |
59,289 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.9 |
1,217.0 |
1,191.2 |
|
R3 |
1,210.9 |
1,204.0 |
1,187.6 |
|
R2 |
1,197.9 |
1,197.9 |
1,186.4 |
|
R1 |
1,191.0 |
1,191.0 |
1,185.2 |
1,188.0 |
PP |
1,184.9 |
1,184.9 |
1,184.9 |
1,183.4 |
S1 |
1,178.0 |
1,178.0 |
1,182.8 |
1,175.0 |
S2 |
1,171.9 |
1,171.9 |
1,181.6 |
|
S3 |
1,158.9 |
1,165.0 |
1,180.4 |
|
S4 |
1,145.9 |
1,152.0 |
1,176.9 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.3 |
1,245.4 |
1,202.3 |
|
R3 |
1,234.0 |
1,223.1 |
1,196.1 |
|
R2 |
1,211.7 |
1,211.7 |
1,194.1 |
|
R1 |
1,200.8 |
1,200.8 |
1,192.0 |
1,206.3 |
PP |
1,189.4 |
1,189.4 |
1,189.4 |
1,192.1 |
S1 |
1,178.5 |
1,178.5 |
1,188.0 |
1,184.0 |
S2 |
1,167.1 |
1,167.1 |
1,185.9 |
|
S3 |
1,144.8 |
1,156.2 |
1,183.9 |
|
S4 |
1,122.5 |
1,133.9 |
1,177.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,200.2 |
1,178.9 |
21.3 |
1.8% |
12.3 |
1.0% |
24% |
False |
True |
16,187 |
10 |
1,215.5 |
1,170.0 |
45.5 |
3.8% |
14.9 |
1.3% |
31% |
False |
False |
11,064 |
20 |
1,215.5 |
1,170.0 |
45.5 |
3.8% |
15.6 |
1.3% |
31% |
False |
False |
6,838 |
40 |
1,225.0 |
1,143.8 |
81.2 |
6.9% |
15.1 |
1.3% |
50% |
False |
False |
4,931 |
60 |
1,235.7 |
1,143.8 |
91.9 |
7.8% |
14.9 |
1.3% |
44% |
False |
False |
4,076 |
80 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.9 |
1.3% |
24% |
False |
False |
3,412 |
100 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.2 |
1.3% |
24% |
False |
False |
2,847 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.0 |
1.3% |
24% |
False |
False |
2,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.2 |
2.618 |
1,225.9 |
1.618 |
1,212.9 |
1.000 |
1,204.9 |
0.618 |
1,199.9 |
HIGH |
1,191.9 |
0.618 |
1,186.9 |
0.500 |
1,185.4 |
0.382 |
1,183.9 |
LOW |
1,178.9 |
0.618 |
1,170.9 |
1.000 |
1,165.9 |
1.618 |
1,157.9 |
2.618 |
1,144.9 |
4.250 |
1,123.7 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.4 |
1,186.3 |
PP |
1,184.9 |
1,185.5 |
S1 |
1,184.5 |
1,184.8 |
|