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 |
1,222.0 |
1,223.1 |
1.1 |
0.1% |
1,190.0 |
High |
1,226.7 |
1,232.8 |
6.1 |
0.5% |
1,228.4 |
Low |
1,211.9 |
1,222.1 |
10.2 |
0.8% |
1,178.9 |
Close |
1,226.3 |
1,228.6 |
2.3 |
0.2% |
1,226.3 |
Range |
14.8 |
10.7 |
-4.1 |
-27.7% |
49.5 |
ATR |
16.4 |
16.0 |
-0.4 |
-2.5% |
0.0 |
Volume |
11,789 |
15,924 |
4,135 |
35.1% |
108,753 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.9 |
1,255.0 |
1,234.5 |
|
R3 |
1,249.2 |
1,244.3 |
1,231.5 |
|
R2 |
1,238.5 |
1,238.5 |
1,230.6 |
|
R1 |
1,233.6 |
1,233.6 |
1,229.6 |
1,236.1 |
PP |
1,227.8 |
1,227.8 |
1,227.8 |
1,229.1 |
S1 |
1,222.9 |
1,222.9 |
1,227.6 |
1,225.4 |
S2 |
1,217.1 |
1,217.1 |
1,226.6 |
|
S3 |
1,206.4 |
1,212.2 |
1,225.7 |
|
S4 |
1,195.7 |
1,201.5 |
1,222.7 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.7 |
1,342.5 |
1,253.5 |
|
R3 |
1,310.2 |
1,293.0 |
1,239.9 |
|
R2 |
1,260.7 |
1,260.7 |
1,235.4 |
|
R1 |
1,243.5 |
1,243.5 |
1,230.8 |
1,252.1 |
PP |
1,211.2 |
1,211.2 |
1,211.2 |
1,215.5 |
S1 |
1,194.0 |
1,194.0 |
1,221.8 |
1,202.6 |
S2 |
1,161.7 |
1,161.7 |
1,217.2 |
|
S3 |
1,112.2 |
1,144.5 |
1,212.7 |
|
S4 |
1,062.7 |
1,095.0 |
1,199.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,232.8 |
1,181.0 |
51.8 |
4.2% |
16.9 |
1.4% |
92% |
True |
False |
18,881 |
10 |
1,232.8 |
1,178.9 |
53.9 |
4.4% |
14.6 |
1.2% |
92% |
True |
False |
17,534 |
20 |
1,232.8 |
1,170.0 |
62.8 |
5.1% |
16.2 |
1.3% |
93% |
True |
False |
10,854 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.1% |
15.0 |
1.2% |
93% |
True |
False |
7,057 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.2% |
15.0 |
1.2% |
95% |
True |
False |
5,496 |
80 |
1,300.2 |
1,143.8 |
156.4 |
12.7% |
15.4 |
1.3% |
54% |
False |
False |
4,514 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.4% |
15.4 |
1.3% |
51% |
False |
False |
3,770 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.4% |
15.2 |
1.2% |
51% |
False |
False |
3,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.3 |
2.618 |
1,260.8 |
1.618 |
1,250.1 |
1.000 |
1,243.5 |
0.618 |
1,239.4 |
HIGH |
1,232.8 |
0.618 |
1,228.7 |
0.500 |
1,227.5 |
0.382 |
1,226.2 |
LOW |
1,222.1 |
0.618 |
1,215.5 |
1.000 |
1,211.4 |
1.618 |
1,204.8 |
2.618 |
1,194.1 |
4.250 |
1,176.6 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,228.2 |
1,226.5 |
PP |
1,227.8 |
1,224.4 |
S1 |
1,227.5 |
1,222.4 |
|