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 |
1,226.3 |
1,208.9 |
-17.4 |
-1.4% |
1,190.0 |
High |
1,226.3 |
1,214.2 |
-12.1 |
-1.0% |
1,228.4 |
Low |
1,206.1 |
1,204.2 |
-1.9 |
-0.2% |
1,178.9 |
Close |
1,207.7 |
1,209.8 |
2.1 |
0.2% |
1,226.3 |
Range |
20.2 |
10.0 |
-10.2 |
-50.5% |
49.5 |
ATR |
16.4 |
16.0 |
-0.5 |
-2.8% |
0.0 |
Volume |
22,980 |
21,839 |
-1,141 |
-5.0% |
108,753 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.4 |
1,234.6 |
1,215.3 |
|
R3 |
1,229.4 |
1,224.6 |
1,212.6 |
|
R2 |
1,219.4 |
1,219.4 |
1,211.6 |
|
R1 |
1,214.6 |
1,214.6 |
1,210.7 |
1,217.0 |
PP |
1,209.4 |
1,209.4 |
1,209.4 |
1,210.6 |
S1 |
1,204.6 |
1,204.6 |
1,208.9 |
1,207.0 |
S2 |
1,199.4 |
1,199.4 |
1,208.0 |
|
S3 |
1,189.4 |
1,194.6 |
1,207.1 |
|
S4 |
1,179.4 |
1,184.6 |
1,204.3 |
|
|
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 |
1,204.2 |
28.6 |
2.4% |
14.2 |
1.2% |
20% |
False |
True |
16,630 |
10 |
1,232.8 |
1,178.9 |
53.9 |
4.5% |
15.4 |
1.3% |
57% |
False |
False |
20,594 |
20 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
16.3 |
1.3% |
63% |
False |
False |
12,886 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.2% |
15.3 |
1.3% |
63% |
False |
False |
8,027 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.4% |
15.1 |
1.2% |
74% |
False |
False |
6,202 |
80 |
1,297.4 |
1,143.8 |
153.6 |
12.7% |
15.4 |
1.3% |
43% |
False |
False |
5,024 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.6 |
1.3% |
40% |
False |
False |
4,211 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.4 |
1.3% |
40% |
False |
False |
3,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.7 |
2.618 |
1,240.4 |
1.618 |
1,230.4 |
1.000 |
1,224.2 |
0.618 |
1,220.4 |
HIGH |
1,214.2 |
0.618 |
1,210.4 |
0.500 |
1,209.2 |
0.382 |
1,208.0 |
LOW |
1,204.2 |
0.618 |
1,198.0 |
1.000 |
1,194.2 |
1.618 |
1,188.0 |
2.618 |
1,178.0 |
4.250 |
1,161.7 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,209.6 |
1,218.5 |
PP |
1,209.4 |
1,215.6 |
S1 |
1,209.2 |
1,212.7 |
|