Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,513.0 |
3,582.0 |
69.0 |
2.0% |
3,601.0 |
High |
3,581.0 |
3,596.0 |
15.0 |
0.4% |
3,601.0 |
Low |
3,478.0 |
3,528.0 |
50.0 |
1.4% |
3,478.0 |
Close |
3,577.0 |
3,541.0 |
-36.0 |
-1.0% |
3,541.0 |
Range |
103.0 |
68.0 |
-35.0 |
-34.0% |
123.0 |
ATR |
70.6 |
70.4 |
-0.2 |
-0.3% |
0.0 |
Volume |
84,446 |
2,186 |
-82,260 |
-97.4% |
87,354 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,759.0 |
3,718.0 |
3,578.4 |
|
R3 |
3,691.0 |
3,650.0 |
3,559.7 |
|
R2 |
3,623.0 |
3,623.0 |
3,553.5 |
|
R1 |
3,582.0 |
3,582.0 |
3,547.2 |
3,568.5 |
PP |
3,555.0 |
3,555.0 |
3,555.0 |
3,548.3 |
S1 |
3,514.0 |
3,514.0 |
3,534.8 |
3,500.5 |
S2 |
3,487.0 |
3,487.0 |
3,528.5 |
|
S3 |
3,419.0 |
3,446.0 |
3,522.3 |
|
S4 |
3,351.0 |
3,378.0 |
3,503.6 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,909.0 |
3,848.0 |
3,608.7 |
|
R3 |
3,786.0 |
3,725.0 |
3,574.8 |
|
R2 |
3,663.0 |
3,663.0 |
3,563.6 |
|
R1 |
3,602.0 |
3,602.0 |
3,552.3 |
3,571.0 |
PP |
3,540.0 |
3,540.0 |
3,540.0 |
3,524.5 |
S1 |
3,479.0 |
3,479.0 |
3,529.7 |
3,448.0 |
S2 |
3,417.0 |
3,417.0 |
3,518.5 |
|
S3 |
3,294.0 |
3,356.0 |
3,507.2 |
|
S4 |
3,171.0 |
3,233.0 |
3,473.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,601.0 |
3,478.0 |
123.0 |
3.5% |
70.6 |
2.0% |
51% |
False |
False |
17,470 |
10 |
3,612.0 |
3,438.0 |
174.0 |
4.9% |
78.7 |
2.2% |
59% |
False |
False |
9,069 |
20 |
3,718.0 |
3,438.0 |
280.0 |
7.9% |
76.9 |
2.2% |
37% |
False |
False |
6,802 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
59.7 |
1.7% |
32% |
False |
False |
4,635 |
60 |
3,761.0 |
3,383.0 |
378.0 |
10.7% |
45.2 |
1.3% |
42% |
False |
False |
3,150 |
80 |
3,761.0 |
3,137.0 |
624.0 |
17.6% |
41.0 |
1.2% |
65% |
False |
False |
2,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,885.0 |
2.618 |
3,774.0 |
1.618 |
3,706.0 |
1.000 |
3,664.0 |
0.618 |
3,638.0 |
HIGH |
3,596.0 |
0.618 |
3,570.0 |
0.500 |
3,562.0 |
0.382 |
3,554.0 |
LOW |
3,528.0 |
0.618 |
3,486.0 |
1.000 |
3,460.0 |
1.618 |
3,418.0 |
2.618 |
3,350.0 |
4.250 |
3,239.0 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,562.0 |
3,539.7 |
PP |
3,555.0 |
3,538.3 |
S1 |
3,548.0 |
3,537.0 |
|