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 |
3,582.0 |
3,557.0 |
-25.0 |
-0.7% |
3,601.0 |
High |
3,596.0 |
3,575.0 |
-21.0 |
-0.6% |
3,601.0 |
Low |
3,528.0 |
3,517.0 |
-11.0 |
-0.3% |
3,478.0 |
Close |
3,541.0 |
3,564.0 |
23.0 |
0.6% |
3,541.0 |
Range |
68.0 |
58.0 |
-10.0 |
-14.7% |
123.0 |
ATR |
70.4 |
69.5 |
-0.9 |
-1.3% |
0.0 |
Volume |
2,186 |
325 |
-1,861 |
-85.1% |
87,354 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,726.0 |
3,703.0 |
3,595.9 |
|
R3 |
3,668.0 |
3,645.0 |
3,580.0 |
|
R2 |
3,610.0 |
3,610.0 |
3,574.6 |
|
R1 |
3,587.0 |
3,587.0 |
3,569.3 |
3,598.5 |
PP |
3,552.0 |
3,552.0 |
3,552.0 |
3,557.8 |
S1 |
3,529.0 |
3,529.0 |
3,558.7 |
3,540.5 |
S2 |
3,494.0 |
3,494.0 |
3,553.4 |
|
S3 |
3,436.0 |
3,471.0 |
3,548.1 |
|
S4 |
3,378.0 |
3,413.0 |
3,532.1 |
|
|
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 |
3,596.0 |
3,478.0 |
118.0 |
3.3% |
76.6 |
2.1% |
73% |
False |
False |
17,510 |
10 |
3,612.0 |
3,438.0 |
174.0 |
4.9% |
77.7 |
2.2% |
72% |
False |
False |
9,086 |
20 |
3,718.0 |
3,438.0 |
280.0 |
7.9% |
75.0 |
2.1% |
45% |
False |
False |
6,791 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
60.3 |
1.7% |
39% |
False |
False |
4,640 |
60 |
3,761.0 |
3,388.0 |
373.0 |
10.5% |
46.1 |
1.3% |
47% |
False |
False |
3,156 |
80 |
3,761.0 |
3,188.0 |
573.0 |
16.1% |
41.1 |
1.2% |
66% |
False |
False |
2,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,821.5 |
2.618 |
3,726.8 |
1.618 |
3,668.8 |
1.000 |
3,633.0 |
0.618 |
3,610.8 |
HIGH |
3,575.0 |
0.618 |
3,552.8 |
0.500 |
3,546.0 |
0.382 |
3,539.2 |
LOW |
3,517.0 |
0.618 |
3,481.2 |
1.000 |
3,459.0 |
1.618 |
3,423.2 |
2.618 |
3,365.2 |
4.250 |
3,270.5 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,558.0 |
3,555.0 |
PP |
3,552.0 |
3,546.0 |
S1 |
3,546.0 |
3,537.0 |
|