Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,653.0 |
3,675.0 |
22.0 |
0.6% |
3,557.0 |
High |
3,678.0 |
3,675.0 |
-3.0 |
-0.1% |
3,678.0 |
Low |
3,640.0 |
3,654.0 |
14.0 |
0.4% |
3,517.0 |
Close |
3,670.0 |
3,666.0 |
-4.0 |
-0.1% |
3,666.0 |
Range |
38.0 |
21.0 |
-17.0 |
-44.7% |
161.0 |
ATR |
66.0 |
62.8 |
-3.2 |
-4.9% |
0.0 |
Volume |
16,620 |
915 |
-15,705 |
-94.5% |
100,223 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,728.0 |
3,718.0 |
3,677.6 |
|
R3 |
3,707.0 |
3,697.0 |
3,671.8 |
|
R2 |
3,686.0 |
3,686.0 |
3,669.9 |
|
R1 |
3,676.0 |
3,676.0 |
3,667.9 |
3,670.5 |
PP |
3,665.0 |
3,665.0 |
3,665.0 |
3,662.3 |
S1 |
3,655.0 |
3,655.0 |
3,664.1 |
3,649.5 |
S2 |
3,644.0 |
3,644.0 |
3,662.2 |
|
S3 |
3,623.0 |
3,634.0 |
3,660.2 |
|
S4 |
3,602.0 |
3,613.0 |
3,654.5 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,103.3 |
4,045.7 |
3,754.6 |
|
R3 |
3,942.3 |
3,884.7 |
3,710.3 |
|
R2 |
3,781.3 |
3,781.3 |
3,695.5 |
|
R1 |
3,723.7 |
3,723.7 |
3,680.8 |
3,752.5 |
PP |
3,620.3 |
3,620.3 |
3,620.3 |
3,634.8 |
S1 |
3,562.7 |
3,562.7 |
3,651.2 |
3,591.5 |
S2 |
3,459.3 |
3,459.3 |
3,636.5 |
|
S3 |
3,298.3 |
3,401.7 |
3,621.7 |
|
S4 |
3,137.3 |
3,240.7 |
3,577.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,678.0 |
3,517.0 |
161.0 |
4.4% |
44.6 |
1.2% |
93% |
False |
False |
20,044 |
10 |
3,678.0 |
3,478.0 |
200.0 |
5.5% |
57.6 |
1.6% |
94% |
False |
False |
18,757 |
20 |
3,718.0 |
3,438.0 |
280.0 |
7.6% |
72.0 |
2.0% |
81% |
False |
False |
10,188 |
40 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
59.6 |
1.6% |
71% |
False |
False |
7,113 |
60 |
3,761.0 |
3,438.0 |
323.0 |
8.8% |
47.7 |
1.3% |
71% |
False |
False |
4,819 |
80 |
3,761.0 |
3,243.0 |
518.0 |
14.1% |
40.4 |
1.1% |
82% |
False |
False |
3,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,764.3 |
2.618 |
3,730.0 |
1.618 |
3,709.0 |
1.000 |
3,696.0 |
0.618 |
3,688.0 |
HIGH |
3,675.0 |
0.618 |
3,667.0 |
0.500 |
3,664.5 |
0.382 |
3,662.0 |
LOW |
3,654.0 |
0.618 |
3,641.0 |
1.000 |
3,633.0 |
1.618 |
3,620.0 |
2.618 |
3,599.0 |
4.250 |
3,564.8 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,665.5 |
3,662.7 |
PP |
3,665.0 |
3,659.3 |
S1 |
3,664.5 |
3,656.0 |
|