Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,186.0 |
1,191.3 |
5.3 |
0.4% |
1,181.6 |
High |
1,195.6 |
1,193.2 |
-2.4 |
-0.2% |
1,201.8 |
Low |
1,184.8 |
1,181.8 |
-3.0 |
-0.3% |
1,181.2 |
Close |
1,191.9 |
1,185.9 |
-6.0 |
-0.5% |
1,191.9 |
Range |
10.8 |
11.4 |
0.6 |
5.6% |
20.6 |
ATR |
15.5 |
15.2 |
-0.3 |
-1.9% |
0.0 |
Volume |
3,620 |
4,756 |
1,136 |
31.4% |
13,227 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.2 |
1,214.9 |
1,192.2 |
|
R3 |
1,209.8 |
1,203.5 |
1,189.0 |
|
R2 |
1,198.4 |
1,198.4 |
1,188.0 |
|
R1 |
1,192.1 |
1,192.1 |
1,186.9 |
1,189.6 |
PP |
1,187.0 |
1,187.0 |
1,187.0 |
1,185.7 |
S1 |
1,180.7 |
1,180.7 |
1,184.9 |
1,178.2 |
S2 |
1,175.6 |
1,175.6 |
1,183.8 |
|
S3 |
1,164.2 |
1,169.3 |
1,182.8 |
|
S4 |
1,152.8 |
1,157.9 |
1,179.6 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.4 |
1,243.3 |
1,203.2 |
|
R3 |
1,232.8 |
1,222.7 |
1,197.6 |
|
R2 |
1,212.2 |
1,212.2 |
1,195.7 |
|
R1 |
1,202.1 |
1,202.1 |
1,193.8 |
1,207.2 |
PP |
1,191.6 |
1,191.6 |
1,191.6 |
1,194.2 |
S1 |
1,181.5 |
1,181.5 |
1,190.0 |
1,186.6 |
S2 |
1,171.0 |
1,171.0 |
1,188.1 |
|
S3 |
1,150.4 |
1,160.9 |
1,186.2 |
|
S4 |
1,129.8 |
1,140.3 |
1,180.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,201.8 |
1,181.2 |
20.6 |
1.7% |
11.4 |
1.0% |
23% |
False |
False |
2,905 |
10 |
1,217.0 |
1,172.0 |
45.0 |
3.8% |
14.0 |
1.2% |
31% |
False |
False |
2,662 |
20 |
1,217.0 |
1,172.0 |
45.0 |
3.8% |
14.7 |
1.2% |
31% |
False |
False |
2,677 |
40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
14.5 |
1.2% |
50% |
False |
False |
2,537 |
60 |
1,237.9 |
1,145.5 |
92.4 |
7.8% |
14.6 |
1.2% |
44% |
False |
False |
2,351 |
80 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.2 |
1.4% |
25% |
False |
False |
2,177 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.0 |
1.3% |
25% |
False |
False |
1,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.7 |
2.618 |
1,223.0 |
1.618 |
1,211.6 |
1.000 |
1,204.6 |
0.618 |
1,200.2 |
HIGH |
1,193.2 |
0.618 |
1,188.8 |
0.500 |
1,187.5 |
0.382 |
1,186.2 |
LOW |
1,181.8 |
0.618 |
1,174.8 |
1.000 |
1,170.4 |
1.618 |
1,163.4 |
2.618 |
1,152.0 |
4.250 |
1,133.4 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,187.5 |
1,188.4 |
PP |
1,187.0 |
1,187.6 |
S1 |
1,186.4 |
1,186.7 |
|