Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,191.3 |
1,186.2 |
-5.1 |
-0.4% |
1,181.6 |
High |
1,193.2 |
1,198.5 |
5.3 |
0.4% |
1,201.8 |
Low |
1,181.8 |
1,184.0 |
2.2 |
0.2% |
1,181.2 |
Close |
1,185.9 |
1,195.3 |
9.4 |
0.8% |
1,191.9 |
Range |
11.4 |
14.5 |
3.1 |
27.2% |
20.6 |
ATR |
15.2 |
15.1 |
0.0 |
-0.3% |
0.0 |
Volume |
4,756 |
3,989 |
-767 |
-16.1% |
13,227 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.1 |
1,230.2 |
1,203.3 |
|
R3 |
1,221.6 |
1,215.7 |
1,199.3 |
|
R2 |
1,207.1 |
1,207.1 |
1,198.0 |
|
R1 |
1,201.2 |
1,201.2 |
1,196.6 |
1,204.2 |
PP |
1,192.6 |
1,192.6 |
1,192.6 |
1,194.1 |
S1 |
1,186.7 |
1,186.7 |
1,194.0 |
1,189.7 |
S2 |
1,178.1 |
1,178.1 |
1,192.6 |
|
S3 |
1,163.6 |
1,172.2 |
1,191.3 |
|
S4 |
1,149.1 |
1,157.7 |
1,187.3 |
|
|
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 |
1,199.0 |
1,181.2 |
17.8 |
1.5% |
11.7 |
1.0% |
79% |
False |
False |
3,487 |
10 |
1,214.4 |
1,172.0 |
42.4 |
3.5% |
13.9 |
1.2% |
55% |
False |
False |
2,614 |
20 |
1,217.0 |
1,172.0 |
45.0 |
3.8% |
14.6 |
1.2% |
52% |
False |
False |
2,792 |
40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
14.5 |
1.2% |
62% |
False |
False |
2,566 |
60 |
1,237.9 |
1,145.5 |
92.4 |
7.7% |
14.7 |
1.2% |
54% |
False |
False |
2,378 |
80 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
15.8 |
1.3% |
30% |
False |
False |
2,171 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
15.8 |
1.3% |
30% |
False |
False |
1,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.1 |
2.618 |
1,236.5 |
1.618 |
1,222.0 |
1.000 |
1,213.0 |
0.618 |
1,207.5 |
HIGH |
1,198.5 |
0.618 |
1,193.0 |
0.500 |
1,191.3 |
0.382 |
1,189.5 |
LOW |
1,184.0 |
0.618 |
1,175.0 |
1.000 |
1,169.5 |
1.618 |
1,160.5 |
2.618 |
1,146.0 |
4.250 |
1,122.4 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,194.0 |
1,193.6 |
PP |
1,192.6 |
1,191.9 |
S1 |
1,191.3 |
1,190.2 |
|