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 |
1,225.2 |
1,226.7 |
1.5 |
0.1% |
1,191.3 |
High |
1,228.7 |
1,234.0 |
5.3 |
0.4% |
1,230.4 |
Low |
1,214.0 |
1,224.3 |
10.3 |
0.8% |
1,181.8 |
Close |
1,228.2 |
1,230.4 |
2.2 |
0.2% |
1,228.2 |
Range |
14.7 |
9.7 |
-5.0 |
-34.0% |
48.6 |
ATR |
15.9 |
15.4 |
-0.4 |
-2.8% |
0.0 |
Volume |
3,345 |
2,854 |
-491 |
-14.7% |
22,394 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.7 |
1,254.2 |
1,235.7 |
|
R3 |
1,249.0 |
1,244.5 |
1,233.1 |
|
R2 |
1,239.3 |
1,239.3 |
1,232.2 |
|
R1 |
1,234.8 |
1,234.8 |
1,231.3 |
1,237.1 |
PP |
1,229.6 |
1,229.6 |
1,229.6 |
1,230.7 |
S1 |
1,225.1 |
1,225.1 |
1,229.5 |
1,227.4 |
S2 |
1,219.9 |
1,219.9 |
1,228.6 |
|
S3 |
1,210.2 |
1,215.4 |
1,227.7 |
|
S4 |
1,200.5 |
1,205.7 |
1,225.1 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.3 |
1,342.3 |
1,254.9 |
|
R3 |
1,310.7 |
1,293.7 |
1,241.6 |
|
R2 |
1,262.1 |
1,262.1 |
1,237.1 |
|
R1 |
1,245.1 |
1,245.1 |
1,232.7 |
1,253.6 |
PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,217.7 |
S1 |
1,196.5 |
1,196.5 |
1,223.7 |
1,205.0 |
S2 |
1,164.9 |
1,164.9 |
1,219.3 |
|
S3 |
1,116.3 |
1,147.9 |
1,214.8 |
|
S4 |
1,067.7 |
1,099.3 |
1,201.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.0 |
1,184.0 |
50.0 |
4.1% |
16.2 |
1.3% |
93% |
True |
False |
4,098 |
10 |
1,234.0 |
1,181.2 |
52.8 |
4.3% |
13.8 |
1.1% |
93% |
True |
False |
3,501 |
20 |
1,234.0 |
1,172.0 |
62.0 |
5.0% |
15.4 |
1.3% |
94% |
True |
False |
3,004 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.0% |
14.3 |
1.2% |
94% |
True |
False |
2,846 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.2% |
14.6 |
1.2% |
96% |
True |
False |
2,596 |
80 |
1,304.2 |
1,145.5 |
158.7 |
12.9% |
15.5 |
1.3% |
53% |
False |
False |
2,284 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.3% |
15.9 |
1.3% |
52% |
False |
False |
2,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.2 |
2.618 |
1,259.4 |
1.618 |
1,249.7 |
1.000 |
1,243.7 |
0.618 |
1,240.0 |
HIGH |
1,234.0 |
0.618 |
1,230.3 |
0.500 |
1,229.2 |
0.382 |
1,228.0 |
LOW |
1,224.3 |
0.618 |
1,218.3 |
1.000 |
1,214.6 |
1.618 |
1,208.6 |
2.618 |
1,198.9 |
4.250 |
1,183.1 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,230.0 |
1,228.3 |
PP |
1,229.6 |
1,226.1 |
S1 |
1,229.2 |
1,224.0 |
|