Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,226.1 |
1,211.3 |
-14.8 |
-1.2% |
1,191.3 |
High |
1,227.2 |
1,215.8 |
-11.4 |
-0.9% |
1,230.4 |
Low |
1,208.0 |
1,206.6 |
-1.4 |
-0.1% |
1,181.8 |
Close |
1,209.6 |
1,211.7 |
2.1 |
0.2% |
1,228.2 |
Range |
19.2 |
9.2 |
-10.0 |
-52.1% |
48.6 |
ATR |
15.9 |
15.4 |
-0.5 |
-3.0% |
0.0 |
Volume |
2,613 |
3,371 |
758 |
29.0% |
22,394 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.0 |
1,234.5 |
1,216.8 |
|
R3 |
1,229.8 |
1,225.3 |
1,214.2 |
|
R2 |
1,220.6 |
1,220.6 |
1,213.4 |
|
R1 |
1,216.1 |
1,216.1 |
1,212.5 |
1,218.4 |
PP |
1,211.4 |
1,211.4 |
1,211.4 |
1,212.5 |
S1 |
1,206.9 |
1,206.9 |
1,210.9 |
1,209.2 |
S2 |
1,202.2 |
1,202.2 |
1,210.0 |
|
S3 |
1,193.0 |
1,197.7 |
1,209.2 |
|
S4 |
1,183.8 |
1,188.5 |
1,206.6 |
|
|
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 |
1,206.6 |
27.4 |
2.3% |
13.6 |
1.1% |
19% |
False |
True |
3,600 |
10 |
1,234.0 |
1,181.2 |
52.8 |
4.4% |
14.5 |
1.2% |
58% |
False |
False |
3,771 |
20 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
15.5 |
1.3% |
64% |
False |
False |
3,212 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
14.6 |
1.2% |
64% |
False |
False |
2,910 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.3% |
14.6 |
1.2% |
75% |
False |
False |
2,656 |
80 |
1,300.9 |
1,145.5 |
155.4 |
12.8% |
15.4 |
1.3% |
43% |
False |
False |
2,338 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.5% |
16.0 |
1.3% |
40% |
False |
False |
2,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.9 |
2.618 |
1,239.9 |
1.618 |
1,230.7 |
1.000 |
1,225.0 |
0.618 |
1,221.5 |
HIGH |
1,215.8 |
0.618 |
1,212.3 |
0.500 |
1,211.2 |
0.382 |
1,210.1 |
LOW |
1,206.6 |
0.618 |
1,200.9 |
1.000 |
1,197.4 |
1.618 |
1,191.7 |
2.618 |
1,182.5 |
4.250 |
1,167.5 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,211.5 |
1,220.3 |
PP |
1,211.4 |
1,217.4 |
S1 |
1,211.2 |
1,214.6 |
|