Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,211.3 |
1,212.2 |
0.9 |
0.1% |
1,191.3 |
High |
1,215.8 |
1,214.5 |
-1.3 |
-0.1% |
1,230.4 |
Low |
1,206.6 |
1,204.5 |
-2.1 |
-0.2% |
1,181.8 |
Close |
1,211.7 |
1,207.0 |
-4.7 |
-0.4% |
1,228.2 |
Range |
9.2 |
10.0 |
0.8 |
8.7% |
48.6 |
ATR |
15.4 |
15.0 |
-0.4 |
-2.5% |
0.0 |
Volume |
3,371 |
3,440 |
69 |
2.0% |
22,394 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.7 |
1,232.8 |
1,212.5 |
|
R3 |
1,228.7 |
1,222.8 |
1,209.8 |
|
R2 |
1,218.7 |
1,218.7 |
1,208.8 |
|
R1 |
1,212.8 |
1,212.8 |
1,207.9 |
1,210.8 |
PP |
1,208.7 |
1,208.7 |
1,208.7 |
1,207.6 |
S1 |
1,202.8 |
1,202.8 |
1,206.1 |
1,200.8 |
S2 |
1,198.7 |
1,198.7 |
1,205.2 |
|
S3 |
1,188.7 |
1,192.8 |
1,204.3 |
|
S4 |
1,178.7 |
1,182.8 |
1,201.5 |
|
|
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 |
1,204.5 |
29.5 |
2.4% |
12.6 |
1.0% |
8% |
False |
True |
3,124 |
10 |
1,234.0 |
1,181.8 |
52.2 |
4.3% |
14.2 |
1.2% |
48% |
False |
False |
3,829 |
20 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
15.4 |
1.3% |
56% |
False |
False |
3,126 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
14.6 |
1.2% |
56% |
False |
False |
2,970 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.3% |
14.6 |
1.2% |
69% |
False |
False |
2,660 |
80 |
1,294.4 |
1,145.5 |
148.9 |
12.3% |
15.2 |
1.3% |
41% |
False |
False |
2,372 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
15.9 |
1.3% |
38% |
False |
False |
2,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.0 |
2.618 |
1,240.7 |
1.618 |
1,230.7 |
1.000 |
1,224.5 |
0.618 |
1,220.7 |
HIGH |
1,214.5 |
0.618 |
1,210.7 |
0.500 |
1,209.5 |
0.382 |
1,208.3 |
LOW |
1,204.5 |
0.618 |
1,198.3 |
1.000 |
1,194.5 |
1.618 |
1,188.3 |
2.618 |
1,178.3 |
4.250 |
1,162.0 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,209.5 |
1,215.9 |
PP |
1,208.7 |
1,212.9 |
S1 |
1,207.8 |
1,210.0 |
|