Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,212.2 |
1,208.5 |
-3.7 |
-0.3% |
1,226.7 |
High |
1,214.5 |
1,217.0 |
2.5 |
0.2% |
1,234.0 |
Low |
1,204.5 |
1,204.6 |
0.1 |
0.0% |
1,204.5 |
Close |
1,207.0 |
1,206.8 |
-0.2 |
0.0% |
1,206.8 |
Range |
10.0 |
12.4 |
2.4 |
24.0% |
29.5 |
ATR |
15.0 |
14.9 |
-0.2 |
-1.3% |
0.0 |
Volume |
3,440 |
3,268 |
-172 |
-5.0% |
15,546 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.7 |
1,239.1 |
1,213.6 |
|
R3 |
1,234.3 |
1,226.7 |
1,210.2 |
|
R2 |
1,221.9 |
1,221.9 |
1,209.1 |
|
R1 |
1,214.3 |
1,214.3 |
1,207.9 |
1,211.9 |
PP |
1,209.5 |
1,209.5 |
1,209.5 |
1,208.3 |
S1 |
1,201.9 |
1,201.9 |
1,205.7 |
1,199.5 |
S2 |
1,197.1 |
1,197.1 |
1,204.5 |
|
S3 |
1,184.7 |
1,189.5 |
1,203.4 |
|
S4 |
1,172.3 |
1,177.1 |
1,200.0 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.6 |
1,284.7 |
1,223.0 |
|
R3 |
1,274.1 |
1,255.2 |
1,214.9 |
|
R2 |
1,244.6 |
1,244.6 |
1,212.2 |
|
R1 |
1,225.7 |
1,225.7 |
1,209.5 |
1,220.4 |
PP |
1,215.1 |
1,215.1 |
1,215.1 |
1,212.5 |
S1 |
1,196.2 |
1,196.2 |
1,204.1 |
1,190.9 |
S2 |
1,185.6 |
1,185.6 |
1,201.4 |
|
S3 |
1,156.1 |
1,166.7 |
1,198.7 |
|
S4 |
1,126.6 |
1,137.2 |
1,190.6 |
|
|
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% |
12.1 |
1.0% |
8% |
False |
False |
3,109 |
10 |
1,234.0 |
1,181.8 |
52.2 |
4.3% |
14.3 |
1.2% |
48% |
False |
False |
3,794 |
20 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
15.0 |
1.2% |
56% |
False |
False |
3,192 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.1% |
14.3 |
1.2% |
56% |
False |
False |
2,933 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.3% |
14.6 |
1.2% |
69% |
False |
False |
2,691 |
80 |
1,288.2 |
1,145.5 |
142.7 |
11.8% |
15.3 |
1.3% |
43% |
False |
False |
2,395 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
15.9 |
1.3% |
37% |
False |
False |
2,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.7 |
2.618 |
1,249.5 |
1.618 |
1,237.1 |
1.000 |
1,229.4 |
0.618 |
1,224.7 |
HIGH |
1,217.0 |
0.618 |
1,212.3 |
0.500 |
1,210.8 |
0.382 |
1,209.3 |
LOW |
1,204.6 |
0.618 |
1,196.9 |
1.000 |
1,192.2 |
1.618 |
1,184.5 |
2.618 |
1,172.1 |
4.250 |
1,151.9 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,210.8 |
1,210.8 |
PP |
1,209.5 |
1,209.4 |
S1 |
1,208.1 |
1,208.1 |
|