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 |
18,187.78 |
18,096.16 |
-91.62 |
-0.5% |
18,026.02 |
High |
18,199.95 |
18,119.18 |
-80.77 |
-0.4% |
18,205.23 |
Low |
18,089.11 |
17,924.80 |
-164.31 |
-0.9% |
17,733.12 |
Close |
18,105.17 |
18,068.23 |
-36.94 |
-0.2% |
18,191.11 |
Range |
110.84 |
194.38 |
83.54 |
75.4% |
472.11 |
ATR |
187.17 |
187.68 |
0.52 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,620.54 |
18,538.77 |
18,175.14 |
|
R3 |
18,426.16 |
18,344.39 |
18,121.68 |
|
R2 |
18,231.78 |
18,231.78 |
18,103.87 |
|
R1 |
18,150.01 |
18,150.01 |
18,086.05 |
18,093.71 |
PP |
18,037.40 |
18,037.40 |
18,037.40 |
18,009.25 |
S1 |
17,955.63 |
17,955.63 |
18,050.41 |
17,899.33 |
S2 |
17,843.02 |
17,843.02 |
18,032.59 |
|
S3 |
17,648.64 |
17,761.25 |
18,014.78 |
|
S4 |
17,454.26 |
17,566.87 |
17,961.32 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,459.48 |
19,297.41 |
18,450.77 |
|
R3 |
18,987.37 |
18,825.30 |
18,320.94 |
|
R2 |
18,515.26 |
18,515.26 |
18,277.66 |
|
R1 |
18,353.19 |
18,353.19 |
18,234.39 |
18,434.23 |
PP |
18,043.15 |
18,043.15 |
18,043.15 |
18,083.67 |
S1 |
17,881.08 |
17,881.08 |
18,147.83 |
17,962.12 |
S2 |
17,571.04 |
17,571.04 |
18,104.56 |
|
S3 |
17,098.93 |
17,408.97 |
18,061.28 |
|
S4 |
16,626.82 |
16,936.86 |
17,931.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
207.91 |
1.2% |
71% |
False |
False |
|
10 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
189.84 |
1.1% |
71% |
False |
False |
|
20 |
18,205.23 |
17,733.12 |
472.11 |
2.6% |
184.56 |
1.0% |
71% |
False |
False |
|
40 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
185.95 |
1.0% |
78% |
False |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
177.81 |
1.0% |
69% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
188.37 |
1.0% |
82% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
195.21 |
1.1% |
82% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
188.26 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,945.30 |
2.618 |
18,628.07 |
1.618 |
18,433.69 |
1.000 |
18,313.56 |
0.618 |
18,239.31 |
HIGH |
18,119.18 |
0.618 |
18,044.93 |
0.500 |
18,021.99 |
0.382 |
17,999.05 |
LOW |
17,924.80 |
0.618 |
17,804.67 |
1.000 |
17,730.42 |
1.618 |
17,610.29 |
2.618 |
17,415.91 |
4.250 |
17,098.69 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,052.82 |
18,067.16 |
PP |
18,037.40 |
18,066.09 |
S1 |
18,021.99 |
18,065.02 |
|