Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,491.25 |
4,509.75 |
18.50 |
0.4% |
4,452.50 |
High |
4,517.75 |
4,526.50 |
8.75 |
0.2% |
4,507.50 |
Low |
4,470.50 |
4,496.50 |
26.00 |
0.6% |
4,374.50 |
Close |
4,507.25 |
4,501.25 |
-6.00 |
-0.1% |
4,488.75 |
Range |
47.25 |
30.00 |
-17.25 |
-36.5% |
133.00 |
ATR |
57.39 |
55.43 |
-1.96 |
-3.4% |
0.00 |
Volume |
128,602 |
127,690 |
-912 |
-0.7% |
953,817 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,598.00 |
4,579.75 |
4,517.75 |
|
R3 |
4,568.00 |
4,549.75 |
4,509.50 |
|
R2 |
4,538.00 |
4,538.00 |
4,506.75 |
|
R1 |
4,519.75 |
4,519.75 |
4,504.00 |
4,514.00 |
PP |
4,508.00 |
4,508.00 |
4,508.00 |
4,505.25 |
S1 |
4,489.75 |
4,489.75 |
4,498.50 |
4,484.00 |
S2 |
4,478.00 |
4,478.00 |
4,495.75 |
|
S3 |
4,448.00 |
4,459.75 |
4,493.00 |
|
S4 |
4,418.00 |
4,429.75 |
4,484.75 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,856.00 |
4,805.25 |
4,562.00 |
|
R3 |
4,723.00 |
4,672.25 |
4,525.25 |
|
R2 |
4,590.00 |
4,590.00 |
4,513.25 |
|
R1 |
4,539.25 |
4,539.25 |
4,501.00 |
4,564.50 |
PP |
4,457.00 |
4,457.00 |
4,457.00 |
4,469.50 |
S1 |
4,406.25 |
4,406.25 |
4,476.50 |
4,431.50 |
S2 |
4,324.00 |
4,324.00 |
4,464.25 |
|
S3 |
4,191.00 |
4,273.25 |
4,452.25 |
|
S4 |
4,058.00 |
4,140.25 |
4,415.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,526.50 |
4,412.75 |
113.75 |
2.5% |
45.50 |
1.0% |
78% |
True |
False |
156,459 |
10 |
4,526.50 |
4,332.50 |
194.00 |
4.3% |
55.00 |
1.2% |
87% |
True |
False |
201,093 |
20 |
4,555.50 |
4,332.50 |
223.00 |
5.0% |
59.00 |
1.3% |
76% |
False |
False |
225,658 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
57.00 |
1.3% |
82% |
False |
False |
220,181 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
53.00 |
1.2% |
82% |
False |
False |
178,138 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.5% |
52.50 |
1.2% |
88% |
False |
False |
133,625 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.75 |
1.2% |
89% |
False |
False |
106,905 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
49.25 |
1.1% |
89% |
False |
False |
89,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.00 |
2.618 |
4,605.00 |
1.618 |
4,575.00 |
1.000 |
4,556.50 |
0.618 |
4,545.00 |
HIGH |
4,526.50 |
0.618 |
4,515.00 |
0.500 |
4,511.50 |
0.382 |
4,508.00 |
LOW |
4,496.50 |
0.618 |
4,478.00 |
1.000 |
4,466.50 |
1.618 |
4,448.00 |
2.618 |
4,418.00 |
4.250 |
4,369.00 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,511.50 |
4,500.25 |
PP |
4,508.00 |
4,499.50 |
S1 |
4,504.75 |
4,498.50 |
|