Trading Metrics calculated at close of trading on 27-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
Open |
212.40 |
211.25 |
-1.15 |
-0.5% |
212.24 |
High |
212.91 |
212.98 |
0.07 |
0.0% |
213.78 |
Low |
210.20 |
210.76 |
0.56 |
0.3% |
212.16 |
Close |
210.70 |
212.70 |
2.00 |
0.9% |
212.99 |
Range |
2.71 |
2.22 |
-0.49 |
-18.1% |
1.62 |
ATR |
1.76 |
1.79 |
0.04 |
2.1% |
0.00 |
Volume |
124,308,602 |
93,213,898 |
-31,094,704 |
-25.0% |
345,719,598 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
218.81 |
217.97 |
213.92 |
|
R3 |
216.59 |
215.75 |
213.31 |
|
R2 |
214.37 |
214.37 |
213.11 |
|
R1 |
213.53 |
213.53 |
212.90 |
213.95 |
PP |
212.15 |
212.15 |
212.15 |
212.36 |
S1 |
211.31 |
211.31 |
212.50 |
211.73 |
S2 |
209.93 |
209.93 |
212.29 |
|
S3 |
207.71 |
209.09 |
212.09 |
|
S4 |
205.49 |
206.87 |
211.48 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
217.84 |
217.03 |
213.88 |
|
R3 |
216.22 |
215.41 |
213.44 |
|
R2 |
214.60 |
214.60 |
213.29 |
|
R1 |
213.79 |
213.79 |
213.14 |
214.20 |
PP |
212.98 |
212.98 |
212.98 |
213.18 |
S1 |
212.17 |
212.17 |
212.84 |
212.58 |
S2 |
211.36 |
211.36 |
212.69 |
|
S3 |
209.74 |
210.55 |
212.54 |
|
S4 |
208.12 |
208.93 |
212.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
213.78 |
210.20 |
3.58 |
1.7% |
1.62 |
0.8% |
70% |
False |
False |
83,315,578 |
10 |
213.78 |
209.74 |
4.04 |
1.9% |
1.38 |
0.7% |
73% |
False |
False |
83,035,409 |
20 |
213.78 |
206.76 |
7.02 |
3.3% |
1.64 |
0.8% |
85% |
False |
False |
98,980,719 |
40 |
213.78 |
204.51 |
9.27 |
4.4% |
1.67 |
0.8% |
88% |
False |
False |
96,401,924 |
60 |
213.78 |
204.12 |
9.66 |
4.5% |
1.78 |
0.8% |
89% |
False |
False |
106,528,983 |
80 |
213.78 |
197.86 |
15.92 |
7.5% |
1.75 |
0.8% |
93% |
False |
False |
104,760,845 |
100 |
213.78 |
197.86 |
15.92 |
7.5% |
1.99 |
0.9% |
93% |
False |
False |
115,643,723 |
120 |
213.78 |
197.86 |
15.92 |
7.5% |
2.05 |
1.0% |
93% |
False |
False |
120,253,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
222.42 |
2.618 |
218.79 |
1.618 |
216.57 |
1.000 |
215.20 |
0.618 |
214.35 |
HIGH |
212.98 |
0.618 |
212.13 |
0.500 |
211.87 |
0.382 |
211.61 |
LOW |
210.76 |
0.618 |
209.39 |
1.000 |
208.54 |
1.618 |
207.17 |
2.618 |
204.95 |
4.250 |
201.33 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
212.42 |
212.42 |
PP |
212.15 |
212.15 |
S1 |
211.87 |
211.87 |
|