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 |
18,229.75 |
18,045.08 |
-184.67 |
-1.0% |
18,267.25 |
High |
18,229.75 |
18,190.35 |
-39.40 |
-0.2% |
18,351.36 |
Low |
17,990.02 |
18,045.08 |
55.06 |
0.3% |
18,217.14 |
Close |
18,041.54 |
18,162.99 |
121.45 |
0.7% |
18,232.02 |
Range |
239.73 |
145.27 |
-94.46 |
-39.4% |
134.22 |
ATR |
150.08 |
149.99 |
-0.09 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,568.62 |
18,511.07 |
18,242.89 |
|
R3 |
18,423.35 |
18,365.80 |
18,202.94 |
|
R2 |
18,278.08 |
18,278.08 |
18,189.62 |
|
R1 |
18,220.53 |
18,220.53 |
18,176.31 |
18,249.31 |
PP |
18,132.81 |
18,132.81 |
18,132.81 |
18,147.19 |
S1 |
18,075.26 |
18,075.26 |
18,149.67 |
18,104.04 |
S2 |
17,987.54 |
17,987.54 |
18,136.36 |
|
S3 |
17,842.27 |
17,929.99 |
18,123.04 |
|
S4 |
17,697.00 |
17,784.72 |
18,083.09 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,669.50 |
18,584.98 |
18,305.84 |
|
R3 |
18,535.28 |
18,450.76 |
18,268.93 |
|
R2 |
18,401.06 |
18,401.06 |
18,256.63 |
|
R1 |
18,316.54 |
18,316.54 |
18,244.32 |
18,291.69 |
PP |
18,266.84 |
18,266.84 |
18,266.84 |
18,254.42 |
S1 |
18,182.32 |
18,182.32 |
18,219.72 |
18,157.47 |
S2 |
18,132.62 |
18,132.62 |
18,207.41 |
|
S3 |
17,998.40 |
18,048.10 |
18,195.11 |
|
S4 |
17,864.18 |
17,913.88 |
18,158.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,350.13 |
17,990.02 |
360.11 |
2.0% |
119.46 |
0.7% |
48% |
False |
False |
|
10 |
18,351.36 |
17,990.02 |
361.34 |
2.0% |
111.25 |
0.6% |
48% |
False |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
150.55 |
0.8% |
70% |
False |
False |
|
40 |
18,351.36 |
17,585.01 |
766.35 |
4.2% |
161.93 |
0.9% |
75% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
177.24 |
1.0% |
76% |
False |
False |
|
80 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
170.17 |
0.9% |
86% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
190.53 |
1.0% |
86% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
189.65 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,807.75 |
2.618 |
18,570.67 |
1.618 |
18,425.40 |
1.000 |
18,335.62 |
0.618 |
18,280.13 |
HIGH |
18,190.35 |
0.618 |
18,134.86 |
0.500 |
18,117.72 |
0.382 |
18,100.57 |
LOW |
18,045.08 |
0.618 |
17,955.30 |
1.000 |
17,899.81 |
1.618 |
17,810.03 |
2.618 |
17,664.76 |
4.250 |
17,427.68 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,147.90 |
18,154.81 |
PP |
18,132.81 |
18,146.63 |
S1 |
18,117.72 |
18,138.45 |
|