Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,045.08 |
18,154.14 |
109.06 |
0.6% |
18,267.25 |
High |
18,190.35 |
18,154.14 |
-36.21 |
-0.2% |
18,351.36 |
Low |
18,045.08 |
18,066.40 |
21.32 |
0.1% |
18,217.14 |
Close |
18,162.99 |
18,126.12 |
-36.87 |
-0.2% |
18,232.02 |
Range |
145.27 |
87.74 |
-57.53 |
-39.6% |
134.22 |
ATR |
149.99 |
146.18 |
-3.81 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,378.77 |
18,340.19 |
18,174.38 |
|
R3 |
18,291.03 |
18,252.45 |
18,150.25 |
|
R2 |
18,203.29 |
18,203.29 |
18,142.21 |
|
R1 |
18,164.71 |
18,164.71 |
18,134.16 |
18,140.13 |
PP |
18,115.55 |
18,115.55 |
18,115.55 |
18,103.27 |
S1 |
18,076.97 |
18,076.97 |
18,118.08 |
18,052.39 |
S2 |
18,027.81 |
18,027.81 |
18,110.03 |
|
S3 |
17,940.07 |
17,989.23 |
18,101.99 |
|
S4 |
17,852.33 |
17,901.49 |
18,077.86 |
|
|
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 |
18,314.89 |
17,990.02 |
324.87 |
1.8% |
121.49 |
0.7% |
42% |
False |
False |
|
10 |
18,351.36 |
17,990.02 |
361.34 |
2.0% |
110.67 |
0.6% |
38% |
False |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
147.80 |
0.8% |
64% |
False |
False |
|
40 |
18,351.36 |
17,585.01 |
766.35 |
4.2% |
159.32 |
0.9% |
71% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
176.29 |
1.0% |
71% |
False |
False |
|
80 |
18,351.36 |
17,369.97 |
981.39 |
5.4% |
167.15 |
0.9% |
77% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
189.20 |
1.0% |
83% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
189.81 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,527.04 |
2.618 |
18,383.84 |
1.618 |
18,296.10 |
1.000 |
18,241.88 |
0.618 |
18,208.36 |
HIGH |
18,154.14 |
0.618 |
18,120.62 |
0.500 |
18,110.27 |
0.382 |
18,099.92 |
LOW |
18,066.40 |
0.618 |
18,012.18 |
1.000 |
17,978.66 |
1.618 |
17,924.44 |
2.618 |
17,836.70 |
4.250 |
17,693.51 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,120.84 |
18,120.71 |
PP |
18,115.55 |
18,115.30 |
S1 |
18,110.27 |
18,109.89 |
|