Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,154.14 |
18,128.12 |
-26.02 |
-0.1% |
18,229.75 |
High |
18,154.14 |
18,128.12 |
-26.02 |
-0.1% |
18,229.75 |
Low |
18,066.40 |
17,967.74 |
-98.66 |
-0.5% |
17,967.74 |
Close |
18,126.12 |
18,010.68 |
-115.44 |
-0.6% |
18,010.68 |
Range |
87.74 |
160.38 |
72.64 |
82.8% |
262.01 |
ATR |
146.18 |
147.19 |
1.01 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,516.65 |
18,424.05 |
18,098.89 |
|
R3 |
18,356.27 |
18,263.67 |
18,054.78 |
|
R2 |
18,195.89 |
18,195.89 |
18,040.08 |
|
R1 |
18,103.29 |
18,103.29 |
18,025.38 |
18,069.40 |
PP |
18,035.51 |
18,035.51 |
18,035.51 |
18,018.57 |
S1 |
17,942.91 |
17,942.91 |
17,995.98 |
17,909.02 |
S2 |
17,875.13 |
17,875.13 |
17,981.28 |
|
S3 |
17,714.75 |
17,782.53 |
17,966.58 |
|
S4 |
17,554.37 |
17,622.15 |
17,922.47 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,855.42 |
18,695.06 |
18,154.79 |
|
R3 |
18,593.41 |
18,433.05 |
18,082.73 |
|
R2 |
18,331.40 |
18,331.40 |
18,058.72 |
|
R1 |
18,171.04 |
18,171.04 |
18,034.70 |
18,120.22 |
PP |
18,069.39 |
18,069.39 |
18,069.39 |
18,043.98 |
S1 |
17,909.03 |
17,909.03 |
17,986.66 |
17,858.21 |
S2 |
17,807.38 |
17,807.38 |
17,962.64 |
|
S3 |
17,545.37 |
17,647.02 |
17,938.63 |
|
S4 |
17,283.36 |
17,385.01 |
17,866.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,286.87 |
17,967.74 |
319.13 |
1.8% |
140.57 |
0.8% |
13% |
False |
True |
|
10 |
18,351.36 |
17,967.74 |
383.62 |
2.1% |
107.44 |
0.6% |
11% |
False |
True |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
142.89 |
0.8% |
45% |
False |
False |
|
40 |
18,351.36 |
17,646.80 |
704.56 |
3.9% |
158.49 |
0.9% |
52% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
176.06 |
1.0% |
56% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
165.39 |
0.9% |
56% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
187.35 |
1.0% |
74% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
190.12 |
1.1% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,809.74 |
2.618 |
18,547.99 |
1.618 |
18,387.61 |
1.000 |
18,288.50 |
0.618 |
18,227.23 |
HIGH |
18,128.12 |
0.618 |
18,066.85 |
0.500 |
18,047.93 |
0.382 |
18,029.01 |
LOW |
17,967.74 |
0.618 |
17,868.63 |
1.000 |
17,807.36 |
1.618 |
17,708.25 |
2.618 |
17,547.87 |
4.250 |
17,286.13 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,047.93 |
18,079.05 |
PP |
18,035.51 |
18,056.26 |
S1 |
18,023.10 |
18,033.47 |
|