Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,678.0 |
3,652.0 |
-26.0 |
-0.7% |
3,558.0 |
High |
3,682.0 |
3,668.0 |
-14.0 |
-0.4% |
3,684.0 |
Low |
3,657.0 |
3,594.0 |
-63.0 |
-1.7% |
3,510.0 |
Close |
3,670.0 |
3,608.0 |
-62.0 |
-1.7% |
3,670.0 |
Range |
25.0 |
74.0 |
49.0 |
196.0% |
174.0 |
ATR |
67.9 |
68.5 |
0.6 |
0.9% |
0.0 |
Volume |
1,093,068 |
1,105,276 |
12,208 |
1.1% |
4,273,540 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,845.3 |
3,800.7 |
3,648.7 |
|
R3 |
3,771.3 |
3,726.7 |
3,628.4 |
|
R2 |
3,697.3 |
3,697.3 |
3,621.6 |
|
R1 |
3,652.7 |
3,652.7 |
3,614.8 |
3,638.0 |
PP |
3,623.3 |
3,623.3 |
3,623.3 |
3,616.0 |
S1 |
3,578.7 |
3,578.7 |
3,601.2 |
3,564.0 |
S2 |
3,549.3 |
3,549.3 |
3,594.4 |
|
S3 |
3,475.3 |
3,504.7 |
3,587.7 |
|
S4 |
3,401.3 |
3,430.7 |
3,567.3 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,143.3 |
4,080.7 |
3,765.7 |
|
R3 |
3,969.3 |
3,906.7 |
3,717.9 |
|
R2 |
3,795.3 |
3,795.3 |
3,701.9 |
|
R1 |
3,732.7 |
3,732.7 |
3,686.0 |
3,764.0 |
PP |
3,621.3 |
3,621.3 |
3,621.3 |
3,637.0 |
S1 |
3,558.7 |
3,558.7 |
3,654.1 |
3,590.0 |
S2 |
3,447.3 |
3,447.3 |
3,638.1 |
|
S3 |
3,273.3 |
3,384.7 |
3,622.2 |
|
S4 |
3,099.3 |
3,210.7 |
3,574.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,684.0 |
3,580.0 |
104.0 |
2.9% |
51.4 |
1.4% |
27% |
False |
False |
843,032 |
10 |
3,684.0 |
3,481.0 |
203.0 |
5.6% |
66.4 |
1.8% |
63% |
False |
False |
951,641 |
20 |
3,727.0 |
3,441.0 |
286.0 |
7.9% |
77.7 |
2.2% |
58% |
False |
False |
1,100,910 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.1% |
65.6 |
1.8% |
51% |
False |
False |
1,061,297 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.1% |
60.1 |
1.7% |
51% |
False |
False |
892,270 |
80 |
3,769.0 |
3,235.0 |
534.0 |
14.8% |
58.6 |
1.6% |
70% |
False |
False |
669,496 |
100 |
3,769.0 |
2,912.0 |
857.0 |
23.8% |
61.3 |
1.7% |
81% |
False |
False |
535,902 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.5% |
59.5 |
1.7% |
83% |
False |
False |
446,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,982.5 |
2.618 |
3,861.7 |
1.618 |
3,787.7 |
1.000 |
3,742.0 |
0.618 |
3,713.7 |
HIGH |
3,668.0 |
0.618 |
3,639.7 |
0.500 |
3,631.0 |
0.382 |
3,622.3 |
LOW |
3,594.0 |
0.618 |
3,548.3 |
1.000 |
3,520.0 |
1.618 |
3,474.3 |
2.618 |
3,400.3 |
4.250 |
3,279.5 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,631.0 |
3,639.0 |
PP |
3,623.3 |
3,628.7 |
S1 |
3,615.7 |
3,618.3 |
|