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 |
3,652.0 |
3,620.0 |
-32.0 |
-0.9% |
3,558.0 |
High |
3,668.0 |
3,683.0 |
15.0 |
0.4% |
3,684.0 |
Low |
3,594.0 |
3,608.0 |
14.0 |
0.4% |
3,510.0 |
Close |
3,608.0 |
3,675.0 |
67.0 |
1.9% |
3,670.0 |
Range |
74.0 |
75.0 |
1.0 |
1.4% |
174.0 |
ATR |
68.5 |
68.9 |
0.5 |
0.7% |
0.0 |
Volume |
1,105,276 |
811,019 |
-294,257 |
-26.6% |
4,273,540 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,880.3 |
3,852.7 |
3,716.3 |
|
R3 |
3,805.3 |
3,777.7 |
3,695.6 |
|
R2 |
3,730.3 |
3,730.3 |
3,688.8 |
|
R1 |
3,702.7 |
3,702.7 |
3,681.9 |
3,716.5 |
PP |
3,655.3 |
3,655.3 |
3,655.3 |
3,662.3 |
S1 |
3,627.7 |
3,627.7 |
3,668.1 |
3,641.5 |
S2 |
3,580.3 |
3,580.3 |
3,661.3 |
|
S3 |
3,505.3 |
3,552.7 |
3,654.4 |
|
S4 |
3,430.3 |
3,477.7 |
3,633.8 |
|
|
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 |
3,594.0 |
90.0 |
2.4% |
50.8 |
1.4% |
90% |
False |
False |
854,431 |
10 |
3,684.0 |
3,481.0 |
203.0 |
5.5% |
66.0 |
1.8% |
96% |
False |
False |
911,827 |
20 |
3,713.0 |
3,441.0 |
272.0 |
7.4% |
75.9 |
2.1% |
86% |
False |
False |
1,092,020 |
40 |
3,769.0 |
3,441.0 |
328.0 |
8.9% |
66.1 |
1.8% |
71% |
False |
False |
1,044,619 |
60 |
3,769.0 |
3,441.0 |
328.0 |
8.9% |
60.9 |
1.7% |
71% |
False |
False |
905,535 |
80 |
3,769.0 |
3,235.0 |
534.0 |
14.5% |
58.5 |
1.6% |
82% |
False |
False |
679,581 |
100 |
3,769.0 |
2,912.0 |
857.0 |
23.3% |
61.6 |
1.7% |
89% |
False |
False |
544,010 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.1% |
60.1 |
1.6% |
90% |
False |
False |
453,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,001.8 |
2.618 |
3,879.4 |
1.618 |
3,804.4 |
1.000 |
3,758.0 |
0.618 |
3,729.4 |
HIGH |
3,683.0 |
0.618 |
3,654.4 |
0.500 |
3,645.5 |
0.382 |
3,636.7 |
LOW |
3,608.0 |
0.618 |
3,561.7 |
1.000 |
3,533.0 |
1.618 |
3,486.7 |
2.618 |
3,411.7 |
4.250 |
3,289.3 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,665.2 |
3,662.8 |
PP |
3,655.3 |
3,650.7 |
S1 |
3,645.5 |
3,638.5 |
|