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 |
3,660.0 |
3,652.0 |
-8.0 |
-0.2% |
3,652.0 |
High |
3,667.0 |
3,659.0 |
-8.0 |
-0.2% |
3,683.0 |
Low |
3,616.0 |
3,555.0 |
-61.0 |
-1.7% |
3,555.0 |
Close |
3,642.0 |
3,562.0 |
-80.0 |
-2.2% |
3,562.0 |
Range |
51.0 |
104.0 |
53.0 |
103.9% |
128.0 |
ATR |
68.2 |
70.8 |
2.6 |
3.7% |
0.0 |
Volume |
811,019 |
935,223 |
124,204 |
15.3% |
3,662,537 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,904.0 |
3,837.0 |
3,619.2 |
|
R3 |
3,800.0 |
3,733.0 |
3,590.6 |
|
R2 |
3,696.0 |
3,696.0 |
3,581.1 |
|
R1 |
3,629.0 |
3,629.0 |
3,571.5 |
3,610.5 |
PP |
3,592.0 |
3,592.0 |
3,592.0 |
3,582.8 |
S1 |
3,525.0 |
3,525.0 |
3,552.5 |
3,506.5 |
S2 |
3,488.0 |
3,488.0 |
3,542.9 |
|
S3 |
3,384.0 |
3,421.0 |
3,533.4 |
|
S4 |
3,280.0 |
3,317.0 |
3,504.8 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.0 |
3,901.0 |
3,632.4 |
|
R3 |
3,856.0 |
3,773.0 |
3,597.2 |
|
R2 |
3,728.0 |
3,728.0 |
3,585.5 |
|
R1 |
3,645.0 |
3,645.0 |
3,573.7 |
3,622.5 |
PP |
3,600.0 |
3,600.0 |
3,600.0 |
3,588.8 |
S1 |
3,517.0 |
3,517.0 |
3,550.3 |
3,494.5 |
S2 |
3,472.0 |
3,472.0 |
3,538.5 |
|
S3 |
3,344.0 |
3,389.0 |
3,526.8 |
|
S4 |
3,216.0 |
3,261.0 |
3,491.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,683.0 |
3,555.0 |
128.0 |
3.6% |
65.8 |
1.8% |
5% |
False |
True |
951,121 |
10 |
3,684.0 |
3,510.0 |
174.0 |
4.9% |
63.2 |
1.8% |
30% |
False |
False |
889,617 |
20 |
3,684.0 |
3,441.0 |
243.0 |
6.8% |
72.5 |
2.0% |
50% |
False |
False |
1,024,954 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
67.3 |
1.9% |
37% |
False |
False |
1,044,480 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
62.2 |
1.7% |
37% |
False |
False |
933,078 |
80 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
58.5 |
1.6% |
60% |
False |
False |
701,391 |
100 |
3,769.0 |
2,912.0 |
857.0 |
24.1% |
62.2 |
1.7% |
76% |
False |
False |
561,462 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.9% |
61.1 |
1.7% |
78% |
False |
False |
467,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,101.0 |
2.618 |
3,931.3 |
1.618 |
3,827.3 |
1.000 |
3,763.0 |
0.618 |
3,723.3 |
HIGH |
3,659.0 |
0.618 |
3,619.3 |
0.500 |
3,607.0 |
0.382 |
3,594.7 |
LOW |
3,555.0 |
0.618 |
3,490.7 |
1.000 |
3,451.0 |
1.618 |
3,386.7 |
2.618 |
3,282.7 |
4.250 |
3,113.0 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,607.0 |
3,619.0 |
PP |
3,592.0 |
3,600.0 |
S1 |
3,577.0 |
3,581.0 |
|