Trading Metrics calculated at close of trading on 25-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
25-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,681.0 |
5,673.0 |
-8.0 |
-0.1% |
5,741.0 |
High |
5,703.0 |
5,745.0 |
42.0 |
0.7% |
5,759.0 |
Low |
5,661.0 |
5,669.0 |
8.0 |
0.1% |
5,578.0 |
Close |
5,682.0 |
5,726.0 |
44.0 |
0.8% |
5,682.0 |
Range |
42.0 |
76.0 |
34.0 |
81.0% |
181.0 |
ATR |
74.1 |
74.3 |
0.1 |
0.2% |
0.0 |
Volume |
12,733 |
18,822 |
6,089 |
47.8% |
133,281 |
|
Daily Pivots for day following 25-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,941.3 |
5,909.7 |
5,767.8 |
|
R3 |
5,865.3 |
5,833.7 |
5,746.9 |
|
R2 |
5,789.3 |
5,789.3 |
5,739.9 |
|
R1 |
5,757.7 |
5,757.7 |
5,733.0 |
5,773.5 |
PP |
5,713.3 |
5,713.3 |
5,713.3 |
5,721.3 |
S1 |
5,681.7 |
5,681.7 |
5,719.0 |
5,697.5 |
S2 |
5,637.3 |
5,637.3 |
5,712.1 |
|
S3 |
5,561.3 |
5,605.7 |
5,705.1 |
|
S4 |
5,485.3 |
5,529.7 |
5,684.2 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,216.0 |
6,130.0 |
5,781.6 |
|
R3 |
6,035.0 |
5,949.0 |
5,731.8 |
|
R2 |
5,854.0 |
5,854.0 |
5,715.2 |
|
R1 |
5,768.0 |
5,768.0 |
5,698.6 |
5,720.5 |
PP |
5,673.0 |
5,673.0 |
5,673.0 |
5,649.3 |
S1 |
5,587.0 |
5,587.0 |
5,665.4 |
5,539.5 |
S2 |
5,492.0 |
5,492.0 |
5,648.8 |
|
S3 |
5,311.0 |
5,406.0 |
5,632.2 |
|
S4 |
5,130.0 |
5,225.0 |
5,582.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,745.0 |
5,578.0 |
167.0 |
2.9% |
62.4 |
1.1% |
89% |
True |
False |
24,986 |
10 |
5,762.0 |
5,578.0 |
184.0 |
3.2% |
66.5 |
1.2% |
80% |
False |
False |
25,403 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.4% |
73.3 |
1.3% |
39% |
False |
False |
27,627 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.6% |
64.5 |
1.1% |
38% |
False |
False |
24,845 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
60.3 |
1.1% |
38% |
False |
False |
23,995 |
80 |
6,000.0 |
5,487.0 |
513.0 |
9.0% |
53.8 |
0.9% |
47% |
False |
False |
18,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,068.0 |
2.618 |
5,944.0 |
1.618 |
5,868.0 |
1.000 |
5,821.0 |
0.618 |
5,792.0 |
HIGH |
5,745.0 |
0.618 |
5,716.0 |
0.500 |
5,707.0 |
0.382 |
5,698.0 |
LOW |
5,669.0 |
0.618 |
5,622.0 |
1.000 |
5,593.0 |
1.618 |
5,546.0 |
2.618 |
5,470.0 |
4.250 |
5,346.0 |
|
|
Fisher Pivots for day following 25-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,719.7 |
5,710.5 |
PP |
5,713.3 |
5,695.0 |
S1 |
5,707.0 |
5,679.5 |
|