Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,673.0 |
5,728.0 |
55.0 |
1.0% |
5,741.0 |
High |
5,745.0 |
5,786.0 |
41.0 |
0.7% |
5,759.0 |
Low |
5,669.0 |
5,711.0 |
42.0 |
0.7% |
5,578.0 |
Close |
5,726.0 |
5,778.0 |
52.0 |
0.9% |
5,682.0 |
Range |
76.0 |
75.0 |
-1.0 |
-1.3% |
181.0 |
ATR |
74.3 |
74.3 |
0.1 |
0.1% |
0.0 |
Volume |
18,822 |
19,566 |
744 |
4.0% |
133,281 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,983.3 |
5,955.7 |
5,819.3 |
|
R3 |
5,908.3 |
5,880.7 |
5,798.6 |
|
R2 |
5,833.3 |
5,833.3 |
5,791.8 |
|
R1 |
5,805.7 |
5,805.7 |
5,784.9 |
5,819.5 |
PP |
5,758.3 |
5,758.3 |
5,758.3 |
5,765.3 |
S1 |
5,730.7 |
5,730.7 |
5,771.1 |
5,744.5 |
S2 |
5,683.3 |
5,683.3 |
5,764.3 |
|
S3 |
5,608.3 |
5,655.7 |
5,757.4 |
|
S4 |
5,533.3 |
5,580.7 |
5,736.8 |
|
|
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 |
5,786.0 |
5,578.0 |
208.0 |
3.6% |
62.4 |
1.1% |
96% |
True |
False |
21,432 |
10 |
5,786.0 |
5,578.0 |
208.0 |
3.6% |
64.4 |
1.1% |
96% |
True |
False |
24,445 |
20 |
5,926.0 |
5,559.0 |
367.0 |
6.4% |
74.1 |
1.3% |
60% |
False |
False |
27,625 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.5% |
64.9 |
1.1% |
50% |
False |
False |
24,636 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.6% |
61.0 |
1.1% |
50% |
False |
False |
24,319 |
80 |
6,000.0 |
5,506.0 |
494.0 |
8.5% |
54.4 |
0.9% |
55% |
False |
False |
18,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,104.8 |
2.618 |
5,982.4 |
1.618 |
5,907.4 |
1.000 |
5,861.0 |
0.618 |
5,832.4 |
HIGH |
5,786.0 |
0.618 |
5,757.4 |
0.500 |
5,748.5 |
0.382 |
5,739.7 |
LOW |
5,711.0 |
0.618 |
5,664.7 |
1.000 |
5,636.0 |
1.618 |
5,589.7 |
2.618 |
5,514.7 |
4.250 |
5,392.3 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,768.2 |
5,759.8 |
PP |
5,758.3 |
5,741.7 |
S1 |
5,748.5 |
5,723.5 |
|