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 |
5,728.0 |
5,740.0 |
12.0 |
0.2% |
5,741.0 |
High |
5,786.0 |
5,761.0 |
-25.0 |
-0.4% |
5,759.0 |
Low |
5,711.0 |
5,721.0 |
10.0 |
0.2% |
5,578.0 |
Close |
5,778.0 |
5,740.0 |
-38.0 |
-0.7% |
5,682.0 |
Range |
75.0 |
40.0 |
-35.0 |
-46.7% |
181.0 |
ATR |
74.3 |
73.1 |
-1.2 |
-1.7% |
0.0 |
Volume |
19,566 |
22,636 |
3,070 |
15.7% |
133,281 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,860.7 |
5,840.3 |
5,762.0 |
|
R3 |
5,820.7 |
5,800.3 |
5,751.0 |
|
R2 |
5,780.7 |
5,780.7 |
5,747.3 |
|
R1 |
5,760.3 |
5,760.3 |
5,743.7 |
5,760.0 |
PP |
5,740.7 |
5,740.7 |
5,740.7 |
5,740.5 |
S1 |
5,720.3 |
5,720.3 |
5,736.3 |
5,720.0 |
S2 |
5,700.7 |
5,700.7 |
5,732.7 |
|
S3 |
5,660.7 |
5,680.3 |
5,729.0 |
|
S4 |
5,620.7 |
5,640.3 |
5,718.0 |
|
|
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 |
5,614.0 |
172.0 |
3.0% |
59.4 |
1.0% |
73% |
False |
False |
19,382 |
10 |
5,786.0 |
5,578.0 |
208.0 |
3.6% |
62.2 |
1.1% |
78% |
False |
False |
24,185 |
20 |
5,889.0 |
5,559.0 |
330.0 |
5.7% |
70.6 |
1.2% |
55% |
False |
False |
27,084 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.6% |
64.2 |
1.1% |
42% |
False |
False |
24,679 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
60.6 |
1.1% |
41% |
False |
False |
24,693 |
80 |
6,000.0 |
5,506.0 |
494.0 |
8.6% |
54.7 |
1.0% |
47% |
False |
False |
18,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,931.0 |
2.618 |
5,865.7 |
1.618 |
5,825.7 |
1.000 |
5,801.0 |
0.618 |
5,785.7 |
HIGH |
5,761.0 |
0.618 |
5,745.7 |
0.500 |
5,741.0 |
0.382 |
5,736.3 |
LOW |
5,721.0 |
0.618 |
5,696.3 |
1.000 |
5,681.0 |
1.618 |
5,656.3 |
2.618 |
5,616.3 |
4.250 |
5,551.0 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,741.0 |
5,735.8 |
PP |
5,740.7 |
5,731.7 |
S1 |
5,740.3 |
5,727.5 |
|