Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,740.0 |
5,759.0 |
19.0 |
0.3% |
5,741.0 |
High |
5,761.0 |
5,768.0 |
7.0 |
0.1% |
5,759.0 |
Low |
5,721.0 |
5,696.0 |
-25.0 |
-0.4% |
5,578.0 |
Close |
5,740.0 |
5,729.0 |
-11.0 |
-0.2% |
5,682.0 |
Range |
40.0 |
72.0 |
32.0 |
80.0% |
181.0 |
ATR |
73.1 |
73.0 |
-0.1 |
-0.1% |
0.0 |
Volume |
22,636 |
22,005 |
-631 |
-2.8% |
133,281 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,947.0 |
5,910.0 |
5,768.6 |
|
R3 |
5,875.0 |
5,838.0 |
5,748.8 |
|
R2 |
5,803.0 |
5,803.0 |
5,742.2 |
|
R1 |
5,766.0 |
5,766.0 |
5,735.6 |
5,748.5 |
PP |
5,731.0 |
5,731.0 |
5,731.0 |
5,722.3 |
S1 |
5,694.0 |
5,694.0 |
5,722.4 |
5,676.5 |
S2 |
5,659.0 |
5,659.0 |
5,715.8 |
|
S3 |
5,587.0 |
5,622.0 |
5,709.2 |
|
S4 |
5,515.0 |
5,550.0 |
5,689.4 |
|
|
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 |
5,661.0 |
125.0 |
2.2% |
61.0 |
1.1% |
54% |
False |
False |
19,152 |
10 |
5,786.0 |
5,578.0 |
208.0 |
3.6% |
65.4 |
1.1% |
73% |
False |
False |
23,992 |
20 |
5,889.0 |
5,559.0 |
330.0 |
5.8% |
71.4 |
1.2% |
52% |
False |
False |
26,260 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.6% |
64.6 |
1.1% |
39% |
False |
False |
24,600 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
60.8 |
1.1% |
39% |
False |
False |
25,059 |
80 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
54.7 |
1.0% |
39% |
False |
False |
18,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,074.0 |
2.618 |
5,956.5 |
1.618 |
5,884.5 |
1.000 |
5,840.0 |
0.618 |
5,812.5 |
HIGH |
5,768.0 |
0.618 |
5,740.5 |
0.500 |
5,732.0 |
0.382 |
5,723.5 |
LOW |
5,696.0 |
0.618 |
5,651.5 |
1.000 |
5,624.0 |
1.618 |
5,579.5 |
2.618 |
5,507.5 |
4.250 |
5,390.0 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,732.0 |
5,741.0 |
PP |
5,731.0 |
5,737.0 |
S1 |
5,730.0 |
5,733.0 |
|