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 |
5,759.0 |
5,723.0 |
-36.0 |
-0.6% |
5,673.0 |
High |
5,768.0 |
5,814.0 |
46.0 |
0.8% |
5,814.0 |
Low |
5,696.0 |
5,723.0 |
27.0 |
0.5% |
5,669.0 |
Close |
5,729.0 |
5,778.0 |
49.0 |
0.9% |
5,778.0 |
Range |
72.0 |
91.0 |
19.0 |
26.4% |
145.0 |
ATR |
73.0 |
74.3 |
1.3 |
1.8% |
0.0 |
Volume |
22,005 |
33,885 |
11,880 |
54.0% |
116,914 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,044.7 |
6,002.3 |
5,828.1 |
|
R3 |
5,953.7 |
5,911.3 |
5,803.0 |
|
R2 |
5,862.7 |
5,862.7 |
5,794.7 |
|
R1 |
5,820.3 |
5,820.3 |
5,786.3 |
5,841.5 |
PP |
5,771.7 |
5,771.7 |
5,771.7 |
5,782.3 |
S1 |
5,729.3 |
5,729.3 |
5,769.7 |
5,750.5 |
S2 |
5,680.7 |
5,680.7 |
5,761.3 |
|
S3 |
5,589.7 |
5,638.3 |
5,753.0 |
|
S4 |
5,498.7 |
5,547.3 |
5,728.0 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,188.7 |
6,128.3 |
5,857.8 |
|
R3 |
6,043.7 |
5,983.3 |
5,817.9 |
|
R2 |
5,898.7 |
5,898.7 |
5,804.6 |
|
R1 |
5,838.3 |
5,838.3 |
5,791.3 |
5,868.5 |
PP |
5,753.7 |
5,753.7 |
5,753.7 |
5,768.8 |
S1 |
5,693.3 |
5,693.3 |
5,764.7 |
5,723.5 |
S2 |
5,608.7 |
5,608.7 |
5,751.4 |
|
S3 |
5,463.7 |
5,548.3 |
5,738.1 |
|
S4 |
5,318.7 |
5,403.3 |
5,698.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,814.0 |
5,669.0 |
145.0 |
2.5% |
70.8 |
1.2% |
75% |
True |
False |
23,382 |
10 |
5,814.0 |
5,578.0 |
236.0 |
4.1% |
69.4 |
1.2% |
85% |
True |
False |
25,019 |
20 |
5,889.0 |
5,559.0 |
330.0 |
5.7% |
72.9 |
1.3% |
66% |
False |
False |
26,947 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.5% |
65.6 |
1.1% |
50% |
False |
False |
24,805 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.6% |
61.2 |
1.1% |
50% |
False |
False |
25,620 |
80 |
6,000.0 |
5,559.0 |
441.0 |
7.6% |
54.9 |
0.9% |
50% |
False |
False |
19,249 |
100 |
6,000.0 |
5,220.0 |
780.0 |
13.5% |
47.8 |
0.8% |
72% |
False |
False |
15,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,200.8 |
2.618 |
6,052.2 |
1.618 |
5,961.2 |
1.000 |
5,905.0 |
0.618 |
5,870.2 |
HIGH |
5,814.0 |
0.618 |
5,779.2 |
0.500 |
5,768.5 |
0.382 |
5,757.8 |
LOW |
5,723.0 |
0.618 |
5,666.8 |
1.000 |
5,632.0 |
1.618 |
5,575.8 |
2.618 |
5,484.8 |
4.250 |
5,336.3 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,774.8 |
5,770.3 |
PP |
5,771.7 |
5,762.7 |
S1 |
5,768.5 |
5,755.0 |
|