Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
20,275 |
20,390 |
115 |
0.6% |
19,820 |
High |
20,405 |
20,590 |
185 |
0.9% |
20,405 |
Low |
20,145 |
20,340 |
195 |
1.0% |
19,765 |
Close |
20,380 |
20,430 |
50 |
0.2% |
20,380 |
Range |
260 |
250 |
-10 |
-3.8% |
640 |
ATR |
271 |
270 |
-2 |
-0.6% |
0 |
Volume |
8,403 |
16,937 |
8,534 |
101.6% |
51,443 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,203 |
21,067 |
20,568 |
|
R3 |
20,953 |
20,817 |
20,499 |
|
R2 |
20,703 |
20,703 |
20,476 |
|
R1 |
20,567 |
20,567 |
20,453 |
20,635 |
PP |
20,453 |
20,453 |
20,453 |
20,488 |
S1 |
20,317 |
20,317 |
20,407 |
20,385 |
S2 |
20,203 |
20,203 |
20,384 |
|
S3 |
19,953 |
20,067 |
20,361 |
|
S4 |
19,703 |
19,817 |
20,293 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,103 |
21,882 |
20,732 |
|
R3 |
21,463 |
21,242 |
20,556 |
|
R2 |
20,823 |
20,823 |
20,497 |
|
R1 |
20,602 |
20,602 |
20,439 |
20,713 |
PP |
20,183 |
20,183 |
20,183 |
20,239 |
S1 |
19,962 |
19,962 |
20,321 |
20,073 |
S2 |
19,543 |
19,543 |
20,263 |
|
S3 |
18,903 |
19,322 |
20,204 |
|
S4 |
18,263 |
18,682 |
20,028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,590 |
19,965 |
625 |
3.1% |
228 |
1.1% |
74% |
True |
False |
11,584 |
10 |
20,590 |
19,475 |
1,115 |
5.5% |
249 |
1.2% |
86% |
True |
False |
11,551 |
20 |
20,590 |
19,055 |
1,535 |
7.5% |
292 |
1.4% |
90% |
True |
False |
11,671 |
40 |
20,590 |
18,980 |
1,610 |
7.9% |
281 |
1.4% |
90% |
True |
False |
12,249 |
60 |
20,590 |
18,450 |
2,140 |
10.5% |
280 |
1.4% |
93% |
True |
False |
12,310 |
80 |
20,590 |
17,440 |
3,150 |
15.4% |
249 |
1.2% |
95% |
True |
False |
9,272 |
100 |
20,590 |
16,665 |
3,925 |
19.2% |
233 |
1.1% |
96% |
True |
False |
7,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,653 |
2.618 |
21,245 |
1.618 |
20,995 |
1.000 |
20,840 |
0.618 |
20,745 |
HIGH |
20,590 |
0.618 |
20,495 |
0.500 |
20,465 |
0.382 |
20,436 |
LOW |
20,340 |
0.618 |
20,186 |
1.000 |
20,090 |
1.618 |
19,936 |
2.618 |
19,686 |
4.250 |
19,278 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,465 |
20,409 |
PP |
20,453 |
20,388 |
S1 |
20,442 |
20,368 |
|