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 |
20,390 |
20,465 |
75 |
0.4% |
19,820 |
High |
20,590 |
20,685 |
95 |
0.5% |
20,405 |
Low |
20,340 |
20,385 |
45 |
0.2% |
19,765 |
Close |
20,430 |
20,645 |
215 |
1.1% |
20,380 |
Range |
250 |
300 |
50 |
20.0% |
640 |
ATR |
270 |
272 |
2 |
0.8% |
0 |
Volume |
16,937 |
12,235 |
-4,702 |
-27.8% |
51,443 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,472 |
21,358 |
20,810 |
|
R3 |
21,172 |
21,058 |
20,728 |
|
R2 |
20,872 |
20,872 |
20,700 |
|
R1 |
20,758 |
20,758 |
20,673 |
20,815 |
PP |
20,572 |
20,572 |
20,572 |
20,600 |
S1 |
20,458 |
20,458 |
20,618 |
20,515 |
S2 |
20,272 |
20,272 |
20,590 |
|
S3 |
19,972 |
20,158 |
20,563 |
|
S4 |
19,672 |
19,858 |
20,480 |
|
|
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 |
20,685 |
20,130 |
555 |
2.7% |
237 |
1.1% |
93% |
True |
False |
11,477 |
10 |
20,685 |
19,495 |
1,190 |
5.8% |
257 |
1.2% |
97% |
True |
False |
11,421 |
20 |
20,685 |
19,055 |
1,630 |
7.9% |
296 |
1.4% |
98% |
True |
False |
11,690 |
40 |
20,685 |
18,980 |
1,705 |
8.3% |
278 |
1.3% |
98% |
True |
False |
12,264 |
60 |
20,685 |
18,450 |
2,235 |
10.8% |
283 |
1.4% |
98% |
True |
False |
12,507 |
80 |
20,685 |
17,440 |
3,245 |
15.7% |
250 |
1.2% |
99% |
True |
False |
9,425 |
100 |
20,685 |
16,665 |
4,020 |
19.5% |
235 |
1.1% |
99% |
True |
False |
7,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,960 |
2.618 |
21,471 |
1.618 |
21,171 |
1.000 |
20,985 |
0.618 |
20,871 |
HIGH |
20,685 |
0.618 |
20,571 |
0.500 |
20,535 |
0.382 |
20,500 |
LOW |
20,385 |
0.618 |
20,200 |
1.000 |
20,085 |
1.618 |
19,900 |
2.618 |
19,600 |
4.250 |
19,110 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,608 |
20,568 |
PP |
20,572 |
20,492 |
S1 |
20,535 |
20,415 |
|