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 |
20,465 |
20,655 |
190 |
0.9% |
19,820 |
High |
20,685 |
20,675 |
-10 |
0.0% |
20,405 |
Low |
20,385 |
20,460 |
75 |
0.4% |
19,765 |
Close |
20,645 |
20,590 |
-55 |
-0.3% |
20,380 |
Range |
300 |
215 |
-85 |
-28.3% |
640 |
ATR |
272 |
268 |
-4 |
-1.5% |
0 |
Volume |
12,235 |
12,877 |
642 |
5.2% |
51,443 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,220 |
21,120 |
20,708 |
|
R3 |
21,005 |
20,905 |
20,649 |
|
R2 |
20,790 |
20,790 |
20,630 |
|
R1 |
20,690 |
20,690 |
20,610 |
20,633 |
PP |
20,575 |
20,575 |
20,575 |
20,546 |
S1 |
20,475 |
20,475 |
20,570 |
20,418 |
S2 |
20,360 |
20,360 |
20,551 |
|
S3 |
20,145 |
20,260 |
20,531 |
|
S4 |
19,930 |
20,045 |
20,472 |
|
|
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 |
20,145 |
540 |
2.6% |
242 |
1.2% |
82% |
False |
False |
11,822 |
10 |
20,685 |
19,495 |
1,190 |
5.8% |
244 |
1.2% |
92% |
False |
False |
11,511 |
20 |
20,685 |
19,055 |
1,630 |
7.9% |
289 |
1.4% |
94% |
False |
False |
11,768 |
40 |
20,685 |
18,980 |
1,705 |
8.3% |
273 |
1.3% |
94% |
False |
False |
12,169 |
60 |
20,685 |
18,450 |
2,235 |
10.9% |
282 |
1.4% |
96% |
False |
False |
12,707 |
80 |
20,685 |
17,440 |
3,245 |
15.8% |
251 |
1.2% |
97% |
False |
False |
9,586 |
100 |
20,685 |
16,665 |
4,020 |
19.5% |
237 |
1.2% |
98% |
False |
False |
7,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,589 |
2.618 |
21,238 |
1.618 |
21,023 |
1.000 |
20,890 |
0.618 |
20,808 |
HIGH |
20,675 |
0.618 |
20,593 |
0.500 |
20,568 |
0.382 |
20,542 |
LOW |
20,460 |
0.618 |
20,327 |
1.000 |
20,245 |
1.618 |
20,112 |
2.618 |
19,897 |
4.250 |
19,546 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,583 |
20,564 |
PP |
20,575 |
20,538 |
S1 |
20,568 |
20,513 |
|