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 |
20,655 |
20,560 |
-95 |
-0.5% |
20,390 |
High |
20,675 |
20,655 |
-20 |
-0.1% |
20,685 |
Low |
20,460 |
20,385 |
-75 |
-0.4% |
20,340 |
Close |
20,590 |
20,465 |
-125 |
-0.6% |
20,465 |
Range |
215 |
270 |
55 |
25.6% |
345 |
ATR |
268 |
268 |
0 |
0.1% |
0 |
Volume |
12,877 |
13,106 |
229 |
1.8% |
55,155 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,312 |
21,158 |
20,614 |
|
R3 |
21,042 |
20,888 |
20,539 |
|
R2 |
20,772 |
20,772 |
20,515 |
|
R1 |
20,618 |
20,618 |
20,490 |
20,560 |
PP |
20,502 |
20,502 |
20,502 |
20,473 |
S1 |
20,348 |
20,348 |
20,440 |
20,290 |
S2 |
20,232 |
20,232 |
20,416 |
|
S3 |
19,962 |
20,078 |
20,391 |
|
S4 |
19,692 |
19,808 |
20,317 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,532 |
21,343 |
20,655 |
|
R3 |
21,187 |
20,998 |
20,560 |
|
R2 |
20,842 |
20,842 |
20,528 |
|
R1 |
20,653 |
20,653 |
20,497 |
20,748 |
PP |
20,497 |
20,497 |
20,497 |
20,544 |
S1 |
20,308 |
20,308 |
20,434 |
20,403 |
S2 |
20,152 |
20,152 |
20,402 |
|
S3 |
19,807 |
19,963 |
20,370 |
|
S4 |
19,462 |
19,618 |
20,275 |
|
|
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% |
259 |
1.3% |
59% |
False |
False |
12,711 |
10 |
20,685 |
19,630 |
1,055 |
5.2% |
247 |
1.2% |
79% |
False |
False |
11,713 |
20 |
20,685 |
19,055 |
1,630 |
8.0% |
277 |
1.4% |
87% |
False |
False |
11,280 |
40 |
20,685 |
19,055 |
1,630 |
8.0% |
271 |
1.3% |
87% |
False |
False |
11,833 |
60 |
20,685 |
18,450 |
2,235 |
10.9% |
284 |
1.4% |
90% |
False |
False |
12,912 |
80 |
20,685 |
17,585 |
3,100 |
15.1% |
253 |
1.2% |
93% |
False |
False |
9,750 |
100 |
20,685 |
16,665 |
4,020 |
19.6% |
240 |
1.2% |
95% |
False |
False |
7,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,803 |
2.618 |
21,362 |
1.618 |
21,092 |
1.000 |
20,925 |
0.618 |
20,822 |
HIGH |
20,655 |
0.618 |
20,552 |
0.500 |
20,520 |
0.382 |
20,488 |
LOW |
20,385 |
0.618 |
20,218 |
1.000 |
20,115 |
1.618 |
19,948 |
2.618 |
19,678 |
4.250 |
19,238 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
20,520 |
20,535 |
PP |
20,502 |
20,512 |
S1 |
20,483 |
20,488 |
|