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 |
18,262 |
18,230 |
-32 |
-0.2% |
18,236 |
High |
18,295 |
18,254 |
-41 |
-0.2% |
18,334 |
Low |
18,191 |
17,964 |
-227 |
-1.2% |
18,186 |
Close |
18,224 |
18,053 |
-171 |
-0.9% |
18,224 |
Range |
104 |
290 |
186 |
178.8% |
148 |
ATR |
167 |
176 |
9 |
5.3% |
0 |
Volume |
80,181 |
177,518 |
97,337 |
121.4% |
453,377 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,960 |
18,797 |
18,213 |
|
R3 |
18,670 |
18,507 |
18,133 |
|
R2 |
18,380 |
18,380 |
18,106 |
|
R1 |
18,217 |
18,217 |
18,080 |
18,154 |
PP |
18,090 |
18,090 |
18,090 |
18,059 |
S1 |
17,927 |
17,927 |
18,027 |
17,864 |
S2 |
17,800 |
17,800 |
18,000 |
|
S3 |
17,510 |
17,637 |
17,973 |
|
S4 |
17,220 |
17,347 |
17,894 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,692 |
18,606 |
18,306 |
|
R3 |
18,544 |
18,458 |
18,265 |
|
R2 |
18,396 |
18,396 |
18,251 |
|
R1 |
18,310 |
18,310 |
18,238 |
18,279 |
PP |
18,248 |
18,248 |
18,248 |
18,233 |
S1 |
18,162 |
18,162 |
18,211 |
18,131 |
S2 |
18,100 |
18,100 |
18,197 |
|
S3 |
17,952 |
18,014 |
18,183 |
|
S4 |
17,804 |
17,866 |
18,143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,334 |
17,964 |
370 |
2.0% |
136 |
0.8% |
24% |
False |
True |
108,170 |
10 |
18,334 |
17,871 |
463 |
2.6% |
141 |
0.8% |
39% |
False |
False |
115,174 |
20 |
18,334 |
17,629 |
705 |
3.9% |
182 |
1.0% |
60% |
False |
False |
137,440 |
40 |
18,334 |
17,475 |
859 |
4.8% |
192 |
1.1% |
67% |
False |
False |
133,322 |
60 |
18,334 |
17,465 |
869 |
4.8% |
201 |
1.1% |
68% |
False |
False |
113,554 |
80 |
18,334 |
16,880 |
1,454 |
8.1% |
189 |
1.0% |
81% |
False |
False |
85,177 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
200 |
1.1% |
81% |
False |
False |
68,149 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
186 |
1.0% |
81% |
False |
False |
56,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,487 |
2.618 |
19,013 |
1.618 |
18,723 |
1.000 |
18,544 |
0.618 |
18,433 |
HIGH |
18,254 |
0.618 |
18,143 |
0.500 |
18,109 |
0.382 |
18,075 |
LOW |
17,964 |
0.618 |
17,785 |
1.000 |
17,674 |
1.618 |
17,495 |
2.618 |
17,205 |
4.250 |
16,732 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,109 |
18,130 |
PP |
18,090 |
18,104 |
S1 |
18,072 |
18,079 |
|