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 |
18,230 |
18,052 |
-178 |
-1.0% |
18,236 |
High |
18,254 |
18,167 |
-87 |
-0.5% |
18,334 |
Low |
17,964 |
18,026 |
62 |
0.3% |
18,186 |
Close |
18,053 |
18,141 |
88 |
0.5% |
18,224 |
Range |
290 |
141 |
-149 |
-51.4% |
148 |
ATR |
176 |
173 |
-2 |
-1.4% |
0 |
Volume |
177,518 |
117,045 |
-60,473 |
-34.1% |
453,377 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,534 |
18,479 |
18,219 |
|
R3 |
18,393 |
18,338 |
18,180 |
|
R2 |
18,252 |
18,252 |
18,167 |
|
R1 |
18,197 |
18,197 |
18,154 |
18,225 |
PP |
18,111 |
18,111 |
18,111 |
18,125 |
S1 |
18,056 |
18,056 |
18,128 |
18,084 |
S2 |
17,970 |
17,970 |
18,115 |
|
S3 |
17,829 |
17,915 |
18,102 |
|
S4 |
17,688 |
17,774 |
18,064 |
|
|
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 |
18,324 |
17,964 |
360 |
2.0% |
143 |
0.8% |
49% |
False |
False |
112,204 |
10 |
18,334 |
17,964 |
370 |
2.0% |
135 |
0.7% |
48% |
False |
False |
108,964 |
20 |
18,334 |
17,629 |
705 |
3.9% |
178 |
1.0% |
73% |
False |
False |
135,099 |
40 |
18,334 |
17,475 |
859 |
4.7% |
188 |
1.0% |
78% |
False |
False |
132,840 |
60 |
18,334 |
17,465 |
869 |
4.8% |
200 |
1.1% |
78% |
False |
False |
115,503 |
80 |
18,334 |
16,880 |
1,454 |
8.0% |
187 |
1.0% |
87% |
False |
False |
86,640 |
100 |
18,334 |
16,880 |
1,454 |
8.0% |
199 |
1.1% |
87% |
False |
False |
69,319 |
120 |
18,334 |
16,880 |
1,454 |
8.0% |
188 |
1.0% |
87% |
False |
False |
57,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,766 |
2.618 |
18,536 |
1.618 |
18,395 |
1.000 |
18,308 |
0.618 |
18,254 |
HIGH |
18,167 |
0.618 |
18,113 |
0.500 |
18,097 |
0.382 |
18,080 |
LOW |
18,026 |
0.618 |
17,939 |
1.000 |
17,885 |
1.618 |
17,798 |
2.618 |
17,657 |
4.250 |
17,427 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,126 |
18,137 |
PP |
18,111 |
18,133 |
S1 |
18,097 |
18,130 |
|