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 |
18,135 |
18,128 |
-7 |
0.0% |
18,230 |
High |
18,148 |
18,146 |
-2 |
0.0% |
18,254 |
Low |
18,052 |
17,951 |
-101 |
-0.6% |
17,951 |
Close |
18,134 |
18,009 |
-125 |
-0.7% |
18,009 |
Range |
96 |
195 |
99 |
103.1% |
303 |
ATR |
168 |
170 |
2 |
1.2% |
0 |
Volume |
106,388 |
154,965 |
48,577 |
45.7% |
555,916 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,620 |
18,510 |
18,116 |
|
R3 |
18,425 |
18,315 |
18,063 |
|
R2 |
18,230 |
18,230 |
18,045 |
|
R1 |
18,120 |
18,120 |
18,027 |
18,078 |
PP |
18,035 |
18,035 |
18,035 |
18,014 |
S1 |
17,925 |
17,925 |
17,991 |
17,883 |
S2 |
17,840 |
17,840 |
17,973 |
|
S3 |
17,645 |
17,730 |
17,956 |
|
S4 |
17,450 |
17,535 |
17,902 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,980 |
18,798 |
18,176 |
|
R3 |
18,677 |
18,495 |
18,092 |
|
R2 |
18,374 |
18,374 |
18,065 |
|
R1 |
18,192 |
18,192 |
18,037 |
18,132 |
PP |
18,071 |
18,071 |
18,071 |
18,041 |
S1 |
17,889 |
17,889 |
17,981 |
17,829 |
S2 |
17,768 |
17,768 |
17,954 |
|
S3 |
17,465 |
17,586 |
17,926 |
|
S4 |
17,162 |
17,283 |
17,842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,295 |
17,951 |
344 |
1.9% |
165 |
0.9% |
17% |
False |
True |
127,219 |
10 |
18,334 |
17,951 |
383 |
2.1% |
129 |
0.7% |
15% |
False |
True |
109,747 |
20 |
18,334 |
17,629 |
705 |
3.9% |
168 |
0.9% |
54% |
False |
False |
127,779 |
40 |
18,334 |
17,507 |
827 |
4.6% |
183 |
1.0% |
61% |
False |
False |
130,429 |
60 |
18,334 |
17,465 |
869 |
4.8% |
200 |
1.1% |
63% |
False |
False |
119,846 |
80 |
18,334 |
17,410 |
924 |
5.1% |
182 |
1.0% |
65% |
False |
False |
89,906 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
197 |
1.1% |
78% |
False |
False |
71,933 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
189 |
1.1% |
78% |
False |
False |
59,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,975 |
2.618 |
18,657 |
1.618 |
18,462 |
1.000 |
18,341 |
0.618 |
18,267 |
HIGH |
18,146 |
0.618 |
18,072 |
0.500 |
18,049 |
0.382 |
18,026 |
LOW |
17,951 |
0.618 |
17,831 |
1.000 |
17,756 |
1.618 |
17,636 |
2.618 |
17,441 |
4.250 |
17,122 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,049 |
18,059 |
PP |
18,035 |
18,042 |
S1 |
18,022 |
18,026 |
|