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 |
4,530.50 |
4,527.50 |
-3.00 |
-0.1% |
4,491.25 |
High |
4,542.00 |
4,538.50 |
-3.50 |
-0.1% |
4,542.00 |
Low |
4,522.00 |
4,455.00 |
-67.00 |
-1.5% |
4,470.50 |
Close |
4,528.75 |
4,479.75 |
-49.00 |
-1.1% |
4,528.75 |
Range |
20.00 |
83.50 |
63.50 |
317.5% |
71.50 |
ATR |
52.31 |
54.54 |
2.23 |
4.3% |
0.00 |
Volume |
100,980 |
228,084 |
127,104 |
125.9% |
651,765 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,741.50 |
4,694.25 |
4,525.75 |
|
R3 |
4,658.00 |
4,610.75 |
4,502.75 |
|
R2 |
4,574.50 |
4,574.50 |
4,495.00 |
|
R1 |
4,527.25 |
4,527.25 |
4,487.50 |
4,509.00 |
PP |
4,491.00 |
4,491.00 |
4,491.00 |
4,482.00 |
S1 |
4,443.75 |
4,443.75 |
4,472.00 |
4,425.50 |
S2 |
4,407.50 |
4,407.50 |
4,464.50 |
|
S3 |
4,324.00 |
4,360.25 |
4,456.75 |
|
S4 |
4,240.50 |
4,276.75 |
4,433.75 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,728.25 |
4,700.00 |
4,568.00 |
|
R3 |
4,656.75 |
4,628.50 |
4,548.50 |
|
R2 |
4,585.25 |
4,585.25 |
4,541.75 |
|
R1 |
4,557.00 |
4,557.00 |
4,535.25 |
4,571.00 |
PP |
4,513.75 |
4,513.75 |
4,513.75 |
4,520.75 |
S1 |
4,485.50 |
4,485.50 |
4,522.25 |
4,499.50 |
S2 |
4,442.25 |
4,442.25 |
4,515.75 |
|
S3 |
4,370.75 |
4,414.00 |
4,509.00 |
|
S4 |
4,299.25 |
4,342.50 |
4,489.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,542.00 |
4,455.00 |
87.00 |
1.9% |
47.00 |
1.1% |
28% |
False |
True |
150,249 |
10 |
4,542.00 |
4,374.50 |
167.50 |
3.7% |
49.50 |
1.1% |
63% |
False |
False |
166,315 |
20 |
4,542.00 |
4,332.50 |
209.50 |
4.7% |
57.50 |
1.3% |
70% |
False |
False |
212,898 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
56.00 |
1.2% |
74% |
False |
False |
209,012 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
54.50 |
1.2% |
74% |
False |
False |
188,522 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.5% |
51.00 |
1.1% |
84% |
False |
False |
141,417 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
54.00 |
1.2% |
85% |
False |
False |
113,140 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
50.75 |
1.1% |
85% |
False |
False |
94,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,893.50 |
2.618 |
4,757.00 |
1.618 |
4,673.50 |
1.000 |
4,622.00 |
0.618 |
4,590.00 |
HIGH |
4,538.50 |
0.618 |
4,506.50 |
0.500 |
4,496.75 |
0.382 |
4,487.00 |
LOW |
4,455.00 |
0.618 |
4,403.50 |
1.000 |
4,371.50 |
1.618 |
4,320.00 |
2.618 |
4,236.50 |
4.250 |
4,100.00 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,496.75 |
4,498.50 |
PP |
4,491.00 |
4,492.25 |
S1 |
4,485.50 |
4,486.00 |
|