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 |
4,527.50 |
4,481.50 |
-46.00 |
-1.0% |
4,491.25 |
High |
4,538.50 |
4,551.00 |
12.50 |
0.3% |
4,542.00 |
Low |
4,455.00 |
4,473.00 |
18.00 |
0.4% |
4,470.50 |
Close |
4,479.75 |
4,542.25 |
62.50 |
1.4% |
4,528.75 |
Range |
83.50 |
78.00 |
-5.50 |
-6.6% |
71.50 |
ATR |
54.54 |
56.22 |
1.68 |
3.1% |
0.00 |
Volume |
228,084 |
198,538 |
-29,546 |
-13.0% |
651,765 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,756.00 |
4,727.25 |
4,585.25 |
|
R3 |
4,678.00 |
4,649.25 |
4,563.75 |
|
R2 |
4,600.00 |
4,600.00 |
4,556.50 |
|
R1 |
4,571.25 |
4,571.25 |
4,549.50 |
4,585.50 |
PP |
4,522.00 |
4,522.00 |
4,522.00 |
4,529.25 |
S1 |
4,493.25 |
4,493.25 |
4,535.00 |
4,507.50 |
S2 |
4,444.00 |
4,444.00 |
4,528.00 |
|
S3 |
4,366.00 |
4,415.25 |
4,520.75 |
|
S4 |
4,288.00 |
4,337.25 |
4,499.25 |
|
|
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 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
56.75 |
1.2% |
91% |
True |
False |
164,419 |
10 |
4,551.00 |
4,412.75 |
138.25 |
3.0% |
51.00 |
1.1% |
94% |
True |
False |
160,439 |
20 |
4,551.00 |
4,332.50 |
218.50 |
4.8% |
58.50 |
1.3% |
96% |
True |
False |
208,627 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
56.25 |
1.2% |
96% |
False |
False |
208,925 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
55.25 |
1.2% |
96% |
False |
False |
191,826 |
80 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
51.25 |
1.1% |
97% |
False |
False |
143,898 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
54.00 |
1.2% |
97% |
False |
False |
115,126 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
51.50 |
1.1% |
97% |
False |
False |
95,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,882.50 |
2.618 |
4,755.25 |
1.618 |
4,677.25 |
1.000 |
4,629.00 |
0.618 |
4,599.25 |
HIGH |
4,551.00 |
0.618 |
4,521.25 |
0.500 |
4,512.00 |
0.382 |
4,502.75 |
LOW |
4,473.00 |
0.618 |
4,424.75 |
1.000 |
4,395.00 |
1.618 |
4,346.75 |
2.618 |
4,268.75 |
4.250 |
4,141.50 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,532.25 |
4,529.25 |
PP |
4,522.00 |
4,516.00 |
S1 |
4,512.00 |
4,503.00 |
|