Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,481.50 |
4,540.50 |
59.00 |
1.3% |
4,491.25 |
High |
4,551.00 |
4,547.50 |
-3.50 |
-0.1% |
4,542.00 |
Low |
4,473.00 |
4,521.75 |
48.75 |
1.1% |
4,470.50 |
Close |
4,542.25 |
4,542.75 |
0.50 |
0.0% |
4,528.75 |
Range |
78.00 |
25.75 |
-52.25 |
-67.0% |
71.50 |
ATR |
56.22 |
54.04 |
-2.18 |
-3.9% |
0.00 |
Volume |
198,538 |
152,018 |
-46,520 |
-23.4% |
651,765 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,614.50 |
4,604.50 |
4,557.00 |
|
R3 |
4,588.75 |
4,578.75 |
4,549.75 |
|
R2 |
4,563.00 |
4,563.00 |
4,547.50 |
|
R1 |
4,553.00 |
4,553.00 |
4,545.00 |
4,558.00 |
PP |
4,537.25 |
4,537.25 |
4,537.25 |
4,540.00 |
S1 |
4,527.25 |
4,527.25 |
4,540.50 |
4,532.25 |
S2 |
4,511.50 |
4,511.50 |
4,538.00 |
|
S3 |
4,485.75 |
4,501.50 |
4,535.75 |
|
S4 |
4,460.00 |
4,475.75 |
4,528.50 |
|
|
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% |
51.50 |
1.1% |
91% |
False |
False |
160,630 |
10 |
4,551.00 |
4,412.75 |
138.25 |
3.0% |
49.50 |
1.1% |
94% |
False |
False |
155,554 |
20 |
4,551.00 |
4,332.50 |
218.50 |
4.8% |
57.00 |
1.3% |
96% |
False |
False |
201,679 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
55.50 |
1.2% |
96% |
False |
False |
207,102 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
55.00 |
1.2% |
96% |
False |
False |
194,349 |
80 |
4,555.50 |
4,176.00 |
379.50 |
8.4% |
50.50 |
1.1% |
97% |
False |
False |
145,798 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.50 |
1.2% |
98% |
False |
False |
116,646 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
51.50 |
1.1% |
98% |
False |
False |
97,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,657.00 |
2.618 |
4,615.00 |
1.618 |
4,589.25 |
1.000 |
4,573.25 |
0.618 |
4,563.50 |
HIGH |
4,547.50 |
0.618 |
4,537.75 |
0.500 |
4,534.50 |
0.382 |
4,531.50 |
LOW |
4,521.75 |
0.618 |
4,505.75 |
1.000 |
4,496.00 |
1.618 |
4,480.00 |
2.618 |
4,454.25 |
4.250 |
4,412.25 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,540.00 |
4,529.50 |
PP |
4,537.25 |
4,516.25 |
S1 |
4,534.50 |
4,503.00 |
|