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 |
4,540.50 |
4,542.00 |
1.50 |
0.0% |
4,527.50 |
High |
4,547.50 |
4,545.25 |
-2.25 |
0.0% |
4,551.00 |
Low |
4,521.75 |
4,497.25 |
-24.50 |
-0.5% |
4,455.00 |
Close |
4,542.75 |
4,511.00 |
-31.75 |
-0.7% |
4,511.00 |
Range |
25.75 |
48.00 |
22.25 |
86.4% |
96.00 |
ATR |
54.04 |
53.61 |
-0.43 |
-0.8% |
0.00 |
Volume |
152,018 |
197,740 |
45,722 |
30.1% |
776,380 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,661.75 |
4,634.50 |
4,537.50 |
|
R3 |
4,613.75 |
4,586.50 |
4,524.25 |
|
R2 |
4,565.75 |
4,565.75 |
4,519.75 |
|
R1 |
4,538.50 |
4,538.50 |
4,515.50 |
4,528.00 |
PP |
4,517.75 |
4,517.75 |
4,517.75 |
4,512.75 |
S1 |
4,490.50 |
4,490.50 |
4,506.50 |
4,480.00 |
S2 |
4,469.75 |
4,469.75 |
4,502.25 |
|
S3 |
4,421.75 |
4,442.50 |
4,497.75 |
|
S4 |
4,373.75 |
4,394.50 |
4,484.50 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,793.75 |
4,748.25 |
4,563.75 |
|
R3 |
4,697.75 |
4,652.25 |
4,537.50 |
|
R2 |
4,601.75 |
4,601.75 |
4,528.50 |
|
R1 |
4,556.25 |
4,556.25 |
4,519.75 |
4,531.00 |
PP |
4,505.75 |
4,505.75 |
4,505.75 |
4,493.00 |
S1 |
4,460.25 |
4,460.25 |
4,502.25 |
4,435.00 |
S2 |
4,409.75 |
4,409.75 |
4,493.50 |
|
S3 |
4,313.75 |
4,364.25 |
4,484.50 |
|
S4 |
4,217.75 |
4,268.25 |
4,458.25 |
|
|
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% |
51.00 |
1.1% |
58% |
False |
False |
175,472 |
10 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
46.50 |
1.0% |
58% |
False |
False |
156,889 |
20 |
4,551.00 |
4,332.50 |
218.50 |
4.8% |
54.75 |
1.2% |
82% |
False |
False |
193,902 |
40 |
4,555.50 |
4,264.50 |
291.00 |
6.5% |
54.75 |
1.2% |
85% |
False |
False |
204,258 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.25 |
1.2% |
85% |
False |
False |
197,631 |
80 |
4,555.50 |
4,179.25 |
376.25 |
8.3% |
50.50 |
1.1% |
88% |
False |
False |
148,270 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.50 |
1.2% |
91% |
False |
False |
118,623 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
52.00 |
1.2% |
91% |
False |
False |
98,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,749.25 |
2.618 |
4,671.00 |
1.618 |
4,623.00 |
1.000 |
4,593.25 |
0.618 |
4,575.00 |
HIGH |
4,545.25 |
0.618 |
4,527.00 |
0.500 |
4,521.25 |
0.382 |
4,515.50 |
LOW |
4,497.25 |
0.618 |
4,467.50 |
1.000 |
4,449.25 |
1.618 |
4,419.50 |
2.618 |
4,371.50 |
4.250 |
4,293.25 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,521.25 |
4,512.00 |
PP |
4,517.75 |
4,511.75 |
S1 |
4,514.50 |
4,511.25 |
|