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 |
1,206.0 |
1,205.2 |
-0.8 |
-0.1% |
1,222.8 |
High |
1,214.6 |
1,208.2 |
-6.4 |
-0.5% |
1,232.0 |
Low |
1,201.0 |
1,184.8 |
-16.2 |
-1.3% |
1,200.8 |
Close |
1,204.0 |
1,186.9 |
-17.1 |
-1.4% |
1,204.0 |
Range |
13.6 |
23.4 |
9.8 |
72.1% |
31.2 |
ATR |
16.0 |
16.5 |
0.5 |
3.3% |
0.0 |
Volume |
142,930 |
244,624 |
101,694 |
71.1% |
710,271 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.5 |
1,248.6 |
1,199.8 |
|
R3 |
1,240.1 |
1,225.2 |
1,193.3 |
|
R2 |
1,216.7 |
1,216.7 |
1,191.2 |
|
R1 |
1,201.8 |
1,201.8 |
1,189.0 |
1,197.6 |
PP |
1,193.3 |
1,193.3 |
1,193.3 |
1,191.2 |
S1 |
1,178.4 |
1,178.4 |
1,184.8 |
1,174.2 |
S2 |
1,169.9 |
1,169.9 |
1,182.6 |
|
S3 |
1,146.5 |
1,155.0 |
1,180.5 |
|
S4 |
1,123.1 |
1,131.6 |
1,174.0 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.9 |
1,286.1 |
1,221.2 |
|
R3 |
1,274.7 |
1,254.9 |
1,212.6 |
|
R2 |
1,243.5 |
1,243.5 |
1,209.7 |
|
R1 |
1,223.7 |
1,223.7 |
1,206.9 |
1,218.0 |
PP |
1,212.3 |
1,212.3 |
1,212.3 |
1,209.4 |
S1 |
1,192.5 |
1,192.5 |
1,201.1 |
1,186.8 |
S2 |
1,181.1 |
1,181.1 |
1,198.3 |
|
S3 |
1,149.9 |
1,161.3 |
1,195.4 |
|
S4 |
1,118.7 |
1,130.1 |
1,186.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,225.5 |
1,184.8 |
40.7 |
3.4% |
15.9 |
1.3% |
5% |
False |
True |
166,814 |
10 |
1,232.0 |
1,179.7 |
52.3 |
4.4% |
16.6 |
1.4% |
14% |
False |
False |
164,695 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
16.1 |
1.4% |
29% |
False |
False |
150,355 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
16.0 |
1.4% |
29% |
False |
False |
137,305 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
16.4 |
1.4% |
50% |
False |
False |
103,184 |
80 |
1,286.5 |
1,142.4 |
144.1 |
12.1% |
16.9 |
1.4% |
31% |
False |
False |
78,384 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.8 |
1.5% |
27% |
False |
False |
63,524 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.1 |
1.5% |
27% |
False |
False |
53,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.7 |
2.618 |
1,269.5 |
1.618 |
1,246.1 |
1.000 |
1,231.6 |
0.618 |
1,222.7 |
HIGH |
1,208.2 |
0.618 |
1,199.3 |
0.500 |
1,196.5 |
0.382 |
1,193.7 |
LOW |
1,184.8 |
0.618 |
1,170.3 |
1.000 |
1,161.4 |
1.618 |
1,146.9 |
2.618 |
1,123.5 |
4.250 |
1,085.4 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,196.5 |
1,199.7 |
PP |
1,193.3 |
1,195.4 |
S1 |
1,190.1 |
1,191.2 |
|