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 |
1,205.2 |
1,186.7 |
-18.5 |
-1.5% |
1,222.8 |
High |
1,208.2 |
1,190.4 |
-17.8 |
-1.5% |
1,232.0 |
Low |
1,184.8 |
1,183.0 |
-1.8 |
-0.2% |
1,200.8 |
Close |
1,186.9 |
1,185.6 |
-1.3 |
-0.1% |
1,204.0 |
Range |
23.4 |
7.4 |
-16.0 |
-68.4% |
31.2 |
ATR |
16.5 |
15.9 |
-0.7 |
-3.9% |
0.0 |
Volume |
244,624 |
200,216 |
-44,408 |
-18.2% |
710,271 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.5 |
1,204.5 |
1,189.7 |
|
R3 |
1,201.1 |
1,197.1 |
1,187.6 |
|
R2 |
1,193.7 |
1,193.7 |
1,187.0 |
|
R1 |
1,189.7 |
1,189.7 |
1,186.3 |
1,188.0 |
PP |
1,186.3 |
1,186.3 |
1,186.3 |
1,185.5 |
S1 |
1,182.3 |
1,182.3 |
1,184.9 |
1,180.6 |
S2 |
1,178.9 |
1,178.9 |
1,184.2 |
|
S3 |
1,171.5 |
1,174.9 |
1,183.6 |
|
S4 |
1,164.1 |
1,167.5 |
1,181.5 |
|
|
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 |
1,214.6 |
1,183.0 |
31.6 |
2.7% |
13.3 |
1.1% |
8% |
False |
True |
171,065 |
10 |
1,232.0 |
1,183.0 |
49.0 |
4.1% |
15.7 |
1.3% |
5% |
False |
True |
170,790 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.6 |
1.3% |
27% |
False |
False |
152,487 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.8 |
1.3% |
27% |
False |
False |
139,024 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
16.2 |
1.4% |
48% |
False |
False |
106,464 |
80 |
1,286.5 |
1,142.4 |
144.1 |
12.2% |
16.6 |
1.4% |
30% |
False |
False |
80,767 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
17.7 |
1.5% |
26% |
False |
False |
65,471 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.0 |
1.5% |
26% |
False |
False |
54,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,221.9 |
2.618 |
1,209.8 |
1.618 |
1,202.4 |
1.000 |
1,197.8 |
0.618 |
1,195.0 |
HIGH |
1,190.4 |
0.618 |
1,187.6 |
0.500 |
1,186.7 |
0.382 |
1,185.8 |
LOW |
1,183.0 |
0.618 |
1,178.4 |
1.000 |
1,175.6 |
1.618 |
1,171.0 |
2.618 |
1,163.6 |
4.250 |
1,151.6 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,186.7 |
1,198.8 |
PP |
1,186.3 |
1,194.4 |
S1 |
1,186.0 |
1,190.0 |
|