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 |
1,186.7 |
1,187.1 |
0.4 |
0.0% |
1,222.8 |
High |
1,190.4 |
1,192.0 |
1.6 |
0.1% |
1,232.0 |
Low |
1,183.0 |
1,179.6 |
-3.4 |
-0.3% |
1,200.8 |
Close |
1,185.6 |
1,188.1 |
2.5 |
0.2% |
1,204.0 |
Range |
7.4 |
12.4 |
5.0 |
67.6% |
31.2 |
ATR |
15.9 |
15.6 |
-0.2 |
-1.6% |
0.0 |
Volume |
200,216 |
52,705 |
-147,511 |
-73.7% |
710,271 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.8 |
1,218.3 |
1,194.9 |
|
R3 |
1,211.4 |
1,205.9 |
1,191.5 |
|
R2 |
1,199.0 |
1,199.0 |
1,190.4 |
|
R1 |
1,193.5 |
1,193.5 |
1,189.2 |
1,196.3 |
PP |
1,186.6 |
1,186.6 |
1,186.6 |
1,187.9 |
S1 |
1,181.1 |
1,181.1 |
1,187.0 |
1,183.9 |
S2 |
1,174.2 |
1,174.2 |
1,185.8 |
|
S3 |
1,161.8 |
1,168.7 |
1,184.7 |
|
S4 |
1,149.4 |
1,156.3 |
1,181.3 |
|
|
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 |
1,179.6 |
35.0 |
2.9% |
13.7 |
1.2% |
24% |
False |
True |
156,028 |
10 |
1,232.0 |
1,179.6 |
52.4 |
4.4% |
14.1 |
1.2% |
16% |
False |
True |
151,889 |
20 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.6 |
1.3% |
31% |
False |
False |
148,068 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.8 |
1.3% |
31% |
False |
False |
137,467 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
16.1 |
1.4% |
51% |
False |
False |
107,182 |
80 |
1,286.5 |
1,142.4 |
144.1 |
12.1% |
16.6 |
1.4% |
32% |
False |
False |
81,337 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.5 |
1.5% |
27% |
False |
False |
65,984 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.0 |
1.5% |
27% |
False |
False |
55,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,244.7 |
2.618 |
1,224.5 |
1.618 |
1,212.1 |
1.000 |
1,204.4 |
0.618 |
1,199.7 |
HIGH |
1,192.0 |
0.618 |
1,187.3 |
0.500 |
1,185.8 |
0.382 |
1,184.3 |
LOW |
1,179.6 |
0.618 |
1,171.9 |
1.000 |
1,167.2 |
1.618 |
1,159.5 |
2.618 |
1,147.1 |
4.250 |
1,126.9 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,187.3 |
1,193.9 |
PP |
1,186.6 |
1,192.0 |
S1 |
1,185.8 |
1,190.0 |
|