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 |
1,187.5 |
1,188.0 |
0.5 |
0.0% |
1,223.1 |
High |
1,191.3 |
1,192.8 |
1.5 |
0.1% |
1,232.8 |
Low |
1,183.9 |
1,180.2 |
-3.7 |
-0.3% |
1,201.9 |
Close |
1,186.5 |
1,188.8 |
2.3 |
0.2% |
1,204.9 |
Range |
7.4 |
12.6 |
5.2 |
70.3% |
30.9 |
ATR |
15.4 |
15.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
151,427 |
149,999 |
-1,428 |
-0.9% |
142,757 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,225.1 |
1,219.5 |
1,195.7 |
|
R3 |
1,212.5 |
1,206.9 |
1,192.3 |
|
R2 |
1,199.9 |
1,199.9 |
1,191.1 |
|
R1 |
1,194.3 |
1,194.3 |
1,190.0 |
1,197.1 |
PP |
1,187.3 |
1,187.3 |
1,187.3 |
1,188.7 |
S1 |
1,181.7 |
1,181.7 |
1,187.6 |
1,184.5 |
S2 |
1,174.7 |
1,174.7 |
1,186.5 |
|
S3 |
1,162.1 |
1,169.1 |
1,185.3 |
|
S4 |
1,149.5 |
1,156.5 |
1,181.9 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.9 |
1,286.3 |
1,221.9 |
|
R3 |
1,275.0 |
1,255.4 |
1,213.4 |
|
R2 |
1,244.1 |
1,244.1 |
1,210.6 |
|
R1 |
1,224.5 |
1,224.5 |
1,207.7 |
1,218.9 |
PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,210.4 |
S1 |
1,193.6 |
1,193.6 |
1,202.1 |
1,188.0 |
S2 |
1,182.3 |
1,182.3 |
1,199.2 |
|
S3 |
1,151.4 |
1,162.7 |
1,196.4 |
|
S4 |
1,120.5 |
1,131.8 |
1,187.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.2 |
1,180.2 |
35.0 |
2.9% |
13.6 |
1.1% |
25% |
False |
True |
95,302 |
10 |
1,232.8 |
1,180.2 |
52.6 |
4.4% |
13.9 |
1.2% |
16% |
False |
True |
55,966 |
20 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.3 |
1.3% |
30% |
False |
False |
35,583 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.1 |
1.3% |
30% |
False |
False |
19,151 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
15.1 |
1.3% |
51% |
False |
False |
14,005 |
80 |
1,286.0 |
1,143.8 |
142.2 |
12.0% |
15.1 |
1.3% |
32% |
False |
False |
10,865 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.6 |
1.3% |
27% |
False |
False |
8,949 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.0 |
1.3% |
27% |
False |
False |
7,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.4 |
2.618 |
1,225.8 |
1.618 |
1,213.2 |
1.000 |
1,205.4 |
0.618 |
1,200.6 |
HIGH |
1,192.8 |
0.618 |
1,188.0 |
0.500 |
1,186.5 |
0.382 |
1,185.0 |
LOW |
1,180.2 |
0.618 |
1,172.4 |
1.000 |
1,167.6 |
1.618 |
1,159.8 |
2.618 |
1,147.2 |
4.250 |
1,126.7 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,188.0 |
1,194.6 |
PP |
1,187.3 |
1,192.6 |
S1 |
1,186.5 |
1,190.7 |
|