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 |
17,962 |
18,056 |
94 |
0.5% |
18,140 |
High |
18,071 |
18,064 |
-7 |
0.0% |
18,250 |
Low |
17,945 |
17,975 |
30 |
0.2% |
18,109 |
Close |
18,059 |
18,053 |
-6 |
0.0% |
18,143 |
Range |
126 |
89 |
-37 |
-29.4% |
141 |
ATR |
149 |
144 |
-4 |
-2.9% |
0 |
Volume |
211 |
407 |
196 |
92.9% |
428 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,298 |
18,264 |
18,102 |
|
R3 |
18,209 |
18,175 |
18,078 |
|
R2 |
18,120 |
18,120 |
18,069 |
|
R1 |
18,086 |
18,086 |
18,061 |
18,059 |
PP |
18,031 |
18,031 |
18,031 |
18,017 |
S1 |
17,997 |
17,997 |
18,045 |
17,970 |
S2 |
17,942 |
17,942 |
18,037 |
|
S3 |
17,853 |
17,908 |
18,029 |
|
S4 |
17,764 |
17,819 |
18,004 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,590 |
18,508 |
18,221 |
|
R3 |
18,449 |
18,367 |
18,182 |
|
R2 |
18,308 |
18,308 |
18,169 |
|
R1 |
18,226 |
18,226 |
18,156 |
18,267 |
PP |
18,167 |
18,167 |
18,167 |
18,188 |
S1 |
18,085 |
18,085 |
18,130 |
18,126 |
S2 |
18,026 |
18,026 |
18,117 |
|
S3 |
17,885 |
17,944 |
18,104 |
|
S4 |
17,744 |
17,803 |
18,066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,200 |
17,887 |
313 |
1.7% |
130 |
0.7% |
53% |
False |
False |
162 |
10 |
18,250 |
17,887 |
363 |
2.0% |
119 |
0.7% |
46% |
False |
False |
145 |
20 |
18,250 |
17,601 |
649 |
3.6% |
147 |
0.8% |
70% |
False |
False |
109 |
40 |
18,250 |
17,437 |
813 |
4.5% |
149 |
0.8% |
76% |
False |
False |
63 |
60 |
18,250 |
17,410 |
840 |
4.7% |
138 |
0.8% |
77% |
False |
False |
44 |
80 |
18,250 |
17,402 |
848 |
4.7% |
111 |
0.6% |
77% |
False |
False |
33 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
97 |
0.5% |
85% |
False |
False |
27 |
120 |
18,250 |
16,831 |
1,419 |
7.9% |
86 |
0.5% |
86% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,442 |
2.618 |
18,297 |
1.618 |
18,208 |
1.000 |
18,153 |
0.618 |
18,119 |
HIGH |
18,064 |
0.618 |
18,030 |
0.500 |
18,020 |
0.382 |
18,009 |
LOW |
17,975 |
0.618 |
17,920 |
1.000 |
17,886 |
1.618 |
17,831 |
2.618 |
17,742 |
4.250 |
17,597 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,042 |
18,044 |
PP |
18,031 |
18,035 |
S1 |
18,020 |
18,027 |
|