Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
3,659.0 |
3,653.0 |
-6.0 |
-0.2% |
3,648.0 |
High |
3,662.0 |
3,653.0 |
-9.0 |
-0.2% |
3,677.0 |
Low |
3,613.0 |
3,552.0 |
-61.0 |
-1.7% |
3,552.0 |
Close |
3,638.0 |
3,558.0 |
-80.0 |
-2.2% |
3,558.0 |
Range |
49.0 |
101.0 |
52.0 |
106.1% |
125.0 |
ATR |
64.0 |
66.6 |
2.6 |
4.1% |
0.0 |
Volume |
1,321 |
5,043 |
3,722 |
281.8% |
9,582 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,890.7 |
3,825.3 |
3,613.6 |
|
R3 |
3,789.7 |
3,724.3 |
3,585.8 |
|
R2 |
3,688.7 |
3,688.7 |
3,576.5 |
|
R1 |
3,623.3 |
3,623.3 |
3,567.3 |
3,605.5 |
PP |
3,587.7 |
3,587.7 |
3,587.7 |
3,578.8 |
S1 |
3,522.3 |
3,522.3 |
3,548.7 |
3,504.5 |
S2 |
3,486.7 |
3,486.7 |
3,539.5 |
|
S3 |
3,385.7 |
3,421.3 |
3,530.2 |
|
S4 |
3,284.7 |
3,320.3 |
3,502.5 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,970.7 |
3,889.3 |
3,626.8 |
|
R3 |
3,845.7 |
3,764.3 |
3,592.4 |
|
R2 |
3,720.7 |
3,720.7 |
3,580.9 |
|
R1 |
3,639.3 |
3,639.3 |
3,569.5 |
3,617.5 |
PP |
3,595.7 |
3,595.7 |
3,595.7 |
3,584.8 |
S1 |
3,514.3 |
3,514.3 |
3,546.5 |
3,492.5 |
S2 |
3,470.7 |
3,470.7 |
3,535.1 |
|
S3 |
3,345.7 |
3,389.3 |
3,523.6 |
|
S4 |
3,220.7 |
3,264.3 |
3,489.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,677.0 |
3,552.0 |
125.0 |
3.5% |
62.4 |
1.8% |
5% |
False |
True |
2,099 |
10 |
3,678.0 |
3,517.0 |
161.0 |
4.5% |
58.2 |
1.6% |
25% |
False |
False |
11,199 |
20 |
3,678.0 |
3,438.0 |
240.0 |
6.7% |
68.2 |
1.9% |
50% |
False |
False |
10,577 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
62.5 |
1.8% |
37% |
False |
False |
6,585 |
60 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
52.2 |
1.5% |
37% |
False |
False |
4,970 |
80 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
41.6 |
1.2% |
59% |
False |
False |
3,736 |
100 |
3,761.0 |
2,926.0 |
835.0 |
23.5% |
42.0 |
1.2% |
76% |
False |
False |
3,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,082.3 |
2.618 |
3,917.4 |
1.618 |
3,816.4 |
1.000 |
3,754.0 |
0.618 |
3,715.4 |
HIGH |
3,653.0 |
0.618 |
3,614.4 |
0.500 |
3,602.5 |
0.382 |
3,590.6 |
LOW |
3,552.0 |
0.618 |
3,489.6 |
1.000 |
3,451.0 |
1.618 |
3,388.6 |
2.618 |
3,287.6 |
4.250 |
3,122.8 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3,602.5 |
3,614.5 |
PP |
3,587.7 |
3,595.7 |
S1 |
3,572.8 |
3,576.8 |
|