Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,208.5 |
1,207.8 |
-0.7 |
-0.1% |
1,226.7 |
High |
1,217.0 |
1,210.2 |
-6.8 |
-0.6% |
1,234.0 |
Low |
1,204.6 |
1,188.0 |
-16.6 |
-1.4% |
1,204.5 |
Close |
1,206.8 |
1,189.7 |
-17.1 |
-1.4% |
1,206.8 |
Range |
12.4 |
22.2 |
9.8 |
79.0% |
29.5 |
ATR |
14.9 |
15.4 |
0.5 |
3.5% |
0.0 |
Volume |
3,268 |
5,569 |
2,301 |
70.4% |
15,546 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.6 |
1,248.3 |
1,201.9 |
|
R3 |
1,240.4 |
1,226.1 |
1,195.8 |
|
R2 |
1,218.2 |
1,218.2 |
1,193.8 |
|
R1 |
1,203.9 |
1,203.9 |
1,191.7 |
1,200.0 |
PP |
1,196.0 |
1,196.0 |
1,196.0 |
1,194.0 |
S1 |
1,181.7 |
1,181.7 |
1,187.7 |
1,177.8 |
S2 |
1,173.8 |
1,173.8 |
1,185.6 |
|
S3 |
1,151.6 |
1,159.5 |
1,183.6 |
|
S4 |
1,129.4 |
1,137.3 |
1,177.5 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.6 |
1,284.7 |
1,223.0 |
|
R3 |
1,274.1 |
1,255.2 |
1,214.9 |
|
R2 |
1,244.6 |
1,244.6 |
1,212.2 |
|
R1 |
1,225.7 |
1,225.7 |
1,209.5 |
1,220.4 |
PP |
1,215.1 |
1,215.1 |
1,215.1 |
1,212.5 |
S1 |
1,196.2 |
1,196.2 |
1,204.1 |
1,190.9 |
S2 |
1,185.6 |
1,185.6 |
1,201.4 |
|
S3 |
1,156.1 |
1,166.7 |
1,198.7 |
|
S4 |
1,126.6 |
1,137.2 |
1,190.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,227.2 |
1,188.0 |
39.2 |
3.3% |
14.6 |
1.2% |
4% |
False |
True |
3,652 |
10 |
1,234.0 |
1,184.0 |
50.0 |
4.2% |
15.4 |
1.3% |
11% |
False |
False |
3,875 |
20 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.7 |
1.2% |
29% |
False |
False |
3,268 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.6 |
1.2% |
29% |
False |
False |
3,010 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.4% |
14.7 |
1.2% |
50% |
False |
False |
2,764 |
80 |
1,288.2 |
1,145.5 |
142.7 |
12.0% |
15.2 |
1.3% |
31% |
False |
False |
2,439 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.9 |
1.3% |
27% |
False |
False |
2,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.6 |
2.618 |
1,268.3 |
1.618 |
1,246.1 |
1.000 |
1,232.4 |
0.618 |
1,223.9 |
HIGH |
1,210.2 |
0.618 |
1,201.7 |
0.500 |
1,199.1 |
0.382 |
1,196.5 |
LOW |
1,188.0 |
0.618 |
1,174.3 |
1.000 |
1,165.8 |
1.618 |
1,152.1 |
2.618 |
1,129.9 |
4.250 |
1,093.7 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,199.1 |
1,202.5 |
PP |
1,196.0 |
1,198.2 |
S1 |
1,192.8 |
1,194.0 |
|