Trading Metrics calculated at close of trading on 27-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
Open |
1,207.8 |
1,189.6 |
-18.2 |
-1.5% |
1,226.7 |
High |
1,210.2 |
1,192.7 |
-17.5 |
-1.4% |
1,234.0 |
Low |
1,188.0 |
1,186.1 |
-1.9 |
-0.2% |
1,204.5 |
Close |
1,189.7 |
1,188.4 |
-1.3 |
-0.1% |
1,206.8 |
Range |
22.2 |
6.6 |
-15.6 |
-70.3% |
29.5 |
ATR |
15.4 |
14.8 |
-0.6 |
-4.1% |
0.0 |
Volume |
5,569 |
5,174 |
-395 |
-7.1% |
15,546 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.9 |
1,205.2 |
1,192.0 |
|
R3 |
1,202.3 |
1,198.6 |
1,190.2 |
|
R2 |
1,195.7 |
1,195.7 |
1,189.6 |
|
R1 |
1,192.0 |
1,192.0 |
1,189.0 |
1,190.6 |
PP |
1,189.1 |
1,189.1 |
1,189.1 |
1,188.3 |
S1 |
1,185.4 |
1,185.4 |
1,187.8 |
1,184.0 |
S2 |
1,182.5 |
1,182.5 |
1,187.2 |
|
S3 |
1,175.9 |
1,178.8 |
1,186.6 |
|
S4 |
1,169.3 |
1,172.2 |
1,184.8 |
|
|
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 |
1,217.0 |
1,186.1 |
30.9 |
2.6% |
12.1 |
1.0% |
7% |
False |
True |
4,164 |
10 |
1,234.0 |
1,186.1 |
47.9 |
4.0% |
14.6 |
1.2% |
5% |
False |
True |
3,993 |
20 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.3 |
1.2% |
26% |
False |
False |
3,304 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.4 |
1.2% |
26% |
False |
False |
2,920 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.4% |
14.5 |
1.2% |
48% |
False |
False |
2,825 |
80 |
1,287.5 |
1,145.5 |
142.0 |
11.9% |
15.0 |
1.3% |
30% |
False |
False |
2,491 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.8 |
1.3% |
26% |
False |
False |
2,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,220.8 |
2.618 |
1,210.0 |
1.618 |
1,203.4 |
1.000 |
1,199.3 |
0.618 |
1,196.8 |
HIGH |
1,192.7 |
0.618 |
1,190.2 |
0.500 |
1,189.4 |
0.382 |
1,188.6 |
LOW |
1,186.1 |
0.618 |
1,182.0 |
1.000 |
1,179.5 |
1.618 |
1,175.4 |
2.618 |
1,168.8 |
4.250 |
1,158.1 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1,189.4 |
1,201.6 |
PP |
1,189.1 |
1,197.2 |
S1 |
1,188.7 |
1,192.8 |
|