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 |
18,286.87 |
18,229.75 |
-57.12 |
-0.3% |
18,267.25 |
High |
18,286.87 |
18,229.75 |
-57.12 |
-0.3% |
18,351.36 |
Low |
18,217.14 |
17,990.02 |
-227.12 |
-1.2% |
18,217.14 |
Close |
18,232.02 |
18,041.54 |
-190.48 |
-1.0% |
18,232.02 |
Range |
69.73 |
239.73 |
170.00 |
243.8% |
134.22 |
ATR |
143.01 |
150.08 |
7.07 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,806.29 |
18,663.65 |
18,173.39 |
|
R3 |
18,566.56 |
18,423.92 |
18,107.47 |
|
R2 |
18,326.83 |
18,326.83 |
18,085.49 |
|
R1 |
18,184.19 |
18,184.19 |
18,063.52 |
18,135.65 |
PP |
18,087.10 |
18,087.10 |
18,087.10 |
18,062.83 |
S1 |
17,944.46 |
17,944.46 |
18,019.56 |
17,895.92 |
S2 |
17,847.37 |
17,847.37 |
17,997.59 |
|
S3 |
17,607.64 |
17,704.73 |
17,975.61 |
|
S4 |
17,367.91 |
17,465.00 |
17,909.69 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,669.50 |
18,584.98 |
18,305.84 |
|
R3 |
18,535.28 |
18,450.76 |
18,268.93 |
|
R2 |
18,401.06 |
18,401.06 |
18,256.63 |
|
R1 |
18,316.54 |
18,316.54 |
18,244.32 |
18,291.69 |
PP |
18,266.84 |
18,266.84 |
18,266.84 |
18,254.42 |
S1 |
18,182.32 |
18,182.32 |
18,219.72 |
18,157.47 |
S2 |
18,132.62 |
18,132.62 |
18,207.41 |
|
S3 |
17,998.40 |
18,048.10 |
18,195.11 |
|
S4 |
17,864.18 |
17,913.88 |
18,158.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,351.36 |
17,990.02 |
361.34 |
2.0% |
108.41 |
0.6% |
14% |
False |
True |
|
10 |
18,351.36 |
17,924.80 |
426.56 |
2.4% |
116.17 |
0.6% |
27% |
False |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
153.40 |
0.9% |
50% |
False |
False |
|
40 |
18,351.36 |
17,585.01 |
766.35 |
4.2% |
165.33 |
0.9% |
60% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
177.59 |
1.0% |
60% |
False |
False |
|
80 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
171.65 |
1.0% |
76% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
191.30 |
1.1% |
76% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
189.43 |
1.0% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,248.60 |
2.618 |
18,857.36 |
1.618 |
18,617.63 |
1.000 |
18,469.48 |
0.618 |
18,377.90 |
HIGH |
18,229.75 |
0.618 |
18,138.17 |
0.500 |
18,109.89 |
0.382 |
18,081.60 |
LOW |
17,990.02 |
0.618 |
17,841.87 |
1.000 |
17,750.29 |
1.618 |
17,602.14 |
2.618 |
17,362.41 |
4.250 |
16,971.17 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
18,109.89 |
18,152.46 |
PP |
18,087.10 |
18,115.48 |
S1 |
18,064.32 |
18,078.51 |
|