Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
189.75 |
191.05 |
1.30 |
0.7% |
187.69 |
High |
190.48 |
191.58 |
1.10 |
0.6% |
190.48 |
Low |
189.59 |
190.95 |
1.36 |
0.7% |
187.07 |
Close |
190.35 |
191.52 |
1.17 |
0.6% |
190.35 |
Range |
0.89 |
0.63 |
-0.26 |
-29.2% |
3.41 |
ATR |
1.57 |
1.54 |
-0.02 |
-1.5% |
0.00 |
Volume |
60,156,000 |
72,010,305 |
11,854,305 |
19.7% |
386,282,304 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
193.24 |
193.01 |
191.87 |
|
R3 |
192.61 |
192.38 |
191.69 |
|
R2 |
191.98 |
191.98 |
191.64 |
|
R1 |
191.75 |
191.75 |
191.58 |
191.87 |
PP |
191.35 |
191.35 |
191.35 |
191.41 |
S1 |
191.12 |
191.12 |
191.46 |
191.24 |
S2 |
190.72 |
190.72 |
191.40 |
|
S3 |
190.09 |
190.49 |
191.35 |
|
S4 |
189.46 |
189.86 |
191.17 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
199.53 |
198.35 |
192.23 |
|
R3 |
196.12 |
194.94 |
191.29 |
|
R2 |
192.71 |
192.71 |
190.98 |
|
R1 |
191.53 |
191.53 |
190.66 |
192.12 |
PP |
189.30 |
189.30 |
189.30 |
189.60 |
S1 |
188.12 |
188.12 |
190.04 |
188.71 |
S2 |
185.89 |
185.89 |
189.72 |
|
S3 |
182.48 |
184.71 |
189.41 |
|
S4 |
179.07 |
181.30 |
188.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
191.58 |
187.07 |
4.51 |
2.4% |
1.08 |
0.6% |
99% |
True |
False |
78,890,641 |
10 |
191.58 |
186.48 |
5.10 |
2.7% |
1.22 |
0.6% |
99% |
True |
False |
84,952,741 |
20 |
191.58 |
186.01 |
5.57 |
2.9% |
1.36 |
0.7% |
99% |
True |
False |
87,917,330 |
40 |
191.58 |
181.31 |
10.27 |
5.4% |
1.62 |
0.8% |
99% |
True |
False |
100,459,643 |
60 |
191.58 |
181.31 |
10.27 |
5.4% |
1.66 |
0.9% |
99% |
True |
False |
107,917,823 |
80 |
191.58 |
173.71 |
17.87 |
9.3% |
1.71 |
0.9% |
100% |
True |
False |
113,299,124 |
100 |
191.58 |
173.71 |
17.87 |
9.3% |
1.67 |
0.9% |
100% |
True |
False |
113,998,846 |
120 |
191.58 |
173.71 |
17.87 |
9.3% |
1.58 |
0.8% |
100% |
True |
False |
112,773,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
194.26 |
2.618 |
193.23 |
1.618 |
192.60 |
1.000 |
192.21 |
0.618 |
191.97 |
HIGH |
191.58 |
0.618 |
191.34 |
0.500 |
191.27 |
0.382 |
191.19 |
LOW |
190.95 |
0.618 |
190.56 |
1.000 |
190.32 |
1.618 |
189.93 |
2.618 |
189.30 |
4.250 |
188.27 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
191.44 |
191.09 |
PP |
191.35 |
190.65 |
S1 |
191.27 |
190.22 |
|