Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,144.0 |
3,100.0 |
-44.0 |
-1.4% |
3,100.0 |
High |
3,144.0 |
3,135.0 |
-9.0 |
-0.3% |
3,158.0 |
Low |
3,102.0 |
3,095.0 |
-7.0 |
-0.2% |
3,081.0 |
Close |
3,111.0 |
3,124.0 |
13.0 |
0.4% |
3,127.0 |
Range |
42.0 |
40.0 |
-2.0 |
-4.8% |
77.0 |
ATR |
45.8 |
45.4 |
-0.4 |
-0.9% |
0.0 |
Volume |
1,064,880 |
1,134,248 |
69,368 |
6.5% |
3,069,882 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,238.0 |
3,221.0 |
3,146.0 |
|
R3 |
3,198.0 |
3,181.0 |
3,135.0 |
|
R2 |
3,158.0 |
3,158.0 |
3,131.3 |
|
R1 |
3,141.0 |
3,141.0 |
3,127.7 |
3,149.5 |
PP |
3,118.0 |
3,118.0 |
3,118.0 |
3,122.3 |
S1 |
3,101.0 |
3,101.0 |
3,120.3 |
3,109.5 |
S2 |
3,078.0 |
3,078.0 |
3,116.7 |
|
S3 |
3,038.0 |
3,061.0 |
3,113.0 |
|
S4 |
2,998.0 |
3,021.0 |
3,102.0 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,353.0 |
3,317.0 |
3,169.4 |
|
R3 |
3,276.0 |
3,240.0 |
3,148.2 |
|
R2 |
3,199.0 |
3,199.0 |
3,141.1 |
|
R1 |
3,163.0 |
3,163.0 |
3,134.1 |
3,181.0 |
PP |
3,122.0 |
3,122.0 |
3,122.0 |
3,131.0 |
S1 |
3,086.0 |
3,086.0 |
3,119.9 |
3,104.0 |
S2 |
3,045.0 |
3,045.0 |
3,112.9 |
|
S3 |
2,968.0 |
3,009.0 |
3,105.8 |
|
S4 |
2,891.0 |
2,932.0 |
3,084.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,156.0 |
3,090.0 |
66.0 |
2.1% |
36.8 |
1.2% |
52% |
False |
False |
880,195 |
10 |
3,158.0 |
3,080.0 |
78.0 |
2.5% |
40.1 |
1.3% |
56% |
False |
False |
878,560 |
20 |
3,158.0 |
3,010.0 |
148.0 |
4.7% |
45.5 |
1.5% |
77% |
False |
False |
935,279 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
45.3 |
1.4% |
81% |
False |
False |
838,045 |
60 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
42.1 |
1.3% |
81% |
False |
False |
561,329 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
43.2 |
1.4% |
83% |
False |
False |
421,413 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
40.8 |
1.3% |
84% |
False |
False |
337,208 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
35.6 |
1.1% |
84% |
False |
False |
281,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,305.0 |
2.618 |
3,239.7 |
1.618 |
3,199.7 |
1.000 |
3,175.0 |
0.618 |
3,159.7 |
HIGH |
3,135.0 |
0.618 |
3,119.7 |
0.500 |
3,115.0 |
0.382 |
3,110.3 |
LOW |
3,095.0 |
0.618 |
3,070.3 |
1.000 |
3,055.0 |
1.618 |
3,030.3 |
2.618 |
2,990.3 |
4.250 |
2,925.0 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,121.0 |
3,121.7 |
PP |
3,118.0 |
3,119.3 |
S1 |
3,115.0 |
3,117.0 |
|