Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,100.0 |
3,131.0 |
31.0 |
1.0% |
3,100.0 |
High |
3,135.0 |
3,174.0 |
39.0 |
1.2% |
3,158.0 |
Low |
3,095.0 |
3,122.0 |
27.0 |
0.9% |
3,081.0 |
Close |
3,124.0 |
3,171.0 |
47.0 |
1.5% |
3,127.0 |
Range |
40.0 |
52.0 |
12.0 |
30.0% |
77.0 |
ATR |
45.4 |
45.9 |
0.5 |
1.0% |
0.0 |
Volume |
1,134,248 |
808,120 |
-326,128 |
-28.8% |
3,069,882 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,311.7 |
3,293.3 |
3,199.6 |
|
R3 |
3,259.7 |
3,241.3 |
3,185.3 |
|
R2 |
3,207.7 |
3,207.7 |
3,180.5 |
|
R1 |
3,189.3 |
3,189.3 |
3,175.8 |
3,198.5 |
PP |
3,155.7 |
3,155.7 |
3,155.7 |
3,160.3 |
S1 |
3,137.3 |
3,137.3 |
3,166.2 |
3,146.5 |
S2 |
3,103.7 |
3,103.7 |
3,161.5 |
|
S3 |
3,051.7 |
3,085.3 |
3,156.7 |
|
S4 |
2,999.7 |
3,033.3 |
3,142.4 |
|
|
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 |
3,174.0 |
3,090.0 |
84.0 |
2.6% |
42.8 |
1.3% |
96% |
True |
False |
874,439 |
10 |
3,174.0 |
3,080.0 |
94.0 |
3.0% |
42.6 |
1.3% |
97% |
True |
False |
857,550 |
20 |
3,174.0 |
3,010.0 |
164.0 |
5.2% |
45.9 |
1.4% |
98% |
True |
False |
921,143 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.6% |
45.1 |
1.4% |
99% |
False |
False |
857,459 |
60 |
3,175.0 |
2,902.0 |
273.0 |
8.6% |
42.0 |
1.3% |
99% |
False |
False |
574,628 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.7% |
43.6 |
1.4% |
99% |
False |
False |
431,476 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.3% |
41.1 |
1.3% |
99% |
False |
False |
345,289 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.3% |
36.0 |
1.1% |
99% |
False |
False |
287,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,395.0 |
2.618 |
3,310.1 |
1.618 |
3,258.1 |
1.000 |
3,226.0 |
0.618 |
3,206.1 |
HIGH |
3,174.0 |
0.618 |
3,154.1 |
0.500 |
3,148.0 |
0.382 |
3,141.9 |
LOW |
3,122.0 |
0.618 |
3,089.9 |
1.000 |
3,070.0 |
1.618 |
3,037.9 |
2.618 |
2,985.9 |
4.250 |
2,901.0 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,163.3 |
3,158.8 |
PP |
3,155.7 |
3,146.7 |
S1 |
3,148.0 |
3,134.5 |
|