Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,131.0 |
3,164.0 |
33.0 |
1.1% |
3,135.0 |
High |
3,174.0 |
3,169.0 |
-5.0 |
-0.2% |
3,174.0 |
Low |
3,122.0 |
3,142.0 |
20.0 |
0.6% |
3,090.0 |
Close |
3,171.0 |
3,154.0 |
-17.0 |
-0.5% |
3,154.0 |
Range |
52.0 |
27.0 |
-25.0 |
-48.1% |
84.0 |
ATR |
45.9 |
44.7 |
-1.2 |
-2.6% |
0.0 |
Volume |
808,120 |
708,676 |
-99,444 |
-12.3% |
4,466,518 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,236.0 |
3,222.0 |
3,168.9 |
|
R3 |
3,209.0 |
3,195.0 |
3,161.4 |
|
R2 |
3,182.0 |
3,182.0 |
3,159.0 |
|
R1 |
3,168.0 |
3,168.0 |
3,156.5 |
3,161.5 |
PP |
3,155.0 |
3,155.0 |
3,155.0 |
3,151.8 |
S1 |
3,141.0 |
3,141.0 |
3,151.5 |
3,134.5 |
S2 |
3,128.0 |
3,128.0 |
3,149.1 |
|
S3 |
3,101.0 |
3,114.0 |
3,146.6 |
|
S4 |
3,074.0 |
3,087.0 |
3,139.2 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,391.3 |
3,356.7 |
3,200.2 |
|
R3 |
3,307.3 |
3,272.7 |
3,177.1 |
|
R2 |
3,223.3 |
3,223.3 |
3,169.4 |
|
R1 |
3,188.7 |
3,188.7 |
3,161.7 |
3,206.0 |
PP |
3,139.3 |
3,139.3 |
3,139.3 |
3,148.0 |
S1 |
3,104.7 |
3,104.7 |
3,146.3 |
3,122.0 |
S2 |
3,055.3 |
3,055.3 |
3,138.6 |
|
S3 |
2,971.3 |
3,020.7 |
3,130.9 |
|
S4 |
2,887.3 |
2,936.7 |
3,107.8 |
|
|
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 |
2.7% |
42.0 |
1.3% |
76% |
False |
False |
893,303 |
10 |
3,174.0 |
3,080.0 |
94.0 |
3.0% |
39.4 |
1.2% |
79% |
False |
False |
834,179 |
20 |
3,174.0 |
3,010.0 |
164.0 |
5.2% |
44.7 |
1.4% |
88% |
False |
False |
921,145 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.5 |
1.4% |
92% |
False |
False |
873,175 |
60 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
42.0 |
1.3% |
92% |
False |
False |
586,436 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.7% |
43.5 |
1.4% |
93% |
False |
False |
440,333 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
41.1 |
1.3% |
94% |
False |
False |
352,372 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
36.2 |
1.1% |
94% |
False |
False |
293,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,283.8 |
2.618 |
3,239.7 |
1.618 |
3,212.7 |
1.000 |
3,196.0 |
0.618 |
3,185.7 |
HIGH |
3,169.0 |
0.618 |
3,158.7 |
0.500 |
3,155.5 |
0.382 |
3,152.3 |
LOW |
3,142.0 |
0.618 |
3,125.3 |
1.000 |
3,115.0 |
1.618 |
3,098.3 |
2.618 |
3,071.3 |
4.250 |
3,027.3 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,155.5 |
3,147.5 |
PP |
3,155.0 |
3,141.0 |
S1 |
3,154.5 |
3,134.5 |
|