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 |
3,179.0 |
3,229.0 |
50.0 |
1.6% |
3,154.0 |
High |
3,199.0 |
3,245.0 |
46.0 |
1.4% |
3,199.0 |
Low |
3,170.0 |
3,224.0 |
54.0 |
1.7% |
3,121.0 |
Close |
3,193.0 |
3,237.0 |
44.0 |
1.4% |
3,193.0 |
Range |
29.0 |
21.0 |
-8.0 |
-27.6% |
78.0 |
ATR |
39.9 |
40.7 |
0.9 |
2.2% |
0.0 |
Volume |
392,657 |
699,963 |
307,306 |
78.3% |
3,023,149 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,298.3 |
3,288.7 |
3,248.6 |
|
R3 |
3,277.3 |
3,267.7 |
3,242.8 |
|
R2 |
3,256.3 |
3,256.3 |
3,240.9 |
|
R1 |
3,246.7 |
3,246.7 |
3,238.9 |
3,251.5 |
PP |
3,235.3 |
3,235.3 |
3,235.3 |
3,237.8 |
S1 |
3,225.7 |
3,225.7 |
3,235.1 |
3,230.5 |
S2 |
3,214.3 |
3,214.3 |
3,233.2 |
|
S3 |
3,193.3 |
3,204.7 |
3,231.2 |
|
S4 |
3,172.3 |
3,183.7 |
3,225.5 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,405.0 |
3,377.0 |
3,235.9 |
|
R3 |
3,327.0 |
3,299.0 |
3,214.5 |
|
R2 |
3,249.0 |
3,249.0 |
3,207.3 |
|
R1 |
3,221.0 |
3,221.0 |
3,200.2 |
3,235.0 |
PP |
3,171.0 |
3,171.0 |
3,171.0 |
3,178.0 |
S1 |
3,143.0 |
3,143.0 |
3,185.9 |
3,157.0 |
S2 |
3,093.0 |
3,093.0 |
3,178.7 |
|
S3 |
3,015.0 |
3,065.0 |
3,171.6 |
|
S4 |
2,937.0 |
2,987.0 |
3,150.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,245.0 |
3,133.0 |
112.0 |
3.5% |
31.2 |
1.0% |
93% |
True |
False |
611,008 |
10 |
3,245.0 |
3,121.0 |
124.0 |
3.8% |
34.1 |
1.1% |
94% |
True |
False |
741,301 |
20 |
3,245.0 |
3,081.0 |
164.0 |
5.1% |
36.2 |
1.1% |
95% |
True |
False |
784,948 |
40 |
3,245.0 |
3,010.0 |
235.0 |
7.3% |
39.4 |
1.2% |
97% |
True |
False |
858,040 |
60 |
3,245.0 |
2,902.0 |
343.0 |
10.6% |
42.3 |
1.3% |
98% |
True |
False |
722,299 |
80 |
3,245.0 |
2,868.0 |
377.0 |
11.6% |
42.5 |
1.3% |
98% |
True |
False |
542,231 |
100 |
3,245.0 |
2,868.0 |
377.0 |
11.6% |
41.5 |
1.3% |
98% |
True |
False |
433,936 |
120 |
3,245.0 |
2,847.0 |
398.0 |
12.3% |
38.9 |
1.2% |
98% |
True |
False |
361,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,334.3 |
2.618 |
3,300.0 |
1.618 |
3,279.0 |
1.000 |
3,266.0 |
0.618 |
3,258.0 |
HIGH |
3,245.0 |
0.618 |
3,237.0 |
0.500 |
3,234.5 |
0.382 |
3,232.0 |
LOW |
3,224.0 |
0.618 |
3,211.0 |
1.000 |
3,203.0 |
1.618 |
3,190.0 |
2.618 |
3,169.0 |
4.250 |
3,134.8 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,236.2 |
3,226.0 |
PP |
3,235.3 |
3,215.0 |
S1 |
3,234.5 |
3,204.0 |
|