Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,229.0 |
3,240.0 |
11.0 |
0.3% |
3,154.0 |
High |
3,245.0 |
3,245.0 |
0.0 |
0.0% |
3,199.0 |
Low |
3,224.0 |
3,227.0 |
3.0 |
0.1% |
3,121.0 |
Close |
3,237.0 |
3,237.0 |
0.0 |
0.0% |
3,193.0 |
Range |
21.0 |
18.0 |
-3.0 |
-14.3% |
78.0 |
ATR |
40.7 |
39.1 |
-1.6 |
-4.0% |
0.0 |
Volume |
699,963 |
430,905 |
-269,058 |
-38.4% |
3,023,149 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,290.3 |
3,281.7 |
3,246.9 |
|
R3 |
3,272.3 |
3,263.7 |
3,242.0 |
|
R2 |
3,254.3 |
3,254.3 |
3,240.3 |
|
R1 |
3,245.7 |
3,245.7 |
3,238.7 |
3,241.0 |
PP |
3,236.3 |
3,236.3 |
3,236.3 |
3,234.0 |
S1 |
3,227.7 |
3,227.7 |
3,235.4 |
3,223.0 |
S2 |
3,218.3 |
3,218.3 |
3,233.7 |
|
S3 |
3,200.3 |
3,209.7 |
3,232.1 |
|
S4 |
3,182.3 |
3,191.7 |
3,227.1 |
|
|
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% |
28.0 |
0.9% |
93% |
True |
False |
542,327 |
10 |
3,245.0 |
3,121.0 |
124.0 |
3.8% |
34.0 |
1.1% |
94% |
True |
False |
716,090 |
20 |
3,245.0 |
3,090.0 |
155.0 |
4.8% |
35.0 |
1.1% |
95% |
True |
False |
762,068 |
40 |
3,245.0 |
3,010.0 |
235.0 |
7.3% |
39.2 |
1.2% |
97% |
True |
False |
846,582 |
60 |
3,245.0 |
2,902.0 |
343.0 |
10.6% |
42.1 |
1.3% |
98% |
True |
False |
729,425 |
80 |
3,245.0 |
2,868.0 |
377.0 |
11.6% |
41.4 |
1.3% |
98% |
True |
False |
547,613 |
100 |
3,245.0 |
2,868.0 |
377.0 |
11.6% |
41.5 |
1.3% |
98% |
True |
False |
438,243 |
120 |
3,245.0 |
2,847.0 |
398.0 |
12.3% |
39.0 |
1.2% |
98% |
True |
False |
365,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,321.5 |
2.618 |
3,292.1 |
1.618 |
3,274.1 |
1.000 |
3,263.0 |
0.618 |
3,256.1 |
HIGH |
3,245.0 |
0.618 |
3,238.1 |
0.500 |
3,236.0 |
0.382 |
3,233.9 |
LOW |
3,227.0 |
0.618 |
3,215.9 |
1.000 |
3,209.0 |
1.618 |
3,197.9 |
2.618 |
3,179.9 |
4.250 |
3,150.5 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,236.7 |
3,227.2 |
PP |
3,236.3 |
3,217.3 |
S1 |
3,236.0 |
3,207.5 |
|