Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,240.0 |
3,239.0 |
-1.0 |
0.0% |
3,154.0 |
High |
3,245.0 |
3,247.0 |
2.0 |
0.1% |
3,199.0 |
Low |
3,227.0 |
3,231.0 |
4.0 |
0.1% |
3,121.0 |
Close |
3,237.0 |
3,239.0 |
2.0 |
0.1% |
3,193.0 |
Range |
18.0 |
16.0 |
-2.0 |
-11.1% |
78.0 |
ATR |
39.1 |
37.5 |
-1.7 |
-4.2% |
0.0 |
Volume |
430,905 |
698,237 |
267,332 |
62.0% |
3,023,149 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,287.0 |
3,279.0 |
3,247.8 |
|
R3 |
3,271.0 |
3,263.0 |
3,243.4 |
|
R2 |
3,255.0 |
3,255.0 |
3,241.9 |
|
R1 |
3,247.0 |
3,247.0 |
3,240.5 |
3,247.0 |
PP |
3,239.0 |
3,239.0 |
3,239.0 |
3,239.0 |
S1 |
3,231.0 |
3,231.0 |
3,237.5 |
3,231.0 |
S2 |
3,223.0 |
3,223.0 |
3,236.1 |
|
S3 |
3,207.0 |
3,215.0 |
3,234.6 |
|
S4 |
3,191.0 |
3,199.0 |
3,230.2 |
|
|
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 |
3,247.0 |
3,163.0 |
84.0 |
2.6% |
21.6 |
0.7% |
90% |
True |
False |
554,533 |
10 |
3,247.0 |
3,121.0 |
126.0 |
3.9% |
33.8 |
1.0% |
94% |
True |
False |
658,705 |
20 |
3,247.0 |
3,090.0 |
157.0 |
4.8% |
33.6 |
1.0% |
95% |
True |
False |
760,473 |
40 |
3,247.0 |
3,010.0 |
237.0 |
7.3% |
38.7 |
1.2% |
97% |
True |
False |
842,360 |
60 |
3,247.0 |
2,902.0 |
345.0 |
10.7% |
41.6 |
1.3% |
98% |
True |
False |
740,932 |
80 |
3,247.0 |
2,868.0 |
379.0 |
11.7% |
41.0 |
1.3% |
98% |
True |
False |
556,150 |
100 |
3,247.0 |
2,868.0 |
379.0 |
11.7% |
40.9 |
1.3% |
98% |
True |
False |
445,224 |
120 |
3,247.0 |
2,847.0 |
400.0 |
12.3% |
39.1 |
1.2% |
98% |
True |
False |
371,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,315.0 |
2.618 |
3,288.9 |
1.618 |
3,272.9 |
1.000 |
3,263.0 |
0.618 |
3,256.9 |
HIGH |
3,247.0 |
0.618 |
3,240.9 |
0.500 |
3,239.0 |
0.382 |
3,237.1 |
LOW |
3,231.0 |
0.618 |
3,221.1 |
1.000 |
3,215.0 |
1.618 |
3,205.1 |
2.618 |
3,189.1 |
4.250 |
3,163.0 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,239.0 |
3,237.8 |
PP |
3,239.0 |
3,236.7 |
S1 |
3,239.0 |
3,235.5 |
|