Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,239.0 |
3,239.0 |
0.0 |
0.0% |
3,229.0 |
High |
3,247.0 |
3,252.0 |
5.0 |
0.2% |
3,252.0 |
Low |
3,231.0 |
3,228.0 |
-3.0 |
-0.1% |
3,224.0 |
Close |
3,239.0 |
3,240.0 |
1.0 |
0.0% |
3,240.0 |
Range |
16.0 |
24.0 |
8.0 |
50.0% |
28.0 |
ATR |
37.5 |
36.5 |
-1.0 |
-2.6% |
0.0 |
Volume |
698,237 |
542,492 |
-155,745 |
-22.3% |
2,371,597 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,312.0 |
3,300.0 |
3,253.2 |
|
R3 |
3,288.0 |
3,276.0 |
3,246.6 |
|
R2 |
3,264.0 |
3,264.0 |
3,244.4 |
|
R1 |
3,252.0 |
3,252.0 |
3,242.2 |
3,258.0 |
PP |
3,240.0 |
3,240.0 |
3,240.0 |
3,243.0 |
S1 |
3,228.0 |
3,228.0 |
3,237.8 |
3,234.0 |
S2 |
3,216.0 |
3,216.0 |
3,235.6 |
|
S3 |
3,192.0 |
3,204.0 |
3,233.4 |
|
S4 |
3,168.0 |
3,180.0 |
3,226.8 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,322.7 |
3,309.3 |
3,255.4 |
|
R3 |
3,294.7 |
3,281.3 |
3,247.7 |
|
R2 |
3,266.7 |
3,266.7 |
3,245.1 |
|
R1 |
3,253.3 |
3,253.3 |
3,242.6 |
3,260.0 |
PP |
3,238.7 |
3,238.7 |
3,238.7 |
3,242.0 |
S1 |
3,225.3 |
3,225.3 |
3,237.4 |
3,232.0 |
S2 |
3,210.7 |
3,210.7 |
3,234.9 |
|
S3 |
3,182.7 |
3,197.3 |
3,232.3 |
|
S4 |
3,154.7 |
3,169.3 |
3,224.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,252.0 |
3,170.0 |
82.0 |
2.5% |
21.6 |
0.7% |
85% |
True |
False |
552,850 |
10 |
3,252.0 |
3,121.0 |
131.0 |
4.0% |
29.4 |
0.9% |
91% |
True |
False |
614,988 |
20 |
3,252.0 |
3,090.0 |
162.0 |
5.0% |
33.7 |
1.0% |
93% |
True |
False |
745,753 |
40 |
3,252.0 |
3,010.0 |
242.0 |
7.5% |
38.5 |
1.2% |
95% |
True |
False |
838,572 |
60 |
3,252.0 |
2,902.0 |
350.0 |
10.8% |
41.5 |
1.3% |
97% |
True |
False |
749,796 |
80 |
3,252.0 |
2,868.0 |
384.0 |
11.9% |
40.4 |
1.2% |
97% |
True |
False |
562,927 |
100 |
3,252.0 |
2,868.0 |
384.0 |
11.9% |
41.0 |
1.3% |
97% |
True |
False |
450,649 |
120 |
3,252.0 |
2,847.0 |
405.0 |
12.5% |
39.3 |
1.2% |
97% |
True |
False |
375,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,354.0 |
2.618 |
3,314.8 |
1.618 |
3,290.8 |
1.000 |
3,276.0 |
0.618 |
3,266.8 |
HIGH |
3,252.0 |
0.618 |
3,242.8 |
0.500 |
3,240.0 |
0.382 |
3,237.2 |
LOW |
3,228.0 |
0.618 |
3,213.2 |
1.000 |
3,204.0 |
1.618 |
3,189.2 |
2.618 |
3,165.2 |
4.250 |
3,126.0 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,240.0 |
3,239.8 |
PP |
3,240.0 |
3,239.7 |
S1 |
3,240.0 |
3,239.5 |
|