Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,457.0 |
5,460.0 |
3.0 |
0.1% |
5,512.0 |
High |
5,457.0 |
5,475.0 |
18.0 |
0.3% |
5,552.0 |
Low |
5,413.0 |
5,424.0 |
11.0 |
0.2% |
5,413.0 |
Close |
5,447.0 |
5,455.0 |
8.0 |
0.1% |
5,447.0 |
Range |
44.0 |
51.0 |
7.0 |
15.9% |
139.0 |
ATR |
50.9 |
50.9 |
0.0 |
0.0% |
0.0 |
Volume |
18,948 |
18,559 |
-389 |
-2.1% |
125,140 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,604.3 |
5,580.7 |
5,483.1 |
|
R3 |
5,553.3 |
5,529.7 |
5,469.0 |
|
R2 |
5,502.3 |
5,502.3 |
5,464.4 |
|
R1 |
5,478.7 |
5,478.7 |
5,459.7 |
5,465.0 |
PP |
5,451.3 |
5,451.3 |
5,451.3 |
5,444.5 |
S1 |
5,427.7 |
5,427.7 |
5,450.3 |
5,414.0 |
S2 |
5,400.3 |
5,400.3 |
5,445.7 |
|
S3 |
5,349.3 |
5,376.7 |
5,441.0 |
|
S4 |
5,298.3 |
5,325.7 |
5,427.0 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,887.7 |
5,806.3 |
5,523.5 |
|
R3 |
5,748.7 |
5,667.3 |
5,485.2 |
|
R2 |
5,609.7 |
5,609.7 |
5,472.5 |
|
R1 |
5,528.3 |
5,528.3 |
5,459.7 |
5,499.5 |
PP |
5,470.7 |
5,470.7 |
5,470.7 |
5,456.3 |
S1 |
5,389.3 |
5,389.3 |
5,434.3 |
5,360.5 |
S2 |
5,331.7 |
5,331.7 |
5,421.5 |
|
S3 |
5,192.7 |
5,250.3 |
5,408.8 |
|
S4 |
5,053.7 |
5,111.3 |
5,370.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,552.0 |
5,413.0 |
139.0 |
2.5% |
66.6 |
1.2% |
30% |
False |
False |
24,630 |
10 |
5,552.0 |
5,400.0 |
152.0 |
2.8% |
50.3 |
0.9% |
36% |
False |
False |
22,255 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
42.9 |
0.8% |
55% |
False |
False |
21,482 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
40.6 |
0.7% |
64% |
False |
False |
24,144 |
60 |
5,552.0 |
5,050.0 |
502.0 |
9.2% |
32.7 |
0.6% |
81% |
False |
False |
16,129 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
28.3 |
0.5% |
82% |
False |
False |
12,116 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
24.8 |
0.5% |
82% |
False |
False |
9,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,691.8 |
2.618 |
5,608.5 |
1.618 |
5,557.5 |
1.000 |
5,526.0 |
0.618 |
5,506.5 |
HIGH |
5,475.0 |
0.618 |
5,455.5 |
0.500 |
5,449.5 |
0.382 |
5,443.5 |
LOW |
5,424.0 |
0.618 |
5,392.5 |
1.000 |
5,373.0 |
1.618 |
5,341.5 |
2.618 |
5,290.5 |
4.250 |
5,207.3 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,453.2 |
5,458.0 |
PP |
5,451.3 |
5,457.0 |
S1 |
5,449.5 |
5,456.0 |
|