Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,460.0 |
5,467.0 |
7.0 |
0.1% |
5,512.0 |
High |
5,475.0 |
5,480.0 |
5.0 |
0.1% |
5,552.0 |
Low |
5,424.0 |
5,447.0 |
23.0 |
0.4% |
5,413.0 |
Close |
5,455.0 |
5,472.0 |
17.0 |
0.3% |
5,447.0 |
Range |
51.0 |
33.0 |
-18.0 |
-35.3% |
139.0 |
ATR |
50.9 |
49.6 |
-1.3 |
-2.5% |
0.0 |
Volume |
18,559 |
14,718 |
-3,841 |
-20.7% |
125,140 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,565.3 |
5,551.7 |
5,490.2 |
|
R3 |
5,532.3 |
5,518.7 |
5,481.1 |
|
R2 |
5,499.3 |
5,499.3 |
5,478.1 |
|
R1 |
5,485.7 |
5,485.7 |
5,475.0 |
5,492.5 |
PP |
5,466.3 |
5,466.3 |
5,466.3 |
5,469.8 |
S1 |
5,452.7 |
5,452.7 |
5,469.0 |
5,459.5 |
S2 |
5,433.3 |
5,433.3 |
5,466.0 |
|
S3 |
5,400.3 |
5,419.7 |
5,462.9 |
|
S4 |
5,367.3 |
5,386.7 |
5,453.9 |
|
|
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 |
5,513.0 |
5,413.0 |
100.0 |
1.8% |
54.0 |
1.0% |
59% |
False |
False |
21,128 |
10 |
5,552.0 |
5,413.0 |
139.0 |
2.5% |
48.3 |
0.9% |
42% |
False |
False |
21,297 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
43.5 |
0.8% |
63% |
False |
False |
21,517 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
41.1 |
0.8% |
70% |
False |
False |
24,507 |
60 |
5,552.0 |
5,107.0 |
445.0 |
8.1% |
32.8 |
0.6% |
82% |
False |
False |
16,374 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
28.5 |
0.5% |
86% |
False |
False |
12,299 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
25.2 |
0.5% |
86% |
False |
False |
9,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,620.3 |
2.618 |
5,566.4 |
1.618 |
5,533.4 |
1.000 |
5,513.0 |
0.618 |
5,500.4 |
HIGH |
5,480.0 |
0.618 |
5,467.4 |
0.500 |
5,463.5 |
0.382 |
5,459.6 |
LOW |
5,447.0 |
0.618 |
5,426.6 |
1.000 |
5,414.0 |
1.618 |
5,393.6 |
2.618 |
5,360.6 |
4.250 |
5,306.8 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,469.2 |
5,463.5 |
PP |
5,466.3 |
5,455.0 |
S1 |
5,463.5 |
5,446.5 |
|