Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,467.0 |
5,446.0 |
-21.0 |
-0.4% |
5,512.0 |
High |
5,480.0 |
5,446.0 |
-34.0 |
-0.6% |
5,552.0 |
Low |
5,447.0 |
5,397.0 |
-50.0 |
-0.9% |
5,413.0 |
Close |
5,472.0 |
5,420.0 |
-52.0 |
-1.0% |
5,447.0 |
Range |
33.0 |
49.0 |
16.0 |
48.5% |
139.0 |
ATR |
49.6 |
51.4 |
1.8 |
3.7% |
0.0 |
Volume |
14,718 |
27,341 |
12,623 |
85.8% |
125,140 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,568.0 |
5,543.0 |
5,447.0 |
|
R3 |
5,519.0 |
5,494.0 |
5,433.5 |
|
R2 |
5,470.0 |
5,470.0 |
5,429.0 |
|
R1 |
5,445.0 |
5,445.0 |
5,424.5 |
5,433.0 |
PP |
5,421.0 |
5,421.0 |
5,421.0 |
5,415.0 |
S1 |
5,396.0 |
5,396.0 |
5,415.5 |
5,384.0 |
S2 |
5,372.0 |
5,372.0 |
5,411.0 |
|
S3 |
5,323.0 |
5,347.0 |
5,406.5 |
|
S4 |
5,274.0 |
5,298.0 |
5,393.1 |
|
|
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 |
5,503.0 |
5,397.0 |
106.0 |
2.0% |
51.4 |
0.9% |
22% |
False |
True |
21,138 |
10 |
5,552.0 |
5,397.0 |
155.0 |
2.9% |
50.1 |
0.9% |
15% |
False |
True |
22,219 |
20 |
5,552.0 |
5,337.0 |
215.0 |
4.0% |
44.4 |
0.8% |
39% |
False |
False |
22,099 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
41.7 |
0.8% |
50% |
False |
False |
25,189 |
60 |
5,552.0 |
5,142.0 |
410.0 |
7.6% |
33.6 |
0.6% |
68% |
False |
False |
16,828 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
29.1 |
0.5% |
76% |
False |
False |
12,641 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
25.6 |
0.5% |
76% |
False |
False |
10,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,654.3 |
2.618 |
5,574.3 |
1.618 |
5,525.3 |
1.000 |
5,495.0 |
0.618 |
5,476.3 |
HIGH |
5,446.0 |
0.618 |
5,427.3 |
0.500 |
5,421.5 |
0.382 |
5,415.7 |
LOW |
5,397.0 |
0.618 |
5,366.7 |
1.000 |
5,348.0 |
1.618 |
5,317.7 |
2.618 |
5,268.7 |
4.250 |
5,188.8 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,421.5 |
5,438.5 |
PP |
5,421.0 |
5,432.3 |
S1 |
5,420.5 |
5,426.2 |
|