Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,446.0 |
5,441.0 |
-5.0 |
-0.1% |
5,512.0 |
High |
5,446.0 |
5,469.0 |
23.0 |
0.4% |
5,552.0 |
Low |
5,397.0 |
5,436.0 |
39.0 |
0.7% |
5,413.0 |
Close |
5,420.0 |
5,459.0 |
39.0 |
0.7% |
5,447.0 |
Range |
49.0 |
33.0 |
-16.0 |
-32.7% |
139.0 |
ATR |
51.4 |
51.3 |
-0.2 |
-0.3% |
0.0 |
Volume |
27,341 |
22,842 |
-4,499 |
-16.5% |
125,140 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,553.7 |
5,539.3 |
5,477.2 |
|
R3 |
5,520.7 |
5,506.3 |
5,468.1 |
|
R2 |
5,487.7 |
5,487.7 |
5,465.1 |
|
R1 |
5,473.3 |
5,473.3 |
5,462.0 |
5,480.5 |
PP |
5,454.7 |
5,454.7 |
5,454.7 |
5,458.3 |
S1 |
5,440.3 |
5,440.3 |
5,456.0 |
5,447.5 |
S2 |
5,421.7 |
5,421.7 |
5,453.0 |
|
S3 |
5,388.7 |
5,407.3 |
5,449.9 |
|
S4 |
5,355.7 |
5,374.3 |
5,440.9 |
|
|
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 |
5,480.0 |
5,397.0 |
83.0 |
1.5% |
42.0 |
0.8% |
75% |
False |
False |
20,481 |
10 |
5,552.0 |
5,397.0 |
155.0 |
2.8% |
50.6 |
0.9% |
40% |
False |
False |
22,508 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
44.4 |
0.8% |
57% |
False |
False |
22,497 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
41.7 |
0.8% |
65% |
False |
False |
25,744 |
60 |
5,552.0 |
5,153.0 |
399.0 |
7.3% |
33.9 |
0.6% |
77% |
False |
False |
17,209 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
29.4 |
0.5% |
83% |
False |
False |
12,927 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
25.8 |
0.5% |
83% |
False |
False |
10,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,609.3 |
2.618 |
5,555.4 |
1.618 |
5,522.4 |
1.000 |
5,502.0 |
0.618 |
5,489.4 |
HIGH |
5,469.0 |
0.618 |
5,456.4 |
0.500 |
5,452.5 |
0.382 |
5,448.6 |
LOW |
5,436.0 |
0.618 |
5,415.6 |
1.000 |
5,403.0 |
1.618 |
5,382.6 |
2.618 |
5,349.6 |
4.250 |
5,295.8 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,456.8 |
5,452.2 |
PP |
5,454.7 |
5,445.3 |
S1 |
5,452.5 |
5,438.5 |
|