Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,441.0 |
5,457.0 |
16.0 |
0.3% |
5,460.0 |
High |
5,469.0 |
5,460.0 |
-9.0 |
-0.2% |
5,480.0 |
Low |
5,436.0 |
5,419.0 |
-17.0 |
-0.3% |
5,397.0 |
Close |
5,459.0 |
5,455.0 |
-4.0 |
-0.1% |
5,455.0 |
Range |
33.0 |
41.0 |
8.0 |
24.2% |
83.0 |
ATR |
51.3 |
50.5 |
-0.7 |
-1.4% |
0.0 |
Volume |
22,842 |
20,919 |
-1,923 |
-8.4% |
104,379 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,567.7 |
5,552.3 |
5,477.6 |
|
R3 |
5,526.7 |
5,511.3 |
5,466.3 |
|
R2 |
5,485.7 |
5,485.7 |
5,462.5 |
|
R1 |
5,470.3 |
5,470.3 |
5,458.8 |
5,457.5 |
PP |
5,444.7 |
5,444.7 |
5,444.7 |
5,438.3 |
S1 |
5,429.3 |
5,429.3 |
5,451.2 |
5,416.5 |
S2 |
5,403.7 |
5,403.7 |
5,447.5 |
|
S3 |
5,362.7 |
5,388.3 |
5,443.7 |
|
S4 |
5,321.7 |
5,347.3 |
5,432.5 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,693.0 |
5,657.0 |
5,500.7 |
|
R3 |
5,610.0 |
5,574.0 |
5,477.8 |
|
R2 |
5,527.0 |
5,527.0 |
5,470.2 |
|
R1 |
5,491.0 |
5,491.0 |
5,462.6 |
5,467.5 |
PP |
5,444.0 |
5,444.0 |
5,444.0 |
5,432.3 |
S1 |
5,408.0 |
5,408.0 |
5,447.4 |
5,384.5 |
S2 |
5,361.0 |
5,361.0 |
5,439.8 |
|
S3 |
5,278.0 |
5,325.0 |
5,432.2 |
|
S4 |
5,195.0 |
5,242.0 |
5,409.4 |
|
|
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% |
41.4 |
0.8% |
70% |
False |
False |
20,875 |
10 |
5,552.0 |
5,397.0 |
155.0 |
2.8% |
52.6 |
1.0% |
37% |
False |
False |
22,951 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
45.0 |
0.8% |
55% |
False |
False |
22,760 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
42.3 |
0.8% |
64% |
False |
False |
26,253 |
60 |
5,552.0 |
5,230.0 |
322.0 |
5.9% |
34.6 |
0.6% |
70% |
False |
False |
17,556 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
29.5 |
0.5% |
82% |
False |
False |
13,187 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
25.3 |
0.5% |
82% |
False |
False |
10,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,634.3 |
2.618 |
5,567.3 |
1.618 |
5,526.3 |
1.000 |
5,501.0 |
0.618 |
5,485.3 |
HIGH |
5,460.0 |
0.618 |
5,444.3 |
0.500 |
5,439.5 |
0.382 |
5,434.7 |
LOW |
5,419.0 |
0.618 |
5,393.7 |
1.000 |
5,378.0 |
1.618 |
5,352.7 |
2.618 |
5,311.7 |
4.250 |
5,244.8 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,449.8 |
5,447.7 |
PP |
5,444.7 |
5,440.3 |
S1 |
5,439.5 |
5,433.0 |
|