Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,538.0 |
5,515.0 |
-23.0 |
-0.4% |
5,493.0 |
High |
5,553.0 |
5,537.0 |
-16.0 |
-0.3% |
5,518.0 |
Low |
5,527.0 |
5,502.0 |
-25.0 |
-0.5% |
5,379.0 |
Close |
5,537.0 |
5,531.0 |
-6.0 |
-0.1% |
5,511.0 |
Range |
26.0 |
35.0 |
9.0 |
34.6% |
139.0 |
ATR |
46.4 |
45.5 |
-0.8 |
-1.7% |
0.0 |
Volume |
17,635 |
16,139 |
-1,496 |
-8.5% |
114,491 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,628.3 |
5,614.7 |
5,550.3 |
|
R3 |
5,593.3 |
5,579.7 |
5,540.6 |
|
R2 |
5,558.3 |
5,558.3 |
5,537.4 |
|
R1 |
5,544.7 |
5,544.7 |
5,534.2 |
5,551.5 |
PP |
5,523.3 |
5,523.3 |
5,523.3 |
5,526.8 |
S1 |
5,509.7 |
5,509.7 |
5,527.8 |
5,516.5 |
S2 |
5,488.3 |
5,488.3 |
5,524.6 |
|
S3 |
5,453.3 |
5,474.7 |
5,521.4 |
|
S4 |
5,418.3 |
5,439.7 |
5,511.8 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.3 |
5,837.7 |
5,587.5 |
|
R3 |
5,747.3 |
5,698.7 |
5,549.2 |
|
R2 |
5,608.3 |
5,608.3 |
5,536.5 |
|
R1 |
5,559.7 |
5,559.7 |
5,523.7 |
5,584.0 |
PP |
5,469.3 |
5,469.3 |
5,469.3 |
5,481.5 |
S1 |
5,420.7 |
5,420.7 |
5,498.3 |
5,445.0 |
S2 |
5,330.3 |
5,330.3 |
5,485.5 |
|
S3 |
5,191.3 |
5,281.7 |
5,472.8 |
|
S4 |
5,052.3 |
5,142.7 |
5,434.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,553.0 |
5,485.0 |
68.0 |
1.2% |
27.4 |
0.5% |
68% |
False |
False |
15,341 |
10 |
5,553.0 |
5,379.0 |
174.0 |
3.1% |
41.3 |
0.7% |
87% |
False |
False |
19,196 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.1% |
41.2 |
0.7% |
87% |
False |
False |
20,377 |
40 |
5,553.0 |
5,337.0 |
216.0 |
3.9% |
41.7 |
0.8% |
90% |
False |
False |
21,184 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.8% |
40.0 |
0.7% |
92% |
False |
False |
22,266 |
80 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
34.1 |
0.6% |
96% |
False |
False |
16,724 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
29.9 |
0.5% |
96% |
False |
False |
13,393 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
26.8 |
0.5% |
96% |
False |
False |
11,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,685.8 |
2.618 |
5,628.6 |
1.618 |
5,593.6 |
1.000 |
5,572.0 |
0.618 |
5,558.6 |
HIGH |
5,537.0 |
0.618 |
5,523.6 |
0.500 |
5,519.5 |
0.382 |
5,515.4 |
LOW |
5,502.0 |
0.618 |
5,480.4 |
1.000 |
5,467.0 |
1.618 |
5,445.4 |
2.618 |
5,410.4 |
4.250 |
5,353.3 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,527.2 |
5,529.8 |
PP |
5,523.3 |
5,528.7 |
S1 |
5,519.5 |
5,527.5 |
|