Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,515.0 |
5,532.0 |
17.0 |
0.3% |
5,521.0 |
High |
5,537.0 |
5,539.0 |
2.0 |
0.0% |
5,553.0 |
Low |
5,502.0 |
5,492.0 |
-10.0 |
-0.2% |
5,492.0 |
Close |
5,531.0 |
5,503.0 |
-28.0 |
-0.5% |
5,503.0 |
Range |
35.0 |
47.0 |
12.0 |
34.3% |
61.0 |
ATR |
45.5 |
45.6 |
0.1 |
0.2% |
0.0 |
Volume |
16,139 |
28,216 |
12,077 |
74.8% |
87,975 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,652.3 |
5,624.7 |
5,528.9 |
|
R3 |
5,605.3 |
5,577.7 |
5,515.9 |
|
R2 |
5,558.3 |
5,558.3 |
5,511.6 |
|
R1 |
5,530.7 |
5,530.7 |
5,507.3 |
5,521.0 |
PP |
5,511.3 |
5,511.3 |
5,511.3 |
5,506.5 |
S1 |
5,483.7 |
5,483.7 |
5,498.7 |
5,474.0 |
S2 |
5,464.3 |
5,464.3 |
5,494.4 |
|
S3 |
5,417.3 |
5,436.7 |
5,490.1 |
|
S4 |
5,370.3 |
5,389.7 |
5,477.2 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,699.0 |
5,662.0 |
5,536.6 |
|
R3 |
5,638.0 |
5,601.0 |
5,519.8 |
|
R2 |
5,577.0 |
5,577.0 |
5,514.2 |
|
R1 |
5,540.0 |
5,540.0 |
5,508.6 |
5,528.0 |
PP |
5,516.0 |
5,516.0 |
5,516.0 |
5,510.0 |
S1 |
5,479.0 |
5,479.0 |
5,497.4 |
5,467.0 |
S2 |
5,455.0 |
5,455.0 |
5,491.8 |
|
S3 |
5,394.0 |
5,418.0 |
5,486.2 |
|
S4 |
5,333.0 |
5,357.0 |
5,469.5 |
|
|
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 |
5,492.0 |
61.0 |
1.1% |
30.2 |
0.5% |
18% |
False |
True |
17,595 |
10 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
43.5 |
0.8% |
71% |
False |
False |
20,246 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
41.3 |
0.8% |
71% |
False |
False |
20,840 |
40 |
5,553.0 |
5,337.0 |
216.0 |
3.9% |
41.6 |
0.8% |
77% |
False |
False |
21,219 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
40.3 |
0.7% |
81% |
False |
False |
22,736 |
80 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
34.7 |
0.6% |
91% |
False |
False |
17,076 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
30.4 |
0.6% |
91% |
False |
False |
13,675 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
27.1 |
0.5% |
91% |
False |
False |
11,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,738.8 |
2.618 |
5,662.0 |
1.618 |
5,615.0 |
1.000 |
5,586.0 |
0.618 |
5,568.0 |
HIGH |
5,539.0 |
0.618 |
5,521.0 |
0.500 |
5,515.5 |
0.382 |
5,510.0 |
LOW |
5,492.0 |
0.618 |
5,463.0 |
1.000 |
5,445.0 |
1.618 |
5,416.0 |
2.618 |
5,369.0 |
4.250 |
5,292.3 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,515.5 |
5,522.5 |
PP |
5,511.3 |
5,516.0 |
S1 |
5,507.2 |
5,509.5 |
|