Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,644.0 |
9,564.5 |
-79.5 |
-0.8% |
9,431.0 |
High |
9,644.0 |
9,564.5 |
-79.5 |
-0.8% |
9,644.0 |
Low |
9,543.0 |
9,415.0 |
-128.0 |
-1.3% |
9,388.0 |
Close |
9,548.5 |
9,536.0 |
-12.5 |
-0.1% |
9,548.5 |
Range |
101.0 |
149.5 |
48.5 |
48.0% |
256.0 |
ATR |
150.8 |
150.7 |
-0.1 |
-0.1% |
0.0 |
Volume |
76,822 |
99,992 |
23,170 |
30.2% |
364,442 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,953.7 |
9,894.3 |
9,618.2 |
|
R3 |
9,804.2 |
9,744.8 |
9,577.1 |
|
R2 |
9,654.7 |
9,654.7 |
9,563.4 |
|
R1 |
9,595.3 |
9,595.3 |
9,549.7 |
9,550.3 |
PP |
9,505.2 |
9,505.2 |
9,505.2 |
9,482.6 |
S1 |
9,445.8 |
9,445.8 |
9,522.3 |
9,400.8 |
S2 |
9,355.7 |
9,355.7 |
9,508.6 |
|
S3 |
9,206.2 |
9,296.3 |
9,494.9 |
|
S4 |
9,056.7 |
9,146.8 |
9,453.8 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,294.8 |
10,177.7 |
9,689.3 |
|
R3 |
10,038.8 |
9,921.7 |
9,618.9 |
|
R2 |
9,782.8 |
9,782.8 |
9,595.4 |
|
R1 |
9,665.7 |
9,665.7 |
9,572.0 |
9,724.3 |
PP |
9,526.8 |
9,526.8 |
9,526.8 |
9,556.1 |
S1 |
9,409.7 |
9,409.7 |
9,525.0 |
9,468.3 |
S2 |
9,270.8 |
9,270.8 |
9,501.6 |
|
S3 |
9,014.8 |
9,153.7 |
9,478.1 |
|
S4 |
8,758.8 |
8,897.7 |
9,407.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,644.0 |
9,388.0 |
256.0 |
2.7% |
113.6 |
1.2% |
58% |
False |
False |
92,886 |
10 |
9,660.0 |
9,292.0 |
368.0 |
3.9% |
140.6 |
1.5% |
66% |
False |
False |
96,691 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.7% |
146.0 |
1.5% |
68% |
False |
False |
108,737 |
40 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
141.0 |
1.5% |
75% |
False |
False |
83,206 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
133.4 |
1.4% |
73% |
False |
False |
55,681 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
134.6 |
1.4% |
68% |
False |
False |
41,800 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
125.1 |
1.3% |
68% |
False |
False |
33,460 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
114.4 |
1.2% |
68% |
False |
False |
27,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,199.9 |
2.618 |
9,955.9 |
1.618 |
9,806.4 |
1.000 |
9,714.0 |
0.618 |
9,656.9 |
HIGH |
9,564.5 |
0.618 |
9,507.4 |
0.500 |
9,489.8 |
0.382 |
9,472.1 |
LOW |
9,415.0 |
0.618 |
9,322.6 |
1.000 |
9,265.5 |
1.618 |
9,173.1 |
2.618 |
9,023.6 |
4.250 |
8,779.6 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,520.6 |
9,533.8 |
PP |
9,505.2 |
9,531.7 |
S1 |
9,489.8 |
9,529.5 |
|