Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,734.0 |
9,885.0 |
151.0 |
1.6% |
9,632.5 |
High |
9,782.5 |
9,955.0 |
172.5 |
1.8% |
9,782.5 |
Low |
9,709.0 |
9,882.0 |
173.0 |
1.8% |
9,536.5 |
Close |
9,764.0 |
9,941.5 |
177.5 |
1.8% |
9,764.0 |
Range |
73.5 |
73.0 |
-0.5 |
-0.7% |
246.0 |
ATR |
123.2 |
128.0 |
4.8 |
3.9% |
0.0 |
Volume |
43,332 |
74,140 |
30,808 |
71.1% |
347,635 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,145.2 |
10,116.3 |
9,981.7 |
|
R3 |
10,072.2 |
10,043.3 |
9,961.6 |
|
R2 |
9,999.2 |
9,999.2 |
9,954.9 |
|
R1 |
9,970.3 |
9,970.3 |
9,948.2 |
9,984.8 |
PP |
9,926.2 |
9,926.2 |
9,926.2 |
9,933.4 |
S1 |
9,897.3 |
9,897.3 |
9,934.8 |
9,911.8 |
S2 |
9,853.2 |
9,853.2 |
9,928.1 |
|
S3 |
9,780.2 |
9,824.3 |
9,921.4 |
|
S4 |
9,707.2 |
9,751.3 |
9,901.4 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,432.3 |
10,344.2 |
9,899.3 |
|
R3 |
10,186.3 |
10,098.2 |
9,831.7 |
|
R2 |
9,940.3 |
9,940.3 |
9,809.1 |
|
R1 |
9,852.2 |
9,852.2 |
9,786.6 |
9,896.3 |
PP |
9,694.3 |
9,694.3 |
9,694.3 |
9,716.4 |
S1 |
9,606.2 |
9,606.2 |
9,741.5 |
9,650.3 |
S2 |
9,448.3 |
9,448.3 |
9,718.9 |
|
S3 |
9,202.3 |
9,360.2 |
9,696.4 |
|
S4 |
8,956.3 |
9,114.2 |
9,628.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,955.0 |
9,586.5 |
368.5 |
3.7% |
84.7 |
0.9% |
96% |
True |
False |
67,603 |
10 |
9,955.0 |
9,536.5 |
418.5 |
4.2% |
97.0 |
1.0% |
97% |
True |
False |
85,428 |
20 |
9,955.0 |
9,388.0 |
567.0 |
5.7% |
109.2 |
1.1% |
98% |
True |
False |
92,822 |
40 |
9,955.0 |
9,102.5 |
852.5 |
8.6% |
123.5 |
1.2% |
98% |
True |
False |
99,653 |
60 |
9,955.0 |
8,934.5 |
1,020.5 |
10.3% |
133.9 |
1.3% |
99% |
True |
False |
78,838 |
80 |
9,955.0 |
8,934.5 |
1,020.5 |
10.3% |
132.6 |
1.3% |
99% |
True |
False |
59,172 |
100 |
9,955.0 |
8,934.5 |
1,020.5 |
10.3% |
128.8 |
1.3% |
99% |
True |
False |
47,365 |
120 |
9,955.0 |
8,934.5 |
1,020.5 |
10.3% |
120.4 |
1.2% |
99% |
True |
False |
39,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,265.3 |
2.618 |
10,146.1 |
1.618 |
10,073.1 |
1.000 |
10,028.0 |
0.618 |
10,000.1 |
HIGH |
9,955.0 |
0.618 |
9,927.1 |
0.500 |
9,918.5 |
0.382 |
9,909.9 |
LOW |
9,882.0 |
0.618 |
9,836.9 |
1.000 |
9,809.0 |
1.618 |
9,763.9 |
2.618 |
9,690.9 |
4.250 |
9,571.8 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,933.8 |
9,902.3 |
PP |
9,926.2 |
9,863.0 |
S1 |
9,918.5 |
9,823.8 |
|