Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,885.0 |
9,963.5 |
78.5 |
0.8% |
9,632.5 |
High |
9,955.0 |
9,974.0 |
19.0 |
0.2% |
9,782.5 |
Low |
9,882.0 |
9,900.5 |
18.5 |
0.2% |
9,536.5 |
Close |
9,941.5 |
9,929.5 |
-12.0 |
-0.1% |
9,764.0 |
Range |
73.0 |
73.5 |
0.5 |
0.7% |
246.0 |
ATR |
128.0 |
124.1 |
-3.9 |
-3.0% |
0.0 |
Volume |
74,140 |
41,188 |
-32,952 |
-44.4% |
347,635 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,155.2 |
10,115.8 |
9,969.9 |
|
R3 |
10,081.7 |
10,042.3 |
9,949.7 |
|
R2 |
10,008.2 |
10,008.2 |
9,943.0 |
|
R1 |
9,968.8 |
9,968.8 |
9,936.2 |
9,951.8 |
PP |
9,934.7 |
9,934.7 |
9,934.7 |
9,926.1 |
S1 |
9,895.3 |
9,895.3 |
9,922.8 |
9,878.3 |
S2 |
9,861.2 |
9,861.2 |
9,916.0 |
|
S3 |
9,787.7 |
9,821.8 |
9,909.3 |
|
S4 |
9,714.2 |
9,748.3 |
9,889.1 |
|
|
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 |
9,974.0 |
9,586.5 |
387.5 |
3.9% |
79.7 |
0.8% |
89% |
True |
False |
57,875 |
10 |
9,974.0 |
9,536.5 |
437.5 |
4.4% |
99.1 |
1.0% |
90% |
True |
False |
81,357 |
20 |
9,974.0 |
9,404.0 |
570.0 |
5.7% |
106.6 |
1.1% |
92% |
True |
False |
89,403 |
40 |
9,974.0 |
9,102.5 |
871.5 |
8.8% |
123.4 |
1.2% |
95% |
True |
False |
98,195 |
60 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
133.4 |
1.3% |
96% |
True |
False |
79,516 |
80 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
129.8 |
1.3% |
96% |
True |
False |
59,684 |
100 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
129.1 |
1.3% |
96% |
True |
False |
47,776 |
120 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
120.7 |
1.2% |
96% |
True |
False |
39,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,286.4 |
2.618 |
10,166.4 |
1.618 |
10,092.9 |
1.000 |
10,047.5 |
0.618 |
10,019.4 |
HIGH |
9,974.0 |
0.618 |
9,945.9 |
0.500 |
9,937.3 |
0.382 |
9,928.6 |
LOW |
9,900.5 |
0.618 |
9,855.1 |
1.000 |
9,827.0 |
1.618 |
9,781.6 |
2.618 |
9,708.1 |
4.250 |
9,588.1 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,937.3 |
9,900.2 |
PP |
9,934.7 |
9,870.8 |
S1 |
9,932.1 |
9,841.5 |
|