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 |
9,939.5 |
9,943.0 |
3.5 |
0.0% |
9,885.0 |
High |
9,963.5 |
9,978.0 |
14.5 |
0.1% |
9,978.0 |
Low |
9,920.5 |
9,925.0 |
4.5 |
0.0% |
9,882.0 |
Close |
9,939.0 |
9,939.0 |
0.0 |
0.0% |
9,939.0 |
Range |
43.0 |
53.0 |
10.0 |
23.3% |
96.0 |
ATR |
118.3 |
113.7 |
-4.7 |
-3.9% |
0.0 |
Volume |
67,389 |
62,284 |
-5,105 |
-7.6% |
245,001 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,106.3 |
10,075.7 |
9,968.2 |
|
R3 |
10,053.3 |
10,022.7 |
9,953.6 |
|
R2 |
10,000.3 |
10,000.3 |
9,948.7 |
|
R1 |
9,969.7 |
9,969.7 |
9,943.9 |
9,958.5 |
PP |
9,947.3 |
9,947.3 |
9,947.3 |
9,941.8 |
S1 |
9,916.7 |
9,916.7 |
9,934.1 |
9,905.5 |
S2 |
9,894.3 |
9,894.3 |
9,929.3 |
|
S3 |
9,841.3 |
9,863.7 |
9,924.4 |
|
S4 |
9,788.3 |
9,810.7 |
9,909.9 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,221.0 |
10,176.0 |
9,991.8 |
|
R3 |
10,125.0 |
10,080.0 |
9,965.4 |
|
R2 |
10,029.0 |
10,029.0 |
9,956.6 |
|
R1 |
9,984.0 |
9,984.0 |
9,947.8 |
10,006.5 |
PP |
9,933.0 |
9,933.0 |
9,933.0 |
9,944.3 |
S1 |
9,888.0 |
9,888.0 |
9,930.2 |
9,910.5 |
S2 |
9,837.0 |
9,837.0 |
9,921.4 |
|
S3 |
9,741.0 |
9,792.0 |
9,912.6 |
|
S4 |
9,645.0 |
9,696.0 |
9,886.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,978.0 |
9,709.0 |
269.0 |
2.7% |
63.2 |
0.6% |
86% |
True |
False |
57,666 |
10 |
9,978.0 |
9,536.5 |
441.5 |
4.4% |
84.8 |
0.9% |
91% |
True |
False |
69,037 |
20 |
9,978.0 |
9,404.0 |
574.0 |
5.8% |
101.8 |
1.0% |
93% |
True |
False |
86,984 |
40 |
9,978.0 |
9,102.5 |
875.5 |
8.8% |
120.0 |
1.2% |
96% |
True |
False |
97,439 |
60 |
9,978.0 |
8,934.5 |
1,043.5 |
10.5% |
130.0 |
1.3% |
96% |
True |
False |
81,642 |
80 |
9,978.0 |
8,934.5 |
1,043.5 |
10.5% |
126.5 |
1.3% |
96% |
True |
False |
61,301 |
100 |
9,978.0 |
8,934.5 |
1,043.5 |
10.5% |
126.9 |
1.3% |
96% |
True |
False |
49,070 |
120 |
9,978.0 |
8,934.5 |
1,043.5 |
10.5% |
120.9 |
1.2% |
96% |
True |
False |
40,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,203.3 |
2.618 |
10,116.8 |
1.618 |
10,063.8 |
1.000 |
10,031.0 |
0.618 |
10,010.8 |
HIGH |
9,978.0 |
0.618 |
9,957.8 |
0.500 |
9,951.5 |
0.382 |
9,945.2 |
LOW |
9,925.0 |
0.618 |
9,892.2 |
1.000 |
9,872.0 |
1.618 |
9,839.2 |
2.618 |
9,786.2 |
4.250 |
9,699.8 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,951.5 |
9,939.3 |
PP |
9,947.3 |
9,939.2 |
S1 |
9,943.2 |
9,939.1 |
|