Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,400 |
14,365 |
-35 |
-0.2% |
14,330 |
High |
14,425 |
14,370 |
-55 |
-0.4% |
14,600 |
Low |
14,275 |
14,200 |
-75 |
-0.5% |
14,235 |
Close |
14,350 |
14,260 |
-90 |
-0.6% |
14,400 |
Range |
150 |
170 |
20 |
13.3% |
365 |
ATR |
251 |
245 |
-6 |
-2.3% |
0 |
Volume |
5,688 |
7,749 |
2,061 |
36.2% |
56,161 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,787 |
14,693 |
14,354 |
|
R3 |
14,617 |
14,523 |
14,307 |
|
R2 |
14,447 |
14,447 |
14,291 |
|
R1 |
14,353 |
14,353 |
14,276 |
14,315 |
PP |
14,277 |
14,277 |
14,277 |
14,258 |
S1 |
14,183 |
14,183 |
14,245 |
14,145 |
S2 |
14,107 |
14,107 |
14,229 |
|
S3 |
13,937 |
14,013 |
14,213 |
|
S4 |
13,767 |
13,843 |
14,167 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,507 |
15,318 |
14,601 |
|
R3 |
15,142 |
14,953 |
14,501 |
|
R2 |
14,777 |
14,777 |
14,467 |
|
R1 |
14,588 |
14,588 |
14,434 |
14,683 |
PP |
14,412 |
14,412 |
14,412 |
14,459 |
S1 |
14,223 |
14,223 |
14,367 |
14,318 |
S2 |
14,047 |
14,047 |
14,333 |
|
S3 |
13,682 |
13,858 |
14,300 |
|
S4 |
13,317 |
13,493 |
14,199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,600 |
14,200 |
400 |
2.8% |
200 |
1.4% |
15% |
False |
True |
10,171 |
10 |
14,605 |
14,200 |
405 |
2.8% |
205 |
1.4% |
15% |
False |
True |
10,994 |
20 |
14,815 |
13,860 |
955 |
6.7% |
259 |
1.8% |
42% |
False |
False |
14,249 |
40 |
15,280 |
13,860 |
1,420 |
10.0% |
281 |
2.0% |
28% |
False |
False |
16,381 |
60 |
15,440 |
13,860 |
1,580 |
11.1% |
276 |
1.9% |
25% |
False |
False |
11,507 |
80 |
15,980 |
13,860 |
2,120 |
14.9% |
258 |
1.8% |
19% |
False |
False |
8,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,093 |
2.618 |
14,815 |
1.618 |
14,645 |
1.000 |
14,540 |
0.618 |
14,475 |
HIGH |
14,370 |
0.618 |
14,305 |
0.500 |
14,285 |
0.382 |
14,265 |
LOW |
14,200 |
0.618 |
14,095 |
1.000 |
14,030 |
1.618 |
13,925 |
2.618 |
13,755 |
4.250 |
13,478 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,285 |
14,400 |
PP |
14,277 |
14,353 |
S1 |
14,268 |
14,307 |
|