Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,365 |
14,260 |
-105 |
-0.7% |
14,330 |
High |
14,370 |
14,305 |
-65 |
-0.5% |
14,600 |
Low |
14,200 |
14,045 |
-155 |
-1.1% |
14,235 |
Close |
14,260 |
14,230 |
-30 |
-0.2% |
14,400 |
Range |
170 |
260 |
90 |
52.9% |
365 |
ATR |
245 |
246 |
1 |
0.4% |
0 |
Volume |
7,749 |
22,658 |
14,909 |
192.4% |
56,161 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,973 |
14,862 |
14,373 |
|
R3 |
14,713 |
14,602 |
14,302 |
|
R2 |
14,453 |
14,453 |
14,278 |
|
R1 |
14,342 |
14,342 |
14,254 |
14,268 |
PP |
14,193 |
14,193 |
14,193 |
14,156 |
S1 |
14,082 |
14,082 |
14,206 |
14,008 |
S2 |
13,933 |
13,933 |
14,182 |
|
S3 |
13,673 |
13,822 |
14,159 |
|
S4 |
13,413 |
13,562 |
14,087 |
|
|
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 |
14,045 |
555 |
3.9% |
204 |
1.4% |
33% |
False |
True |
12,108 |
10 |
14,605 |
14,045 |
560 |
3.9% |
218 |
1.5% |
33% |
False |
True |
12,346 |
20 |
14,695 |
13,860 |
835 |
5.9% |
248 |
1.7% |
44% |
False |
False |
14,091 |
40 |
15,230 |
13,860 |
1,370 |
9.6% |
280 |
2.0% |
27% |
False |
False |
15,991 |
60 |
15,440 |
13,860 |
1,580 |
11.1% |
279 |
2.0% |
23% |
False |
False |
11,884 |
80 |
15,980 |
13,860 |
2,120 |
14.9% |
261 |
1.8% |
17% |
False |
False |
8,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,410 |
2.618 |
14,986 |
1.618 |
14,726 |
1.000 |
14,565 |
0.618 |
14,466 |
HIGH |
14,305 |
0.618 |
14,206 |
0.500 |
14,175 |
0.382 |
14,144 |
LOW |
14,045 |
0.618 |
13,884 |
1.000 |
13,785 |
1.618 |
13,624 |
2.618 |
13,364 |
4.250 |
12,940 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,212 |
14,235 |
PP |
14,193 |
14,233 |
S1 |
14,175 |
14,232 |
|