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 |
14,645 |
14,750 |
105 |
0.7% |
14,585 |
High |
14,765 |
14,750 |
-15 |
-0.1% |
14,765 |
Low |
14,580 |
14,590 |
10 |
0.1% |
14,540 |
Close |
14,740 |
14,715 |
-25 |
-0.2% |
14,715 |
Range |
185 |
160 |
-25 |
-13.5% |
225 |
ATR |
232 |
226 |
-5 |
-2.2% |
0 |
Volume |
10,251 |
11,963 |
1,712 |
16.7% |
53,056 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,165 |
15,100 |
14,803 |
|
R3 |
15,005 |
14,940 |
14,759 |
|
R2 |
14,845 |
14,845 |
14,744 |
|
R1 |
14,780 |
14,780 |
14,730 |
14,733 |
PP |
14,685 |
14,685 |
14,685 |
14,661 |
S1 |
14,620 |
14,620 |
14,700 |
14,573 |
S2 |
14,525 |
14,525 |
14,686 |
|
S3 |
14,365 |
14,460 |
14,671 |
|
S4 |
14,205 |
14,300 |
14,627 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,348 |
15,257 |
14,839 |
|
R3 |
15,123 |
15,032 |
14,777 |
|
R2 |
14,898 |
14,898 |
14,756 |
|
R1 |
14,807 |
14,807 |
14,736 |
14,853 |
PP |
14,673 |
14,673 |
14,673 |
14,696 |
S1 |
14,582 |
14,582 |
14,695 |
14,628 |
S2 |
14,448 |
14,448 |
14,674 |
|
S3 |
14,223 |
14,357 |
14,653 |
|
S4 |
13,998 |
14,132 |
14,591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,765 |
14,385 |
380 |
2.6% |
189 |
1.3% |
87% |
False |
False |
13,439 |
10 |
14,765 |
13,910 |
855 |
5.8% |
221 |
1.5% |
94% |
False |
False |
15,253 |
20 |
14,765 |
13,910 |
855 |
5.8% |
217 |
1.5% |
94% |
False |
False |
14,346 |
40 |
15,230 |
13,860 |
1,370 |
9.3% |
246 |
1.7% |
62% |
False |
False |
14,770 |
60 |
15,440 |
13,860 |
1,580 |
10.7% |
267 |
1.8% |
54% |
False |
False |
15,731 |
80 |
15,440 |
13,860 |
1,580 |
10.7% |
264 |
1.8% |
54% |
False |
False |
11,859 |
100 |
16,100 |
13,860 |
2,240 |
15.2% |
245 |
1.7% |
38% |
False |
False |
9,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,430 |
2.618 |
15,169 |
1.618 |
15,009 |
1.000 |
14,910 |
0.618 |
14,849 |
HIGH |
14,750 |
0.618 |
14,689 |
0.500 |
14,670 |
0.382 |
14,651 |
LOW |
14,590 |
0.618 |
14,491 |
1.000 |
14,430 |
1.618 |
14,331 |
2.618 |
14,171 |
4.250 |
13,910 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,700 |
14,699 |
PP |
14,685 |
14,683 |
S1 |
14,670 |
14,668 |
|