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 |
6,813.5 |
6,831.5 |
18.0 |
0.3% |
6,850.0 |
High |
6,846.5 |
6,845.0 |
-1.5 |
0.0% |
6,852.5 |
Low |
6,813.5 |
6,821.0 |
7.5 |
0.1% |
6,762.5 |
Close |
6,829.5 |
6,833.5 |
4.0 |
0.1% |
6,798.5 |
Range |
33.0 |
24.0 |
-9.0 |
-27.3% |
90.0 |
ATR |
54.9 |
52.7 |
-2.2 |
-4.0% |
0.0 |
Volume |
58,311 |
55,437 |
-2,874 |
-4.9% |
346,162 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,905.0 |
6,893.5 |
6,846.5 |
|
R3 |
6,881.0 |
6,869.5 |
6,840.0 |
|
R2 |
6,857.0 |
6,857.0 |
6,838.0 |
|
R1 |
6,845.5 |
6,845.5 |
6,835.5 |
6,851.0 |
PP |
6,833.0 |
6,833.0 |
6,833.0 |
6,836.0 |
S1 |
6,821.5 |
6,821.5 |
6,831.5 |
6,827.0 |
S2 |
6,809.0 |
6,809.0 |
6,829.0 |
|
S3 |
6,785.0 |
6,797.5 |
6,827.0 |
|
S4 |
6,761.0 |
6,773.5 |
6,820.5 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,074.5 |
7,026.5 |
6,848.0 |
|
R3 |
6,984.5 |
6,936.5 |
6,823.0 |
|
R2 |
6,894.5 |
6,894.5 |
6,815.0 |
|
R1 |
6,846.5 |
6,846.5 |
6,807.0 |
6,825.5 |
PP |
6,804.5 |
6,804.5 |
6,804.5 |
6,794.0 |
S1 |
6,756.5 |
6,756.5 |
6,790.0 |
6,735.5 |
S2 |
6,714.5 |
6,714.5 |
6,782.0 |
|
S3 |
6,624.5 |
6,666.5 |
6,774.0 |
|
S4 |
6,534.5 |
6,576.5 |
6,749.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,846.5 |
6,771.5 |
75.0 |
1.1% |
34.5 |
0.5% |
83% |
False |
False |
59,958 |
10 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
48.0 |
0.7% |
60% |
False |
False |
80,389 |
20 |
6,880.0 |
6,663.0 |
217.0 |
3.2% |
47.0 |
0.7% |
79% |
False |
False |
84,502 |
40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
57.0 |
0.8% |
89% |
False |
False |
92,119 |
60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
64.0 |
0.9% |
90% |
False |
False |
86,650 |
80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
62.0 |
0.9% |
92% |
False |
False |
65,059 |
100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
56.0 |
0.8% |
92% |
False |
False |
52,052 |
120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
47.0 |
0.7% |
92% |
False |
False |
43,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,947.0 |
2.618 |
6,908.0 |
1.618 |
6,884.0 |
1.000 |
6,869.0 |
0.618 |
6,860.0 |
HIGH |
6,845.0 |
0.618 |
6,836.0 |
0.500 |
6,833.0 |
0.382 |
6,830.0 |
LOW |
6,821.0 |
0.618 |
6,806.0 |
1.000 |
6,797.0 |
1.618 |
6,782.0 |
2.618 |
6,758.0 |
4.250 |
6,719.0 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
6,833.5 |
6,827.0 |
PP |
6,833.0 |
6,820.5 |
S1 |
6,833.0 |
6,814.0 |
|