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 |
1,131.0 |
1,140.5 |
9.5 |
0.8% |
1,101.4 |
High |
1,143.6 |
1,145.2 |
1.6 |
0.1% |
1,125.2 |
Low |
1,129.8 |
1,130.2 |
0.4 |
0.0% |
1,088.6 |
Close |
1,141.2 |
1,135.4 |
-5.8 |
-0.5% |
1,124.0 |
Range |
13.8 |
15.0 |
1.2 |
8.7% |
36.6 |
ATR |
20.2 |
19.8 |
-0.4 |
-1.8% |
0.0 |
Volume |
108,816 |
112,101 |
3,285 |
3.0% |
528,594 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.0 |
1,173.8 |
1,143.8 |
|
R3 |
1,167.0 |
1,158.8 |
1,139.5 |
|
R2 |
1,152.0 |
1,152.0 |
1,138.3 |
|
R1 |
1,143.8 |
1,143.8 |
1,136.8 |
1,140.3 |
PP |
1,137.0 |
1,137.0 |
1,137.0 |
1,135.3 |
S1 |
1,128.8 |
1,128.8 |
1,134.0 |
1,125.3 |
S2 |
1,122.0 |
1,122.0 |
1,132.8 |
|
S3 |
1,107.0 |
1,113.8 |
1,131.3 |
|
S4 |
1,092.0 |
1,098.8 |
1,127.3 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.5 |
1,209.8 |
1,144.3 |
|
R3 |
1,185.8 |
1,173.3 |
1,134.0 |
|
R2 |
1,149.3 |
1,149.3 |
1,130.8 |
|
R1 |
1,136.5 |
1,136.5 |
1,127.3 |
1,143.0 |
PP |
1,112.5 |
1,112.5 |
1,112.5 |
1,115.8 |
S1 |
1,100.0 |
1,100.0 |
1,120.8 |
1,106.3 |
S2 |
1,076.0 |
1,076.0 |
1,117.3 |
|
S3 |
1,039.5 |
1,063.5 |
1,114.0 |
|
S4 |
1,002.8 |
1,026.8 |
1,103.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,145.2 |
1,090.0 |
55.2 |
4.9% |
15.0 |
1.3% |
82% |
True |
False |
94,952 |
10 |
1,145.2 |
1,078.7 |
66.5 |
5.9% |
18.8 |
1.6% |
85% |
True |
False |
125,151 |
20 |
1,145.2 |
1,078.7 |
66.5 |
5.9% |
20.0 |
1.8% |
85% |
True |
False |
139,180 |
40 |
1,191.1 |
1,078.7 |
112.4 |
9.9% |
20.8 |
1.8% |
50% |
False |
False |
136,512 |
60 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
20.5 |
1.8% |
44% |
False |
False |
122,859 |
80 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
17.3 |
1.5% |
44% |
False |
False |
92,162 |
100 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
14.0 |
1.2% |
44% |
False |
False |
73,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.0 |
2.618 |
1,184.5 |
1.618 |
1,169.5 |
1.000 |
1,160.3 |
0.618 |
1,154.5 |
HIGH |
1,145.3 |
0.618 |
1,139.5 |
0.500 |
1,137.8 |
0.382 |
1,136.0 |
LOW |
1,130.3 |
0.618 |
1,121.0 |
1.000 |
1,115.3 |
1.618 |
1,106.0 |
2.618 |
1,091.0 |
4.250 |
1,066.5 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,137.8 |
1,132.8 |
PP |
1,137.0 |
1,130.0 |
S1 |
1,136.3 |
1,127.5 |
|