Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,878.75 |
1,875.50 |
-3.25 |
-0.2% |
1,861.75 |
High |
1,886.00 |
1,880.00 |
-6.00 |
-0.3% |
1,886.00 |
Low |
1,872.00 |
1,860.50 |
-11.50 |
-0.6% |
1,844.00 |
Close |
1,874.50 |
1,875.75 |
1.25 |
0.1% |
1,874.50 |
Range |
14.00 |
19.50 |
5.50 |
39.3% |
42.00 |
ATR |
18.93 |
18.97 |
0.04 |
0.2% |
0.00 |
Volume |
1,717,169 |
1,176,754 |
-540,415 |
-31.5% |
7,441,929 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.50 |
1,922.75 |
1,886.50 |
|
R3 |
1,911.00 |
1,903.25 |
1,881.00 |
|
R2 |
1,891.50 |
1,891.50 |
1,879.25 |
|
R1 |
1,883.75 |
1,883.75 |
1,877.50 |
1,887.50 |
PP |
1,872.00 |
1,872.00 |
1,872.00 |
1,874.00 |
S1 |
1,864.25 |
1,864.25 |
1,874.00 |
1,868.00 |
S2 |
1,852.50 |
1,852.50 |
1,872.25 |
|
S3 |
1,833.00 |
1,844.75 |
1,870.50 |
|
S4 |
1,813.50 |
1,825.25 |
1,865.00 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.25 |
1,976.25 |
1,897.50 |
|
R3 |
1,952.25 |
1,934.25 |
1,886.00 |
|
R2 |
1,910.25 |
1,910.25 |
1,882.25 |
|
R1 |
1,892.25 |
1,892.25 |
1,878.25 |
1,901.25 |
PP |
1,868.25 |
1,868.25 |
1,868.25 |
1,872.50 |
S1 |
1,850.25 |
1,850.25 |
1,870.75 |
1,859.25 |
S2 |
1,826.25 |
1,826.25 |
1,866.75 |
|
S3 |
1,784.25 |
1,808.25 |
1,863.00 |
|
S4 |
1,742.25 |
1,766.25 |
1,851.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,886.00 |
1,860.50 |
25.50 |
1.4% |
13.75 |
0.7% |
60% |
False |
True |
1,310,697 |
10 |
1,886.00 |
1,844.00 |
42.00 |
2.2% |
16.75 |
0.9% |
76% |
False |
False |
1,381,057 |
20 |
1,886.00 |
1,803.25 |
82.75 |
4.4% |
20.25 |
1.1% |
88% |
False |
False |
1,604,622 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.25 |
1.1% |
81% |
False |
False |
1,546,099 |
60 |
1,892.50 |
1,752.00 |
140.50 |
7.5% |
19.75 |
1.1% |
88% |
False |
False |
1,035,815 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.75 |
1.1% |
90% |
False |
False |
778,296 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.50 |
1.0% |
90% |
False |
False |
622,948 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.00 |
1.0% |
90% |
False |
False |
519,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.00 |
2.618 |
1,931.00 |
1.618 |
1,911.50 |
1.000 |
1,899.50 |
0.618 |
1,892.00 |
HIGH |
1,880.00 |
0.618 |
1,872.50 |
0.500 |
1,870.25 |
0.382 |
1,868.00 |
LOW |
1,860.50 |
0.618 |
1,848.50 |
1.000 |
1,841.00 |
1.618 |
1,829.00 |
2.618 |
1,809.50 |
4.250 |
1,777.50 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,874.00 |
1,875.00 |
PP |
1,872.00 |
1,874.00 |
S1 |
1,870.25 |
1,873.25 |
|