Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,875.50 |
1,877.50 |
2.00 |
0.1% |
1,861.75 |
High |
1,880.00 |
1,881.50 |
1.50 |
0.1% |
1,886.00 |
Low |
1,860.50 |
1,861.75 |
1.25 |
0.1% |
1,844.00 |
Close |
1,875.75 |
1,864.25 |
-11.50 |
-0.6% |
1,874.50 |
Range |
19.50 |
19.75 |
0.25 |
1.3% |
42.00 |
ATR |
18.97 |
19.03 |
0.06 |
0.3% |
0.00 |
Volume |
1,176,754 |
1,379,161 |
202,407 |
17.2% |
7,441,929 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.50 |
1,916.00 |
1,875.00 |
|
R3 |
1,908.75 |
1,896.25 |
1,869.75 |
|
R2 |
1,889.00 |
1,889.00 |
1,867.75 |
|
R1 |
1,876.50 |
1,876.50 |
1,866.00 |
1,873.00 |
PP |
1,869.25 |
1,869.25 |
1,869.25 |
1,867.25 |
S1 |
1,856.75 |
1,856.75 |
1,862.50 |
1,853.00 |
S2 |
1,849.50 |
1,849.50 |
1,860.75 |
|
S3 |
1,829.75 |
1,837.00 |
1,858.75 |
|
S4 |
1,810.00 |
1,817.25 |
1,853.50 |
|
|
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% |
15.75 |
0.8% |
15% |
False |
False |
1,342,707 |
10 |
1,886.00 |
1,844.00 |
42.00 |
2.3% |
17.00 |
0.9% |
48% |
False |
False |
1,408,327 |
20 |
1,886.00 |
1,803.25 |
82.75 |
4.4% |
20.00 |
1.1% |
74% |
False |
False |
1,564,626 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
68% |
False |
False |
1,578,882 |
60 |
1,892.50 |
1,779.50 |
113.00 |
6.1% |
19.50 |
1.0% |
75% |
False |
False |
1,058,656 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.75 |
1.1% |
83% |
False |
False |
795,500 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
19.50 |
1.0% |
83% |
False |
False |
636,738 |
120 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.25 |
1.0% |
83% |
False |
False |
530,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.50 |
2.618 |
1,933.25 |
1.618 |
1,913.50 |
1.000 |
1,901.25 |
0.618 |
1,893.75 |
HIGH |
1,881.50 |
0.618 |
1,874.00 |
0.500 |
1,871.50 |
0.382 |
1,869.25 |
LOW |
1,861.75 |
0.618 |
1,849.50 |
1.000 |
1,842.00 |
1.618 |
1,829.75 |
2.618 |
1,810.00 |
4.250 |
1,777.75 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,871.50 |
1,873.25 |
PP |
1,869.25 |
1,870.25 |
S1 |
1,866.75 |
1,867.25 |
|