Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,877.50 |
1,864.00 |
-13.50 |
-0.7% |
1,861.75 |
High |
1,881.50 |
1,875.75 |
-5.75 |
-0.3% |
1,886.00 |
Low |
1,861.75 |
1,854.50 |
-7.25 |
-0.4% |
1,844.00 |
Close |
1,864.25 |
1,874.25 |
10.00 |
0.5% |
1,874.50 |
Range |
19.75 |
21.25 |
1.50 |
7.6% |
42.00 |
ATR |
19.03 |
19.19 |
0.16 |
0.8% |
0.00 |
Volume |
1,379,161 |
1,999,538 |
620,377 |
45.0% |
7,441,929 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.00 |
1,924.25 |
1,886.00 |
|
R3 |
1,910.75 |
1,903.00 |
1,880.00 |
|
R2 |
1,889.50 |
1,889.50 |
1,878.25 |
|
R1 |
1,881.75 |
1,881.75 |
1,876.25 |
1,885.50 |
PP |
1,868.25 |
1,868.25 |
1,868.25 |
1,870.00 |
S1 |
1,860.50 |
1,860.50 |
1,872.25 |
1,864.50 |
S2 |
1,847.00 |
1,847.00 |
1,870.25 |
|
S3 |
1,825.75 |
1,839.25 |
1,868.50 |
|
S4 |
1,804.50 |
1,818.00 |
1,862.50 |
|
|
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 |
1,854.50 |
31.50 |
1.7% |
17.25 |
0.9% |
63% |
False |
True |
1,442,194 |
10 |
1,886.00 |
1,844.00 |
42.00 |
2.2% |
17.75 |
0.9% |
72% |
False |
False |
1,508,226 |
20 |
1,886.00 |
1,803.25 |
82.75 |
4.4% |
20.00 |
1.1% |
86% |
False |
False |
1,571,862 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
80% |
False |
False |
1,624,955 |
60 |
1,892.50 |
1,787.50 |
105.00 |
5.6% |
19.75 |
1.0% |
83% |
False |
False |
1,091,875 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.75 |
1.1% |
89% |
False |
False |
820,456 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.50 |
1.0% |
89% |
False |
False |
656,732 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.25 |
1.0% |
89% |
False |
False |
547,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,966.00 |
2.618 |
1,931.50 |
1.618 |
1,910.25 |
1.000 |
1,897.00 |
0.618 |
1,889.00 |
HIGH |
1,875.75 |
0.618 |
1,867.75 |
0.500 |
1,865.00 |
0.382 |
1,862.50 |
LOW |
1,854.50 |
0.618 |
1,841.25 |
1.000 |
1,833.25 |
1.618 |
1,820.00 |
2.618 |
1,798.75 |
4.250 |
1,764.25 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,871.25 |
1,872.25 |
PP |
1,868.25 |
1,870.00 |
S1 |
1,865.00 |
1,868.00 |
|