Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,864.00 |
1,874.75 |
10.75 |
0.6% |
1,861.75 |
High |
1,875.75 |
1,884.75 |
9.00 |
0.5% |
1,886.00 |
Low |
1,854.50 |
1,865.00 |
10.50 |
0.6% |
1,844.00 |
Close |
1,874.25 |
1,872.25 |
-2.00 |
-0.1% |
1,874.50 |
Range |
21.25 |
19.75 |
-1.50 |
-7.1% |
42.00 |
ATR |
19.19 |
19.23 |
0.04 |
0.2% |
0.00 |
Volume |
1,999,538 |
1,753,107 |
-246,431 |
-12.3% |
7,441,929 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.25 |
1,922.50 |
1,883.00 |
|
R3 |
1,913.50 |
1,902.75 |
1,877.75 |
|
R2 |
1,893.75 |
1,893.75 |
1,875.75 |
|
R1 |
1,883.00 |
1,883.00 |
1,874.00 |
1,878.50 |
PP |
1,874.00 |
1,874.00 |
1,874.00 |
1,871.75 |
S1 |
1,863.25 |
1,863.25 |
1,870.50 |
1,858.75 |
S2 |
1,854.25 |
1,854.25 |
1,868.75 |
|
S3 |
1,834.50 |
1,843.50 |
1,866.75 |
|
S4 |
1,814.75 |
1,823.75 |
1,861.50 |
|
|
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% |
18.75 |
1.0% |
56% |
False |
False |
1,605,145 |
10 |
1,886.00 |
1,844.00 |
42.00 |
2.2% |
17.75 |
1.0% |
67% |
False |
False |
1,525,828 |
20 |
1,886.00 |
1,803.25 |
82.75 |
4.4% |
20.00 |
1.1% |
83% |
False |
False |
1,588,807 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.75 |
1.1% |
77% |
False |
False |
1,663,271 |
60 |
1,892.50 |
1,795.50 |
97.00 |
5.2% |
19.50 |
1.0% |
79% |
False |
False |
1,120,984 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.75 |
1.1% |
88% |
False |
False |
842,329 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.50 |
1.0% |
88% |
False |
False |
674,260 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.25 |
1.0% |
88% |
False |
False |
561,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.75 |
2.618 |
1,936.50 |
1.618 |
1,916.75 |
1.000 |
1,904.50 |
0.618 |
1,897.00 |
HIGH |
1,884.75 |
0.618 |
1,877.25 |
0.500 |
1,875.00 |
0.382 |
1,872.50 |
LOW |
1,865.00 |
0.618 |
1,852.75 |
1.000 |
1,845.25 |
1.618 |
1,833.00 |
2.618 |
1,813.25 |
4.250 |
1,781.00 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,875.00 |
1,871.50 |
PP |
1,874.00 |
1,870.50 |
S1 |
1,873.00 |
1,869.50 |
|