Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,874.75 |
1,870.25 |
-4.50 |
-0.2% |
1,875.50 |
High |
1,884.75 |
1,875.00 |
-9.75 |
-0.5% |
1,884.75 |
Low |
1,865.00 |
1,862.50 |
-2.50 |
-0.1% |
1,854.50 |
Close |
1,872.25 |
1,873.50 |
1.25 |
0.1% |
1,873.50 |
Range |
19.75 |
12.50 |
-7.25 |
-36.7% |
30.25 |
ATR |
19.23 |
18.75 |
-0.48 |
-2.5% |
0.00 |
Volume |
1,753,107 |
1,476,536 |
-276,571 |
-15.8% |
7,785,096 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.75 |
1,903.25 |
1,880.50 |
|
R3 |
1,895.25 |
1,890.75 |
1,877.00 |
|
R2 |
1,882.75 |
1,882.75 |
1,875.75 |
|
R1 |
1,878.25 |
1,878.25 |
1,874.75 |
1,880.50 |
PP |
1,870.25 |
1,870.25 |
1,870.25 |
1,871.50 |
S1 |
1,865.75 |
1,865.75 |
1,872.25 |
1,868.00 |
S2 |
1,857.75 |
1,857.75 |
1,871.25 |
|
S3 |
1,845.25 |
1,853.25 |
1,870.00 |
|
S4 |
1,832.75 |
1,840.75 |
1,866.50 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.75 |
1,947.75 |
1,890.25 |
|
R3 |
1,931.50 |
1,917.50 |
1,881.75 |
|
R2 |
1,901.25 |
1,901.25 |
1,879.00 |
|
R1 |
1,887.25 |
1,887.25 |
1,876.25 |
1,879.00 |
PP |
1,871.00 |
1,871.00 |
1,871.00 |
1,866.75 |
S1 |
1,857.00 |
1,857.00 |
1,870.75 |
1,849.00 |
S2 |
1,840.75 |
1,840.75 |
1,868.00 |
|
S3 |
1,810.50 |
1,826.75 |
1,865.25 |
|
S4 |
1,780.25 |
1,796.50 |
1,856.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,884.75 |
1,854.50 |
30.25 |
1.6% |
18.50 |
1.0% |
63% |
False |
False |
1,557,019 |
10 |
1,886.00 |
1,844.00 |
42.00 |
2.2% |
17.00 |
0.9% |
70% |
False |
False |
1,522,702 |
20 |
1,886.00 |
1,803.25 |
82.75 |
4.4% |
18.25 |
1.0% |
85% |
False |
False |
1,543,710 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.00 |
1.1% |
79% |
False |
False |
1,671,579 |
60 |
1,892.50 |
1,795.50 |
97.00 |
5.2% |
19.50 |
1.0% |
80% |
False |
False |
1,145,435 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.50 |
1.1% |
89% |
False |
False |
860,753 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.50 |
1.0% |
89% |
False |
False |
689,019 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.25 |
1.0% |
89% |
False |
False |
574,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.00 |
2.618 |
1,907.75 |
1.618 |
1,895.25 |
1.000 |
1,887.50 |
0.618 |
1,882.75 |
HIGH |
1,875.00 |
0.618 |
1,870.25 |
0.500 |
1,868.75 |
0.382 |
1,867.25 |
LOW |
1,862.50 |
0.618 |
1,854.75 |
1.000 |
1,850.00 |
1.618 |
1,842.25 |
2.618 |
1,829.75 |
4.250 |
1,809.50 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,872.00 |
1,872.25 |
PP |
1,870.25 |
1,871.00 |
S1 |
1,868.75 |
1,869.50 |
|