Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,890.25 |
1,898.00 |
7.75 |
0.4% |
1,876.25 |
High |
1,899.25 |
1,910.00 |
10.75 |
0.6% |
1,899.25 |
Low |
1,889.50 |
1,897.00 |
7.50 |
0.4% |
1,864.75 |
Close |
1,897.00 |
1,909.25 |
12.25 |
0.6% |
1,897.00 |
Range |
9.75 |
13.00 |
3.25 |
33.3% |
34.50 |
ATR |
17.37 |
17.05 |
-0.31 |
-1.8% |
0.00 |
Volume |
761,557 |
922,499 |
160,942 |
21.1% |
5,746,739 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.50 |
1,939.75 |
1,916.50 |
|
R3 |
1,931.50 |
1,926.75 |
1,912.75 |
|
R2 |
1,918.50 |
1,918.50 |
1,911.75 |
|
R1 |
1,913.75 |
1,913.75 |
1,910.50 |
1,916.00 |
PP |
1,905.50 |
1,905.50 |
1,905.50 |
1,906.50 |
S1 |
1,900.75 |
1,900.75 |
1,908.00 |
1,903.00 |
S2 |
1,892.50 |
1,892.50 |
1,906.75 |
|
S3 |
1,879.50 |
1,887.75 |
1,905.75 |
|
S4 |
1,866.50 |
1,874.75 |
1,902.00 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.50 |
1,978.25 |
1,916.00 |
|
R3 |
1,956.00 |
1,943.75 |
1,906.50 |
|
R2 |
1,921.50 |
1,921.50 |
1,903.25 |
|
R1 |
1,909.25 |
1,909.25 |
1,900.25 |
1,915.50 |
PP |
1,887.00 |
1,887.00 |
1,887.00 |
1,890.00 |
S1 |
1,874.75 |
1,874.75 |
1,893.75 |
1,881.00 |
S2 |
1,852.50 |
1,852.50 |
1,890.75 |
|
S3 |
1,818.00 |
1,840.25 |
1,887.50 |
|
S4 |
1,783.50 |
1,805.75 |
1,878.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,910.00 |
1,864.75 |
45.25 |
2.4% |
14.75 |
0.8% |
98% |
True |
False |
1,126,710 |
10 |
1,910.00 |
1,859.00 |
51.00 |
2.7% |
15.75 |
0.8% |
99% |
True |
False |
1,270,279 |
20 |
1,910.00 |
1,854.50 |
55.50 |
2.9% |
16.00 |
0.8% |
99% |
True |
False |
1,352,416 |
40 |
1,910.00 |
1,803.25 |
106.75 |
5.6% |
18.50 |
1.0% |
99% |
True |
False |
1,507,275 |
60 |
1,910.00 |
1,803.25 |
106.75 |
5.6% |
19.00 |
1.0% |
99% |
True |
False |
1,375,191 |
80 |
1,910.00 |
1,725.25 |
184.75 |
9.7% |
19.75 |
1.0% |
100% |
True |
False |
1,033,547 |
100 |
1,910.00 |
1,725.25 |
184.75 |
9.7% |
19.75 |
1.0% |
100% |
True |
False |
827,789 |
120 |
1,910.00 |
1,725.25 |
184.75 |
9.7% |
18.75 |
1.0% |
100% |
True |
False |
689,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.25 |
2.618 |
1,944.00 |
1.618 |
1,931.00 |
1.000 |
1,923.00 |
0.618 |
1,918.00 |
HIGH |
1,910.00 |
0.618 |
1,905.00 |
0.500 |
1,903.50 |
0.382 |
1,902.00 |
LOW |
1,897.00 |
0.618 |
1,889.00 |
1.000 |
1,884.00 |
1.618 |
1,876.00 |
2.618 |
1,863.00 |
4.250 |
1,841.75 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,907.25 |
1,905.00 |
PP |
1,905.50 |
1,900.75 |
S1 |
1,903.50 |
1,896.50 |
|