Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,898.00 |
1,909.75 |
11.75 |
0.6% |
1,876.25 |
High |
1,910.00 |
1,914.00 |
4.00 |
0.2% |
1,899.25 |
Low |
1,897.00 |
1,904.50 |
7.50 |
0.4% |
1,864.75 |
Close |
1,909.25 |
1,909.00 |
-0.25 |
0.0% |
1,897.00 |
Range |
13.00 |
9.50 |
-3.50 |
-26.9% |
34.50 |
ATR |
17.05 |
16.51 |
-0.54 |
-3.2% |
0.00 |
Volume |
922,499 |
1,062,079 |
139,580 |
15.1% |
5,746,739 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.75 |
1,932.75 |
1,914.25 |
|
R3 |
1,928.25 |
1,923.25 |
1,911.50 |
|
R2 |
1,918.75 |
1,918.75 |
1,910.75 |
|
R1 |
1,913.75 |
1,913.75 |
1,909.75 |
1,911.50 |
PP |
1,909.25 |
1,909.25 |
1,909.25 |
1,908.00 |
S1 |
1,904.25 |
1,904.25 |
1,908.25 |
1,902.00 |
S2 |
1,899.75 |
1,899.75 |
1,907.25 |
|
S3 |
1,890.25 |
1,894.75 |
1,906.50 |
|
S4 |
1,880.75 |
1,885.25 |
1,903.75 |
|
|
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 |
1,914.00 |
1,866.50 |
47.50 |
2.5% |
12.75 |
0.7% |
89% |
True |
False |
1,026,292 |
10 |
1,914.00 |
1,859.00 |
55.00 |
2.9% |
16.00 |
0.8% |
91% |
True |
False |
1,268,788 |
20 |
1,914.00 |
1,854.50 |
59.50 |
3.1% |
16.00 |
0.8% |
92% |
True |
False |
1,344,564 |
40 |
1,914.00 |
1,803.25 |
110.75 |
5.8% |
18.50 |
1.0% |
95% |
True |
False |
1,494,517 |
60 |
1,914.00 |
1,803.25 |
110.75 |
5.8% |
19.00 |
1.0% |
95% |
True |
False |
1,392,362 |
80 |
1,914.00 |
1,725.25 |
188.75 |
9.9% |
19.50 |
1.0% |
97% |
True |
False |
1,046,737 |
100 |
1,914.00 |
1,725.25 |
188.75 |
9.9% |
19.75 |
1.0% |
97% |
True |
False |
838,385 |
120 |
1,914.00 |
1,725.25 |
188.75 |
9.9% |
18.75 |
1.0% |
97% |
True |
False |
698,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.50 |
2.618 |
1,938.75 |
1.618 |
1,929.25 |
1.000 |
1,923.50 |
0.618 |
1,919.75 |
HIGH |
1,914.00 |
0.618 |
1,910.25 |
0.500 |
1,909.25 |
0.382 |
1,908.25 |
LOW |
1,904.50 |
0.618 |
1,898.75 |
1.000 |
1,895.00 |
1.618 |
1,889.25 |
2.618 |
1,879.75 |
4.250 |
1,864.00 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,909.25 |
1,906.50 |
PP |
1,909.25 |
1,904.25 |
S1 |
1,909.00 |
1,901.75 |
|