Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,909.75 |
1,909.75 |
0.00 |
0.0% |
1,876.25 |
High |
1,914.00 |
1,918.00 |
4.00 |
0.2% |
1,899.25 |
Low |
1,904.50 |
1,907.25 |
2.75 |
0.1% |
1,864.75 |
Close |
1,909.00 |
1,918.00 |
9.00 |
0.5% |
1,897.00 |
Range |
9.50 |
10.75 |
1.25 |
13.2% |
34.50 |
ATR |
16.51 |
16.10 |
-0.41 |
-2.5% |
0.00 |
Volume |
1,062,079 |
981,817 |
-80,262 |
-7.6% |
5,746,739 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.75 |
1,943.00 |
1,924.00 |
|
R3 |
1,936.00 |
1,932.25 |
1,921.00 |
|
R2 |
1,925.25 |
1,925.25 |
1,920.00 |
|
R1 |
1,921.50 |
1,921.50 |
1,919.00 |
1,923.50 |
PP |
1,914.50 |
1,914.50 |
1,914.50 |
1,915.25 |
S1 |
1,910.75 |
1,910.75 |
1,917.00 |
1,912.50 |
S2 |
1,903.75 |
1,903.75 |
1,916.00 |
|
S3 |
1,893.00 |
1,900.00 |
1,915.00 |
|
S4 |
1,882.25 |
1,889.25 |
1,912.00 |
|
|
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 |
1,918.00 |
1,882.75 |
35.25 |
1.8% |
10.75 |
0.6% |
100% |
True |
False |
950,913 |
10 |
1,918.00 |
1,859.00 |
59.00 |
3.1% |
15.50 |
0.8% |
100% |
True |
False |
1,248,281 |
20 |
1,918.00 |
1,854.50 |
63.50 |
3.3% |
15.75 |
0.8% |
100% |
True |
False |
1,318,550 |
40 |
1,918.00 |
1,803.25 |
114.75 |
6.0% |
18.25 |
1.0% |
100% |
True |
False |
1,488,729 |
60 |
1,918.00 |
1,803.25 |
114.75 |
6.0% |
18.50 |
1.0% |
100% |
True |
False |
1,408,426 |
80 |
1,918.00 |
1,725.25 |
192.75 |
10.0% |
19.00 |
1.0% |
100% |
True |
False |
1,058,922 |
100 |
1,918.00 |
1,725.25 |
192.75 |
10.0% |
19.50 |
1.0% |
100% |
True |
False |
848,111 |
120 |
1,918.00 |
1,725.25 |
192.75 |
10.0% |
18.75 |
1.0% |
100% |
True |
False |
706,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.75 |
2.618 |
1,946.25 |
1.618 |
1,935.50 |
1.000 |
1,928.75 |
0.618 |
1,924.75 |
HIGH |
1,918.00 |
0.618 |
1,914.00 |
0.500 |
1,912.50 |
0.382 |
1,911.25 |
LOW |
1,907.25 |
0.618 |
1,900.50 |
1.000 |
1,896.50 |
1.618 |
1,889.75 |
2.618 |
1,879.00 |
4.250 |
1,861.50 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,916.25 |
1,914.50 |
PP |
1,914.50 |
1,911.00 |
S1 |
1,912.50 |
1,907.50 |
|