Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,909.75 |
1,917.00 |
7.25 |
0.4% |
1,898.00 |
High |
1,918.00 |
1,922.25 |
4.25 |
0.2% |
1,922.25 |
Low |
1,907.25 |
1,914.25 |
7.00 |
0.4% |
1,897.00 |
Close |
1,918.00 |
1,921.50 |
3.50 |
0.2% |
1,921.50 |
Range |
10.75 |
8.00 |
-2.75 |
-25.6% |
25.25 |
ATR |
16.10 |
15.52 |
-0.58 |
-3.6% |
0.00 |
Volume |
981,817 |
1,169,034 |
187,217 |
19.1% |
4,135,429 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.25 |
1,940.50 |
1,926.00 |
|
R3 |
1,935.25 |
1,932.50 |
1,923.75 |
|
R2 |
1,927.25 |
1,927.25 |
1,923.00 |
|
R1 |
1,924.50 |
1,924.50 |
1,922.25 |
1,926.00 |
PP |
1,919.25 |
1,919.25 |
1,919.25 |
1,920.00 |
S1 |
1,916.50 |
1,916.50 |
1,920.75 |
1,918.00 |
S2 |
1,911.25 |
1,911.25 |
1,920.00 |
|
S3 |
1,903.25 |
1,908.50 |
1,919.25 |
|
S4 |
1,895.25 |
1,900.50 |
1,917.00 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.25 |
1,980.75 |
1,935.50 |
|
R3 |
1,964.00 |
1,955.50 |
1,928.50 |
|
R2 |
1,938.75 |
1,938.75 |
1,926.25 |
|
R1 |
1,930.25 |
1,930.25 |
1,923.75 |
1,934.50 |
PP |
1,913.50 |
1,913.50 |
1,913.50 |
1,915.75 |
S1 |
1,905.00 |
1,905.00 |
1,919.25 |
1,909.25 |
S2 |
1,888.25 |
1,888.25 |
1,916.75 |
|
S3 |
1,863.00 |
1,879.75 |
1,914.50 |
|
S4 |
1,837.75 |
1,854.50 |
1,907.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,922.25 |
1,889.50 |
32.75 |
1.7% |
10.25 |
0.5% |
98% |
True |
False |
979,397 |
10 |
1,922.25 |
1,861.25 |
61.00 |
3.2% |
13.50 |
0.7% |
99% |
True |
False |
1,140,461 |
20 |
1,922.25 |
1,854.50 |
67.75 |
3.5% |
15.50 |
0.8% |
99% |
True |
False |
1,330,084 |
40 |
1,922.25 |
1,803.25 |
119.00 |
6.2% |
18.25 |
1.0% |
99% |
True |
False |
1,488,419 |
60 |
1,922.25 |
1,803.25 |
119.00 |
6.2% |
18.75 |
1.0% |
99% |
True |
False |
1,427,456 |
80 |
1,922.25 |
1,725.25 |
197.00 |
10.3% |
18.75 |
1.0% |
100% |
True |
False |
1,073,404 |
100 |
1,922.25 |
1,725.25 |
197.00 |
10.3% |
19.50 |
1.0% |
100% |
True |
False |
859,786 |
120 |
1,922.25 |
1,725.25 |
197.00 |
10.3% |
18.75 |
1.0% |
100% |
True |
False |
716,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.25 |
2.618 |
1,943.25 |
1.618 |
1,935.25 |
1.000 |
1,930.25 |
0.618 |
1,927.25 |
HIGH |
1,922.25 |
0.618 |
1,919.25 |
0.500 |
1,918.25 |
0.382 |
1,917.25 |
LOW |
1,914.25 |
0.618 |
1,909.25 |
1.000 |
1,906.25 |
1.618 |
1,901.25 |
2.618 |
1,893.25 |
4.250 |
1,880.25 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,920.50 |
1,918.75 |
PP |
1,919.25 |
1,916.00 |
S1 |
1,918.25 |
1,913.50 |
|