Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,595.00 |
3,551.00 |
-44.00 |
-1.2% |
3,536.00 |
High |
3,603.75 |
3,566.50 |
-37.25 |
-1.0% |
3,605.50 |
Low |
3,546.75 |
3,497.50 |
-49.25 |
-1.4% |
3,480.50 |
Close |
3,551.00 |
3,540.50 |
-10.50 |
-0.3% |
3,579.25 |
Range |
57.00 |
69.00 |
12.00 |
21.1% |
125.00 |
ATR |
56.15 |
57.07 |
0.92 |
1.6% |
0.00 |
Volume |
260,995 |
447,227 |
186,232 |
71.4% |
1,569,556 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,741.75 |
3,710.25 |
3,578.50 |
|
R3 |
3,672.75 |
3,641.25 |
3,559.50 |
|
R2 |
3,603.75 |
3,603.75 |
3,553.25 |
|
R1 |
3,572.25 |
3,572.25 |
3,546.75 |
3,553.50 |
PP |
3,534.75 |
3,534.75 |
3,534.75 |
3,525.50 |
S1 |
3,503.25 |
3,503.25 |
3,534.25 |
3,484.50 |
S2 |
3,465.75 |
3,465.75 |
3,527.75 |
|
S3 |
3,396.75 |
3,434.25 |
3,521.50 |
|
S4 |
3,327.75 |
3,365.25 |
3,502.50 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,930.00 |
3,879.75 |
3,648.00 |
|
R3 |
3,805.00 |
3,754.75 |
3,613.50 |
|
R2 |
3,680.00 |
3,680.00 |
3,602.25 |
|
R1 |
3,629.75 |
3,629.75 |
3,590.75 |
3,655.00 |
PP |
3,555.00 |
3,555.00 |
3,555.00 |
3,567.75 |
S1 |
3,504.75 |
3,504.75 |
3,567.75 |
3,530.00 |
S2 |
3,430.00 |
3,430.00 |
3,556.25 |
|
S3 |
3,305.00 |
3,379.75 |
3,545.00 |
|
S4 |
3,180.00 |
3,254.75 |
3,510.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,605.50 |
3,497.50 |
108.00 |
3.1% |
49.25 |
1.4% |
40% |
False |
True |
287,270 |
10 |
3,618.25 |
3,480.50 |
137.75 |
3.9% |
55.50 |
1.6% |
44% |
False |
False |
323,658 |
20 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
60.00 |
1.7% |
64% |
False |
False |
344,888 |
40 |
3,715.50 |
3,404.75 |
310.75 |
8.8% |
61.00 |
1.7% |
44% |
False |
False |
339,921 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
53.00 |
1.5% |
41% |
False |
False |
227,165 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
52.00 |
1.5% |
41% |
False |
False |
170,460 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
45.50 |
1.3% |
41% |
False |
False |
136,370 |
120 |
3,733.25 |
3,354.00 |
379.25 |
10.7% |
38.75 |
1.1% |
49% |
False |
False |
113,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,859.75 |
2.618 |
3,747.25 |
1.618 |
3,678.25 |
1.000 |
3,635.50 |
0.618 |
3,609.25 |
HIGH |
3,566.50 |
0.618 |
3,540.25 |
0.500 |
3,532.00 |
0.382 |
3,523.75 |
LOW |
3,497.50 |
0.618 |
3,454.75 |
1.000 |
3,428.50 |
1.618 |
3,385.75 |
2.618 |
3,316.75 |
4.250 |
3,204.25 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,537.75 |
3,550.50 |
PP |
3,534.75 |
3,547.25 |
S1 |
3,532.00 |
3,544.00 |
|