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 |
3,648.25 |
3,679.00 |
30.75 |
0.8% |
3,586.75 |
High |
3,677.00 |
3,723.00 |
46.00 |
1.3% |
3,677.00 |
Low |
3,645.25 |
3,677.50 |
32.25 |
0.9% |
3,565.50 |
Close |
3,675.00 |
3,721.25 |
46.25 |
1.3% |
3,675.00 |
Range |
31.75 |
45.50 |
13.75 |
43.3% |
111.50 |
ATR |
48.50 |
48.46 |
-0.04 |
-0.1% |
0.00 |
Volume |
167,143 |
203,564 |
36,421 |
21.8% |
1,160,808 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,843.75 |
3,828.00 |
3,746.25 |
|
R3 |
3,798.25 |
3,782.50 |
3,733.75 |
|
R2 |
3,752.75 |
3,752.75 |
3,729.50 |
|
R1 |
3,737.00 |
3,737.00 |
3,725.50 |
3,745.00 |
PP |
3,707.25 |
3,707.25 |
3,707.25 |
3,711.25 |
S1 |
3,691.50 |
3,691.50 |
3,717.00 |
3,699.50 |
S2 |
3,661.75 |
3,661.75 |
3,713.00 |
|
S3 |
3,616.25 |
3,646.00 |
3,708.75 |
|
S4 |
3,570.75 |
3,600.50 |
3,696.25 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,973.75 |
3,935.75 |
3,736.25 |
|
R3 |
3,862.25 |
3,824.25 |
3,705.75 |
|
R2 |
3,750.75 |
3,750.75 |
3,695.50 |
|
R1 |
3,712.75 |
3,712.75 |
3,685.25 |
3,731.75 |
PP |
3,639.25 |
3,639.25 |
3,639.25 |
3,648.50 |
S1 |
3,601.25 |
3,601.25 |
3,664.75 |
3,620.25 |
S2 |
3,527.75 |
3,527.75 |
3,654.50 |
|
S3 |
3,416.25 |
3,489.75 |
3,644.25 |
|
S4 |
3,304.75 |
3,378.25 |
3,613.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,723.00 |
3,584.50 |
138.50 |
3.7% |
37.50 |
1.0% |
99% |
True |
False |
228,666 |
10 |
3,723.00 |
3,540.25 |
182.75 |
4.9% |
40.50 |
1.1% |
99% |
True |
False |
251,415 |
20 |
3,723.00 |
3,497.50 |
225.50 |
6.1% |
45.00 |
1.2% |
99% |
True |
False |
275,060 |
40 |
3,723.00 |
3,404.75 |
318.25 |
8.6% |
55.50 |
1.5% |
99% |
True |
False |
324,195 |
60 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
54.75 |
1.5% |
96% |
False |
False |
284,808 |
80 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
51.75 |
1.4% |
96% |
False |
False |
213,805 |
100 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
49.25 |
1.3% |
96% |
False |
False |
171,064 |
120 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
42.75 |
1.2% |
96% |
False |
False |
142,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,916.50 |
2.618 |
3,842.00 |
1.618 |
3,796.50 |
1.000 |
3,768.50 |
0.618 |
3,751.00 |
HIGH |
3,723.00 |
0.618 |
3,705.50 |
0.500 |
3,700.25 |
0.382 |
3,695.00 |
LOW |
3,677.50 |
0.618 |
3,649.50 |
1.000 |
3,632.00 |
1.618 |
3,604.00 |
2.618 |
3,558.50 |
4.250 |
3,484.00 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,714.25 |
3,706.50 |
PP |
3,707.25 |
3,691.75 |
S1 |
3,700.25 |
3,677.00 |
|