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 |
3,679.00 |
3,720.50 |
41.50 |
1.1% |
3,586.75 |
High |
3,723.00 |
3,730.25 |
7.25 |
0.2% |
3,677.00 |
Low |
3,677.50 |
3,707.50 |
30.00 |
0.8% |
3,565.50 |
Close |
3,721.25 |
3,716.00 |
-5.25 |
-0.1% |
3,675.00 |
Range |
45.50 |
22.75 |
-22.75 |
-50.0% |
111.50 |
ATR |
48.46 |
46.63 |
-1.84 |
-3.8% |
0.00 |
Volume |
203,564 |
218,210 |
14,646 |
7.2% |
1,160,808 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,786.25 |
3,773.75 |
3,728.50 |
|
R3 |
3,763.50 |
3,751.00 |
3,722.25 |
|
R2 |
3,740.75 |
3,740.75 |
3,720.25 |
|
R1 |
3,728.25 |
3,728.25 |
3,718.00 |
3,723.00 |
PP |
3,718.00 |
3,718.00 |
3,718.00 |
3,715.25 |
S1 |
3,705.50 |
3,705.50 |
3,714.00 |
3,700.50 |
S2 |
3,695.25 |
3,695.25 |
3,711.75 |
|
S3 |
3,672.50 |
3,682.75 |
3,709.75 |
|
S4 |
3,649.75 |
3,660.00 |
3,703.50 |
|
|
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 |
3,730.25 |
3,593.25 |
137.00 |
3.7% |
34.25 |
0.9% |
90% |
True |
False |
212,746 |
10 |
3,730.25 |
3,540.25 |
190.00 |
5.1% |
40.75 |
1.1% |
93% |
True |
False |
251,058 |
20 |
3,730.25 |
3,497.50 |
232.75 |
6.3% |
44.00 |
1.2% |
94% |
True |
False |
270,635 |
40 |
3,730.25 |
3,404.75 |
325.50 |
8.8% |
55.00 |
1.5% |
96% |
True |
False |
322,208 |
60 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
54.25 |
1.5% |
95% |
False |
False |
288,368 |
80 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
51.50 |
1.4% |
95% |
False |
False |
216,525 |
100 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
49.25 |
1.3% |
95% |
False |
False |
173,246 |
120 |
3,733.25 |
3,404.75 |
328.50 |
8.8% |
43.00 |
1.2% |
95% |
False |
False |
144,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,827.00 |
2.618 |
3,789.75 |
1.618 |
3,767.00 |
1.000 |
3,753.00 |
0.618 |
3,744.25 |
HIGH |
3,730.25 |
0.618 |
3,721.50 |
0.500 |
3,719.00 |
0.382 |
3,716.25 |
LOW |
3,707.50 |
0.618 |
3,693.50 |
1.000 |
3,684.75 |
1.618 |
3,670.75 |
2.618 |
3,648.00 |
4.250 |
3,610.75 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,719.00 |
3,706.50 |
PP |
3,718.00 |
3,697.25 |
S1 |
3,717.00 |
3,687.75 |
|