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 |
3,720.50 |
3,716.25 |
-4.25 |
-0.1% |
3,586.75 |
High |
3,730.25 |
3,737.25 |
7.00 |
0.2% |
3,677.00 |
Low |
3,707.50 |
3,713.25 |
5.75 |
0.2% |
3,565.50 |
Close |
3,716.00 |
3,735.50 |
19.50 |
0.5% |
3,675.00 |
Range |
22.75 |
24.00 |
1.25 |
5.5% |
111.50 |
ATR |
46.63 |
45.01 |
-1.62 |
-3.5% |
0.00 |
Volume |
218,210 |
184,922 |
-33,288 |
-15.3% |
1,160,808 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,800.75 |
3,792.00 |
3,748.75 |
|
R3 |
3,776.75 |
3,768.00 |
3,742.00 |
|
R2 |
3,752.75 |
3,752.75 |
3,740.00 |
|
R1 |
3,744.00 |
3,744.00 |
3,737.75 |
3,748.50 |
PP |
3,728.75 |
3,728.75 |
3,728.75 |
3,730.75 |
S1 |
3,720.00 |
3,720.00 |
3,733.25 |
3,724.50 |
S2 |
3,704.75 |
3,704.75 |
3,731.00 |
|
S3 |
3,680.75 |
3,696.00 |
3,729.00 |
|
S4 |
3,656.75 |
3,672.00 |
3,722.25 |
|
|
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 |
3,737.25 |
3,631.25 |
106.00 |
2.8% |
30.50 |
0.8% |
98% |
True |
False |
198,294 |
10 |
3,737.25 |
3,540.25 |
197.00 |
5.3% |
40.00 |
1.1% |
99% |
True |
False |
246,082 |
20 |
3,737.25 |
3,497.50 |
239.75 |
6.4% |
43.25 |
1.2% |
99% |
True |
False |
265,444 |
40 |
3,737.25 |
3,404.75 |
332.50 |
8.9% |
53.75 |
1.4% |
99% |
True |
False |
320,197 |
60 |
3,737.25 |
3,404.75 |
332.50 |
8.9% |
54.00 |
1.4% |
99% |
True |
False |
291,426 |
80 |
3,737.25 |
3,404.75 |
332.50 |
8.9% |
50.50 |
1.4% |
99% |
True |
False |
218,826 |
100 |
3,737.25 |
3,404.75 |
332.50 |
8.9% |
49.25 |
1.3% |
99% |
True |
False |
175,095 |
120 |
3,737.25 |
3,404.75 |
332.50 |
8.9% |
43.25 |
1.2% |
99% |
True |
False |
145,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,839.25 |
2.618 |
3,800.00 |
1.618 |
3,776.00 |
1.000 |
3,761.25 |
0.618 |
3,752.00 |
HIGH |
3,737.25 |
0.618 |
3,728.00 |
0.500 |
3,725.25 |
0.382 |
3,722.50 |
LOW |
3,713.25 |
0.618 |
3,698.50 |
1.000 |
3,689.25 |
1.618 |
3,674.50 |
2.618 |
3,650.50 |
4.250 |
3,611.25 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,732.00 |
3,726.00 |
PP |
3,728.75 |
3,716.75 |
S1 |
3,725.25 |
3,707.50 |
|