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 |
3,716.25 |
3,735.25 |
19.00 |
0.5% |
3,679.00 |
High |
3,737.25 |
3,740.50 |
3.25 |
0.1% |
3,740.50 |
Low |
3,713.25 |
3,715.25 |
2.00 |
0.1% |
3,677.50 |
Close |
3,735.50 |
3,735.50 |
0.00 |
0.0% |
3,735.50 |
Range |
24.00 |
25.25 |
1.25 |
5.2% |
63.00 |
ATR |
45.01 |
43.60 |
-1.41 |
-3.1% |
0.00 |
Volume |
184,922 |
214,382 |
29,460 |
15.9% |
821,078 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,806.25 |
3,796.00 |
3,749.50 |
|
R3 |
3,781.00 |
3,770.75 |
3,742.50 |
|
R2 |
3,755.75 |
3,755.75 |
3,740.25 |
|
R1 |
3,745.50 |
3,745.50 |
3,737.75 |
3,750.50 |
PP |
3,730.50 |
3,730.50 |
3,730.50 |
3,733.00 |
S1 |
3,720.25 |
3,720.25 |
3,733.25 |
3,725.50 |
S2 |
3,705.25 |
3,705.25 |
3,730.75 |
|
S3 |
3,680.00 |
3,695.00 |
3,728.50 |
|
S4 |
3,654.75 |
3,669.75 |
3,721.50 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,906.75 |
3,884.25 |
3,770.25 |
|
R3 |
3,843.75 |
3,821.25 |
3,752.75 |
|
R2 |
3,780.75 |
3,780.75 |
3,747.00 |
|
R1 |
3,758.25 |
3,758.25 |
3,741.25 |
3,769.50 |
PP |
3,717.75 |
3,717.75 |
3,717.75 |
3,723.50 |
S1 |
3,695.25 |
3,695.25 |
3,729.75 |
3,706.50 |
S2 |
3,654.75 |
3,654.75 |
3,724.00 |
|
S3 |
3,591.75 |
3,632.25 |
3,718.25 |
|
S4 |
3,528.75 |
3,569.25 |
3,700.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,740.50 |
3,645.25 |
95.25 |
2.5% |
29.75 |
0.8% |
95% |
True |
False |
197,644 |
10 |
3,740.50 |
3,543.00 |
197.50 |
5.3% |
35.75 |
1.0% |
97% |
True |
False |
227,649 |
20 |
3,740.50 |
3,497.50 |
243.00 |
6.5% |
42.75 |
1.1% |
98% |
True |
False |
266,403 |
40 |
3,740.50 |
3,404.75 |
335.75 |
9.0% |
53.75 |
1.4% |
99% |
True |
False |
319,561 |
60 |
3,740.50 |
3,404.75 |
335.75 |
9.0% |
54.00 |
1.4% |
99% |
True |
False |
294,971 |
80 |
3,740.50 |
3,404.75 |
335.75 |
9.0% |
50.25 |
1.3% |
99% |
True |
False |
221,495 |
100 |
3,740.50 |
3,404.75 |
335.75 |
9.0% |
49.25 |
1.3% |
99% |
True |
False |
177,239 |
120 |
3,740.50 |
3,404.75 |
335.75 |
9.0% |
43.50 |
1.2% |
99% |
True |
False |
147,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,847.75 |
2.618 |
3,806.50 |
1.618 |
3,781.25 |
1.000 |
3,765.75 |
0.618 |
3,756.00 |
HIGH |
3,740.50 |
0.618 |
3,730.75 |
0.500 |
3,728.00 |
0.382 |
3,725.00 |
LOW |
3,715.25 |
0.618 |
3,699.75 |
1.000 |
3,690.00 |
1.618 |
3,674.50 |
2.618 |
3,649.25 |
4.250 |
3,608.00 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,733.00 |
3,731.75 |
PP |
3,730.50 |
3,727.75 |
S1 |
3,728.00 |
3,724.00 |
|