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 |
1,309.7 |
1,307.9 |
-1.8 |
-0.1% |
1,303.2 |
High |
1,314.3 |
1,315.0 |
0.7 |
0.1% |
1,306.6 |
Low |
1,304.4 |
1,286.6 |
-17.8 |
-1.4% |
1,272.0 |
Close |
1,308.6 |
1,288.9 |
-19.7 |
-1.5% |
1,302.9 |
Range |
9.9 |
28.4 |
18.5 |
186.9% |
34.6 |
ATR |
17.7 |
18.4 |
0.8 |
4.3% |
0.0 |
Volume |
103,408 |
173,803 |
70,395 |
68.1% |
632,878 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.0 |
1,363.9 |
1,304.5 |
|
R3 |
1,353.6 |
1,335.5 |
1,296.7 |
|
R2 |
1,325.2 |
1,325.2 |
1,294.1 |
|
R1 |
1,307.1 |
1,307.1 |
1,291.5 |
1,302.0 |
PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,294.3 |
S1 |
1,278.7 |
1,278.7 |
1,286.3 |
1,273.6 |
S2 |
1,268.4 |
1,268.4 |
1,283.7 |
|
S3 |
1,240.0 |
1,250.3 |
1,281.1 |
|
S4 |
1,211.6 |
1,221.9 |
1,273.3 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.6 |
1,384.9 |
1,321.9 |
|
R3 |
1,363.0 |
1,350.3 |
1,312.4 |
|
R2 |
1,328.4 |
1,328.4 |
1,309.2 |
|
R1 |
1,315.7 |
1,315.7 |
1,306.1 |
1,304.8 |
PP |
1,293.8 |
1,293.8 |
1,293.8 |
1,288.4 |
S1 |
1,281.1 |
1,281.1 |
1,299.7 |
1,270.2 |
S2 |
1,259.2 |
1,259.2 |
1,296.6 |
|
S3 |
1,224.6 |
1,246.5 |
1,293.4 |
|
S4 |
1,190.0 |
1,211.9 |
1,283.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
20.6 |
1.6% |
39% |
False |
False |
136,045 |
10 |
1,315.8 |
1,268.4 |
47.4 |
3.7% |
19.2 |
1.5% |
43% |
False |
False |
132,297 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
17.9 |
1.4% |
33% |
False |
False |
124,433 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.8 |
1.4% |
17% |
False |
False |
99,132 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.6 |
1.4% |
17% |
False |
False |
69,077 |
80 |
1,392.2 |
1,233.0 |
159.2 |
12.4% |
17.3 |
1.3% |
35% |
False |
False |
52,796 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
50% |
False |
False |
42,487 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
50% |
False |
False |
35,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.7 |
2.618 |
1,389.4 |
1.618 |
1,361.0 |
1.000 |
1,343.4 |
0.618 |
1,332.6 |
HIGH |
1,315.0 |
0.618 |
1,304.2 |
0.500 |
1,300.8 |
0.382 |
1,297.4 |
LOW |
1,286.6 |
0.618 |
1,269.0 |
1.000 |
1,258.2 |
1.618 |
1,240.6 |
2.618 |
1,212.2 |
4.250 |
1,165.9 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,300.8 |
1,301.2 |
PP |
1,296.8 |
1,297.1 |
S1 |
1,292.9 |
1,293.0 |
|