Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,289.8 |
1,289.6 |
-0.2 |
0.0% |
1,300.9 |
High |
1,295.5 |
1,294.5 |
-1.0 |
-0.1% |
1,315.8 |
Low |
1,284.8 |
1,285.5 |
0.7 |
0.1% |
1,284.8 |
Close |
1,287.7 |
1,287.6 |
-0.1 |
0.0% |
1,287.6 |
Range |
10.7 |
9.0 |
-1.7 |
-15.9% |
31.0 |
ATR |
17.9 |
17.2 |
-0.6 |
-3.5% |
0.0 |
Volume |
118,107 |
110,471 |
-7,636 |
-6.5% |
621,423 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.2 |
1,310.9 |
1,292.6 |
|
R3 |
1,307.2 |
1,301.9 |
1,290.1 |
|
R2 |
1,298.2 |
1,298.2 |
1,289.3 |
|
R1 |
1,292.9 |
1,292.9 |
1,288.4 |
1,291.1 |
PP |
1,289.2 |
1,289.2 |
1,289.2 |
1,288.3 |
S1 |
1,283.9 |
1,283.9 |
1,286.8 |
1,282.1 |
S2 |
1,280.2 |
1,280.2 |
1,286.0 |
|
S3 |
1,271.2 |
1,274.9 |
1,285.1 |
|
S4 |
1,262.2 |
1,265.9 |
1,282.7 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.1 |
1,369.3 |
1,304.7 |
|
R3 |
1,358.1 |
1,338.3 |
1,296.1 |
|
R2 |
1,327.1 |
1,327.1 |
1,293.3 |
|
R1 |
1,307.3 |
1,307.3 |
1,290.4 |
1,301.7 |
PP |
1,296.1 |
1,296.1 |
1,296.1 |
1,293.3 |
S1 |
1,276.3 |
1,276.3 |
1,284.8 |
1,270.7 |
S2 |
1,265.1 |
1,265.1 |
1,281.9 |
|
S3 |
1,234.1 |
1,245.3 |
1,279.1 |
|
S4 |
1,203.1 |
1,214.3 |
1,270.6 |
|
|
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 |
1,284.8 |
31.0 |
2.4% |
14.8 |
1.2% |
9% |
False |
False |
124,284 |
10 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
16.7 |
1.3% |
36% |
False |
False |
125,430 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
17.5 |
1.4% |
30% |
False |
False |
123,248 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.4 |
1.4% |
16% |
False |
False |
103,115 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.4 |
1.4% |
16% |
False |
False |
72,798 |
80 |
1,392.2 |
1,233.0 |
159.2 |
12.4% |
17.3 |
1.3% |
34% |
False |
False |
55,556 |
100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.4 |
1.4% |
49% |
False |
False |
44,752 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.7 |
1.4% |
49% |
False |
False |
37,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.8 |
2.618 |
1,318.1 |
1.618 |
1,309.1 |
1.000 |
1,303.5 |
0.618 |
1,300.1 |
HIGH |
1,294.5 |
0.618 |
1,291.1 |
0.500 |
1,290.0 |
0.382 |
1,288.9 |
LOW |
1,285.5 |
0.618 |
1,279.9 |
1.000 |
1,276.5 |
1.618 |
1,270.9 |
2.618 |
1,261.9 |
4.250 |
1,247.3 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.0 |
1,299.9 |
PP |
1,289.2 |
1,295.8 |
S1 |
1,288.4 |
1,291.7 |
|