Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,284.8 |
1,301.1 |
16.3 |
1.3% |
1,303.9 |
High |
1,304.8 |
1,315.7 |
10.9 |
0.8% |
1,306.0 |
Low |
1,273.0 |
1,300.7 |
27.7 |
2.2% |
1,273.0 |
Close |
1,303.1 |
1,309.6 |
6.5 |
0.5% |
1,303.1 |
Range |
31.8 |
15.0 |
-16.8 |
-52.8% |
33.0 |
ATR |
17.2 |
17.1 |
-0.2 |
-0.9% |
0.0 |
Volume |
7,478 |
4,295 |
-3,183 |
-42.6% |
27,155 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.7 |
1,346.6 |
1,317.9 |
|
R3 |
1,338.7 |
1,331.6 |
1,313.7 |
|
R2 |
1,323.7 |
1,323.7 |
1,312.4 |
|
R1 |
1,316.6 |
1,316.6 |
1,311.0 |
1,320.2 |
PP |
1,308.7 |
1,308.7 |
1,308.7 |
1,310.4 |
S1 |
1,301.6 |
1,301.6 |
1,308.2 |
1,305.2 |
S2 |
1,293.7 |
1,293.7 |
1,306.9 |
|
S3 |
1,278.7 |
1,286.6 |
1,305.5 |
|
S4 |
1,263.7 |
1,271.6 |
1,301.4 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.0 |
1,381.1 |
1,321.3 |
|
R3 |
1,360.0 |
1,348.1 |
1,312.2 |
|
R2 |
1,327.0 |
1,327.0 |
1,309.2 |
|
R1 |
1,315.1 |
1,315.1 |
1,306.1 |
1,304.6 |
PP |
1,294.0 |
1,294.0 |
1,294.0 |
1,288.8 |
S1 |
1,282.1 |
1,282.1 |
1,300.1 |
1,271.6 |
S2 |
1,261.0 |
1,261.0 |
1,297.1 |
|
S3 |
1,228.0 |
1,249.1 |
1,294.0 |
|
S4 |
1,195.0 |
1,216.1 |
1,285.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
17.5 |
1.3% |
86% |
True |
False |
5,615 |
10 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
16.8 |
1.3% |
87% |
True |
False |
5,480 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
16.1 |
1.2% |
66% |
False |
False |
4,555 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.4% |
16.1 |
1.2% |
33% |
False |
False |
3,778 |
60 |
1,392.0 |
1,261.0 |
131.0 |
10.0% |
15.5 |
1.2% |
37% |
False |
False |
3,017 |
80 |
1,392.0 |
1,227.1 |
164.9 |
12.6% |
14.6 |
1.1% |
50% |
False |
False |
2,664 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
14.3 |
1.1% |
60% |
False |
False |
2,193 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
13.7 |
1.0% |
60% |
False |
False |
1,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.5 |
2.618 |
1,355.0 |
1.618 |
1,340.0 |
1.000 |
1,330.7 |
0.618 |
1,325.0 |
HIGH |
1,315.7 |
0.618 |
1,310.0 |
0.500 |
1,308.2 |
0.382 |
1,306.4 |
LOW |
1,300.7 |
0.618 |
1,291.4 |
1.000 |
1,285.7 |
1.618 |
1,276.4 |
2.618 |
1,261.4 |
4.250 |
1,237.0 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,309.1 |
1,304.5 |
PP |
1,308.7 |
1,299.4 |
S1 |
1,308.2 |
1,294.4 |
|