Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,301.1 |
1,310.0 |
8.9 |
0.7% |
1,303.9 |
High |
1,315.7 |
1,314.5 |
-1.2 |
-0.1% |
1,306.0 |
Low |
1,300.7 |
1,304.8 |
4.1 |
0.3% |
1,273.0 |
Close |
1,309.6 |
1,308.9 |
-0.7 |
-0.1% |
1,303.1 |
Range |
15.0 |
9.7 |
-5.3 |
-35.3% |
33.0 |
ATR |
17.1 |
16.5 |
-0.5 |
-3.1% |
0.0 |
Volume |
4,295 |
13,740 |
9,445 |
219.9% |
27,155 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.5 |
1,333.4 |
1,314.2 |
|
R3 |
1,328.8 |
1,323.7 |
1,311.6 |
|
R2 |
1,319.1 |
1,319.1 |
1,310.7 |
|
R1 |
1,314.0 |
1,314.0 |
1,309.8 |
1,311.7 |
PP |
1,309.4 |
1,309.4 |
1,309.4 |
1,308.3 |
S1 |
1,304.3 |
1,304.3 |
1,308.0 |
1,302.0 |
S2 |
1,299.7 |
1,299.7 |
1,307.1 |
|
S3 |
1,290.0 |
1,294.6 |
1,306.2 |
|
S4 |
1,280.3 |
1,284.9 |
1,303.6 |
|
|
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% |
16.6 |
1.3% |
84% |
False |
False |
7,343 |
10 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
16.2 |
1.2% |
86% |
False |
False |
6,720 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
16.1 |
1.2% |
65% |
False |
False |
5,122 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.4% |
16.0 |
1.2% |
33% |
False |
False |
4,065 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.4% |
15.5 |
1.2% |
33% |
False |
False |
3,239 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.0% |
14.7 |
1.1% |
47% |
False |
False |
2,830 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
14.4 |
1.1% |
59% |
False |
False |
2,329 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
13.8 |
1.1% |
59% |
False |
False |
2,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.7 |
2.618 |
1,339.9 |
1.618 |
1,330.2 |
1.000 |
1,324.2 |
0.618 |
1,320.5 |
HIGH |
1,314.5 |
0.618 |
1,310.8 |
0.500 |
1,309.7 |
0.382 |
1,308.5 |
LOW |
1,304.8 |
0.618 |
1,298.8 |
1.000 |
1,295.1 |
1.618 |
1,289.1 |
2.618 |
1,279.4 |
4.250 |
1,263.6 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,309.7 |
1,304.1 |
PP |
1,309.4 |
1,299.2 |
S1 |
1,309.2 |
1,294.4 |
|