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 |
1,310.0 |
1,309.0 |
-1.0 |
-0.1% |
1,303.9 |
High |
1,314.5 |
1,315.0 |
0.5 |
0.0% |
1,306.0 |
Low |
1,304.8 |
1,287.0 |
-17.8 |
-1.4% |
1,273.0 |
Close |
1,308.9 |
1,289.3 |
-19.6 |
-1.5% |
1,303.1 |
Range |
9.7 |
28.0 |
18.3 |
188.7% |
33.0 |
ATR |
16.5 |
17.4 |
0.8 |
5.0% |
0.0 |
Volume |
13,740 |
25,648 |
11,908 |
86.7% |
27,155 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.1 |
1,363.2 |
1,304.7 |
|
R3 |
1,353.1 |
1,335.2 |
1,297.0 |
|
R2 |
1,325.1 |
1,325.1 |
1,294.4 |
|
R1 |
1,307.2 |
1,307.2 |
1,291.9 |
1,302.2 |
PP |
1,297.1 |
1,297.1 |
1,297.1 |
1,294.6 |
S1 |
1,279.2 |
1,279.2 |
1,286.7 |
1,274.2 |
S2 |
1,269.1 |
1,269.1 |
1,284.2 |
|
S3 |
1,241.1 |
1,251.2 |
1,281.6 |
|
S4 |
1,213.1 |
1,223.2 |
1,273.9 |
|
|
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% |
19.7 |
1.5% |
38% |
False |
False |
11,905 |
10 |
1,315.7 |
1,268.5 |
47.2 |
3.7% |
18.2 |
1.4% |
44% |
False |
False |
8,669 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
16.6 |
1.3% |
33% |
False |
False |
6,266 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
16.4 |
1.3% |
17% |
False |
False |
4,646 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
15.8 |
1.2% |
17% |
False |
False |
3,648 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.2% |
15.0 |
1.2% |
35% |
False |
False |
3,139 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.7 |
1.1% |
50% |
False |
False |
2,583 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
13.9 |
1.1% |
50% |
False |
False |
2,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.0 |
2.618 |
1,388.3 |
1.618 |
1,360.3 |
1.000 |
1,343.0 |
0.618 |
1,332.3 |
HIGH |
1,315.0 |
0.618 |
1,304.3 |
0.500 |
1,301.0 |
0.382 |
1,297.7 |
LOW |
1,287.0 |
0.618 |
1,269.7 |
1.000 |
1,259.0 |
1.618 |
1,241.7 |
2.618 |
1,213.7 |
4.250 |
1,168.0 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,301.0 |
1,301.4 |
PP |
1,297.1 |
1,297.3 |
S1 |
1,293.2 |
1,293.3 |
|