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 |
1,290.3 |
1,290.3 |
0.0 |
0.0% |
1,301.1 |
High |
1,294.6 |
1,294.3 |
-0.3 |
0.0% |
1,315.7 |
Low |
1,285.7 |
1,286.0 |
0.3 |
0.0% |
1,285.7 |
Close |
1,288.1 |
1,287.9 |
-0.2 |
0.0% |
1,287.9 |
Range |
8.9 |
8.3 |
-0.6 |
-6.7% |
30.0 |
ATR |
16.7 |
16.1 |
-0.6 |
-3.6% |
0.0 |
Volume |
15,723 |
35,432 |
19,709 |
125.4% |
94,838 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.3 |
1,309.4 |
1,292.5 |
|
R3 |
1,306.0 |
1,301.1 |
1,290.2 |
|
R2 |
1,297.7 |
1,297.7 |
1,289.4 |
|
R1 |
1,292.8 |
1,292.8 |
1,288.7 |
1,291.1 |
PP |
1,289.4 |
1,289.4 |
1,289.4 |
1,288.6 |
S1 |
1,284.5 |
1,284.5 |
1,287.1 |
1,282.8 |
S2 |
1,281.1 |
1,281.1 |
1,286.4 |
|
S3 |
1,272.8 |
1,276.2 |
1,285.6 |
|
S4 |
1,264.5 |
1,267.9 |
1,283.3 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.4 |
1,367.2 |
1,304.4 |
|
R3 |
1,356.4 |
1,337.2 |
1,296.2 |
|
R2 |
1,326.4 |
1,326.4 |
1,293.4 |
|
R1 |
1,307.2 |
1,307.2 |
1,290.7 |
1,301.8 |
PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,293.8 |
S1 |
1,277.2 |
1,277.2 |
1,285.2 |
1,271.8 |
S2 |
1,266.4 |
1,266.4 |
1,282.4 |
|
S3 |
1,236.4 |
1,247.2 |
1,279.7 |
|
S4 |
1,206.4 |
1,217.2 |
1,271.4 |
|
|
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 |
1,285.7 |
30.0 |
2.3% |
14.0 |
1.1% |
7% |
False |
False |
18,967 |
10 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
15.6 |
1.2% |
35% |
False |
False |
12,199 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.9% |
16.2 |
1.3% |
31% |
False |
False |
8,327 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
16.0 |
1.2% |
16% |
False |
False |
5,674 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
15.6 |
1.2% |
16% |
False |
False |
4,464 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.2% |
15.0 |
1.2% |
34% |
False |
False |
3,732 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.5 |
1.1% |
49% |
False |
False |
3,085 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.0 |
1.1% |
49% |
False |
False |
2,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.6 |
2.618 |
1,316.0 |
1.618 |
1,307.7 |
1.000 |
1,302.6 |
0.618 |
1,299.4 |
HIGH |
1,294.3 |
0.618 |
1,291.1 |
0.500 |
1,290.2 |
0.382 |
1,289.2 |
LOW |
1,286.0 |
0.618 |
1,280.9 |
1.000 |
1,277.7 |
1.618 |
1,272.6 |
2.618 |
1,264.3 |
4.250 |
1,250.7 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.2 |
1,300.4 |
PP |
1,289.4 |
1,296.2 |
S1 |
1,288.7 |
1,292.1 |
|