Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,258.9 |
1,255.9 |
-3.0 |
-0.2% |
1,294.3 |
High |
1,261.5 |
1,260.6 |
-0.9 |
-0.1% |
1,294.7 |
Low |
1,251.4 |
1,242.2 |
-9.2 |
-0.7% |
1,242.2 |
Close |
1,257.1 |
1,246.0 |
-11.1 |
-0.9% |
1,246.0 |
Range |
10.1 |
18.4 |
8.3 |
82.2% |
52.5 |
ATR |
15.3 |
15.6 |
0.2 |
1.4% |
0.0 |
Volume |
140,234 |
136,541 |
-3,693 |
-2.6% |
501,405 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.8 |
1,293.8 |
1,256.1 |
|
R3 |
1,286.4 |
1,275.4 |
1,251.1 |
|
R2 |
1,268.0 |
1,268.0 |
1,249.4 |
|
R1 |
1,257.0 |
1,257.0 |
1,247.7 |
1,253.3 |
PP |
1,249.6 |
1,249.6 |
1,249.6 |
1,247.8 |
S1 |
1,238.6 |
1,238.6 |
1,244.3 |
1,234.9 |
S2 |
1,231.2 |
1,231.2 |
1,242.6 |
|
S3 |
1,212.8 |
1,220.2 |
1,240.9 |
|
S4 |
1,194.4 |
1,201.8 |
1,235.9 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.5 |
1,384.7 |
1,274.9 |
|
R3 |
1,366.0 |
1,332.2 |
1,260.4 |
|
R2 |
1,313.5 |
1,313.5 |
1,255.6 |
|
R1 |
1,279.7 |
1,279.7 |
1,250.8 |
1,270.4 |
PP |
1,261.0 |
1,261.0 |
1,261.0 |
1,256.3 |
S1 |
1,227.2 |
1,227.2 |
1,241.2 |
1,217.9 |
S2 |
1,208.5 |
1,208.5 |
1,236.4 |
|
S3 |
1,156.0 |
1,174.7 |
1,231.6 |
|
S4 |
1,103.5 |
1,122.2 |
1,217.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,295.9 |
1,242.2 |
53.7 |
4.3% |
16.1 |
1.3% |
7% |
False |
True |
116,022 |
10 |
1,305.8 |
1,242.2 |
63.6 |
5.1% |
14.4 |
1.2% |
6% |
False |
True |
66,954 |
20 |
1,315.7 |
1,242.2 |
73.5 |
5.9% |
15.7 |
1.3% |
5% |
False |
True |
41,445 |
40 |
1,331.0 |
1,242.2 |
88.8 |
7.1% |
15.5 |
1.2% |
4% |
False |
True |
22,841 |
60 |
1,392.0 |
1,242.2 |
149.8 |
12.0% |
15.9 |
1.3% |
3% |
False |
True |
16,183 |
80 |
1,392.0 |
1,242.2 |
149.8 |
12.0% |
15.3 |
1.2% |
3% |
False |
True |
12,504 |
100 |
1,392.0 |
1,221.9 |
170.1 |
13.7% |
14.5 |
1.2% |
14% |
False |
False |
10,318 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.4% |
14.4 |
1.2% |
29% |
False |
False |
8,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.8 |
2.618 |
1,308.8 |
1.618 |
1,290.4 |
1.000 |
1,279.0 |
0.618 |
1,272.0 |
HIGH |
1,260.6 |
0.618 |
1,253.6 |
0.500 |
1,251.4 |
0.382 |
1,249.2 |
LOW |
1,242.2 |
0.618 |
1,230.8 |
1.000 |
1,223.8 |
1.618 |
1,212.4 |
2.618 |
1,194.0 |
4.250 |
1,164.0 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.4 |
1,254.9 |
PP |
1,249.6 |
1,251.9 |
S1 |
1,247.8 |
1,249.0 |
|