Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,198.0 |
3,223.0 |
25.0 |
0.8% |
3,145.0 |
High |
3,229.0 |
3,238.0 |
9.0 |
0.3% |
3,192.0 |
Low |
3,196.0 |
3,219.0 |
23.0 |
0.7% |
3,118.0 |
Close |
3,226.0 |
3,232.0 |
6.0 |
0.2% |
3,188.0 |
Range |
33.0 |
19.0 |
-14.0 |
-42.4% |
74.0 |
ATR |
37.3 |
36.0 |
-1.3 |
-3.5% |
0.0 |
Volume |
4,932 |
7,093 |
2,161 |
43.8% |
13,573 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,286.7 |
3,278.3 |
3,242.5 |
|
R3 |
3,267.7 |
3,259.3 |
3,237.2 |
|
R2 |
3,248.7 |
3,248.7 |
3,235.5 |
|
R1 |
3,240.3 |
3,240.3 |
3,233.7 |
3,244.5 |
PP |
3,229.7 |
3,229.7 |
3,229.7 |
3,231.8 |
S1 |
3,221.3 |
3,221.3 |
3,230.3 |
3,225.5 |
S2 |
3,210.7 |
3,210.7 |
3,228.5 |
|
S3 |
3,191.7 |
3,202.3 |
3,226.8 |
|
S4 |
3,172.7 |
3,183.3 |
3,221.6 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,388.0 |
3,362.0 |
3,228.7 |
|
R3 |
3,314.0 |
3,288.0 |
3,208.4 |
|
R2 |
3,240.0 |
3,240.0 |
3,201.6 |
|
R1 |
3,214.0 |
3,214.0 |
3,194.8 |
3,227.0 |
PP |
3,166.0 |
3,166.0 |
3,166.0 |
3,172.5 |
S1 |
3,140.0 |
3,140.0 |
3,181.2 |
3,153.0 |
S2 |
3,092.0 |
3,092.0 |
3,174.4 |
|
S3 |
3,018.0 |
3,066.0 |
3,167.7 |
|
S4 |
2,944.0 |
2,992.0 |
3,147.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,238.0 |
3,130.0 |
108.0 |
3.3% |
29.4 |
0.9% |
94% |
True |
False |
4,363 |
10 |
3,238.0 |
3,118.0 |
120.0 |
3.7% |
33.1 |
1.0% |
95% |
True |
False |
2,719 |
20 |
3,238.0 |
3,085.0 |
153.0 |
4.7% |
33.3 |
1.0% |
96% |
True |
False |
2,291 |
40 |
3,238.0 |
3,009.0 |
229.0 |
7.1% |
36.3 |
1.1% |
97% |
True |
False |
1,719 |
60 |
3,238.0 |
2,910.0 |
328.0 |
10.1% |
36.8 |
1.1% |
98% |
True |
False |
1,206 |
80 |
3,238.0 |
2,866.0 |
372.0 |
11.5% |
32.2 |
1.0% |
98% |
True |
False |
905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,318.8 |
2.618 |
3,287.7 |
1.618 |
3,268.7 |
1.000 |
3,257.0 |
0.618 |
3,249.7 |
HIGH |
3,238.0 |
0.618 |
3,230.7 |
0.500 |
3,228.5 |
0.382 |
3,226.3 |
LOW |
3,219.0 |
0.618 |
3,207.3 |
1.000 |
3,200.0 |
1.618 |
3,188.3 |
2.618 |
3,169.3 |
4.250 |
3,138.3 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,230.8 |
3,222.2 |
PP |
3,229.7 |
3,212.3 |
S1 |
3,228.5 |
3,202.5 |
|