Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,223.0 |
3,233.0 |
10.0 |
0.3% |
3,145.0 |
High |
3,238.0 |
3,238.0 |
0.0 |
0.0% |
3,192.0 |
Low |
3,219.0 |
3,223.0 |
4.0 |
0.1% |
3,118.0 |
Close |
3,232.0 |
3,231.0 |
-1.0 |
0.0% |
3,188.0 |
Range |
19.0 |
15.0 |
-4.0 |
-21.1% |
74.0 |
ATR |
36.0 |
34.5 |
-1.5 |
-4.2% |
0.0 |
Volume |
7,093 |
11,166 |
4,073 |
57.4% |
13,573 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,275.7 |
3,268.3 |
3,239.3 |
|
R3 |
3,260.7 |
3,253.3 |
3,235.1 |
|
R2 |
3,245.7 |
3,245.7 |
3,233.8 |
|
R1 |
3,238.3 |
3,238.3 |
3,232.4 |
3,234.5 |
PP |
3,230.7 |
3,230.7 |
3,230.7 |
3,228.8 |
S1 |
3,223.3 |
3,223.3 |
3,229.6 |
3,219.5 |
S2 |
3,215.7 |
3,215.7 |
3,228.3 |
|
S3 |
3,200.7 |
3,208.3 |
3,226.9 |
|
S4 |
3,185.7 |
3,193.3 |
3,222.8 |
|
|
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 |
3,158.0 |
80.0 |
2.5% |
23.4 |
0.7% |
91% |
True |
False |
6,489 |
10 |
3,238.0 |
3,118.0 |
120.0 |
3.7% |
33.1 |
1.0% |
94% |
True |
False |
3,818 |
20 |
3,238.0 |
3,085.0 |
153.0 |
4.7% |
32.1 |
1.0% |
95% |
True |
False |
2,837 |
40 |
3,238.0 |
3,009.0 |
229.0 |
7.1% |
35.9 |
1.1% |
97% |
True |
False |
1,994 |
60 |
3,238.0 |
2,910.0 |
328.0 |
10.2% |
36.6 |
1.1% |
98% |
True |
False |
1,392 |
80 |
3,238.0 |
2,866.0 |
372.0 |
11.5% |
31.9 |
1.0% |
98% |
True |
False |
1,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,301.8 |
2.618 |
3,277.3 |
1.618 |
3,262.3 |
1.000 |
3,253.0 |
0.618 |
3,247.3 |
HIGH |
3,238.0 |
0.618 |
3,232.3 |
0.500 |
3,230.5 |
0.382 |
3,228.7 |
LOW |
3,223.0 |
0.618 |
3,213.7 |
1.000 |
3,208.0 |
1.618 |
3,198.7 |
2.618 |
3,183.7 |
4.250 |
3,159.3 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,230.8 |
3,226.3 |
PP |
3,230.7 |
3,221.7 |
S1 |
3,230.5 |
3,217.0 |
|