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 |
3,234.0 |
3,233.0 |
-1.0 |
0.0% |
3,198.0 |
High |
3,240.0 |
3,244.0 |
4.0 |
0.1% |
3,244.0 |
Low |
3,227.0 |
3,224.0 |
-3.0 |
-0.1% |
3,196.0 |
Close |
3,234.0 |
3,235.0 |
1.0 |
0.0% |
3,235.0 |
Range |
13.0 |
20.0 |
7.0 |
53.8% |
48.0 |
ATR |
33.0 |
32.0 |
-0.9 |
-2.8% |
0.0 |
Volume |
3,351 |
4,991 |
1,640 |
48.9% |
31,533 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,294.3 |
3,284.7 |
3,246.0 |
|
R3 |
3,274.3 |
3,264.7 |
3,240.5 |
|
R2 |
3,254.3 |
3,254.3 |
3,238.7 |
|
R1 |
3,244.7 |
3,244.7 |
3,236.8 |
3,249.5 |
PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,236.8 |
S1 |
3,224.7 |
3,224.7 |
3,233.2 |
3,229.5 |
S2 |
3,214.3 |
3,214.3 |
3,231.3 |
|
S3 |
3,194.3 |
3,204.7 |
3,229.5 |
|
S4 |
3,174.3 |
3,184.7 |
3,224.0 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,369.0 |
3,350.0 |
3,261.4 |
|
R3 |
3,321.0 |
3,302.0 |
3,248.2 |
|
R2 |
3,273.0 |
3,273.0 |
3,243.8 |
|
R1 |
3,254.0 |
3,254.0 |
3,239.4 |
3,263.5 |
PP |
3,225.0 |
3,225.0 |
3,225.0 |
3,229.8 |
S1 |
3,206.0 |
3,206.0 |
3,230.6 |
3,215.5 |
S2 |
3,177.0 |
3,177.0 |
3,226.2 |
|
S3 |
3,129.0 |
3,158.0 |
3,221.8 |
|
S4 |
3,081.0 |
3,110.0 |
3,208.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,244.0 |
3,196.0 |
48.0 |
1.5% |
20.0 |
0.6% |
81% |
True |
False |
6,306 |
10 |
3,244.0 |
3,118.0 |
126.0 |
3.9% |
26.5 |
0.8% |
93% |
True |
False |
4,510 |
20 |
3,244.0 |
3,085.0 |
159.0 |
4.9% |
31.5 |
1.0% |
94% |
True |
False |
2,729 |
40 |
3,244.0 |
3,009.0 |
235.0 |
7.3% |
35.5 |
1.1% |
96% |
True |
False |
2,196 |
60 |
3,244.0 |
2,910.0 |
334.0 |
10.3% |
35.7 |
1.1% |
97% |
True |
False |
1,530 |
80 |
3,244.0 |
2,892.0 |
352.0 |
10.9% |
31.2 |
1.0% |
97% |
True |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,329.0 |
2.618 |
3,296.4 |
1.618 |
3,276.4 |
1.000 |
3,264.0 |
0.618 |
3,256.4 |
HIGH |
3,244.0 |
0.618 |
3,236.4 |
0.500 |
3,234.0 |
0.382 |
3,231.6 |
LOW |
3,224.0 |
0.618 |
3,211.6 |
1.000 |
3,204.0 |
1.618 |
3,191.6 |
2.618 |
3,171.6 |
4.250 |
3,139.0 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,234.7 |
3,234.5 |
PP |
3,234.3 |
3,234.0 |
S1 |
3,234.0 |
3,233.5 |
|