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 |
9,884.0 |
9,969.0 |
85.0 |
0.9% |
9,625.0 |
High |
9,961.5 |
9,980.0 |
18.5 |
0.2% |
9,786.5 |
Low |
9,884.0 |
9,918.0 |
34.0 |
0.3% |
9,556.0 |
Close |
9,948.5 |
9,936.5 |
-12.0 |
-0.1% |
9,771.0 |
Range |
77.5 |
62.0 |
-15.5 |
-20.0% |
230.5 |
ATR |
115.6 |
111.8 |
-3.8 |
-3.3% |
0.0 |
Volume |
490 |
306 |
-184 |
-37.6% |
3,337 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,130.8 |
10,095.7 |
9,970.6 |
|
R3 |
10,068.8 |
10,033.7 |
9,953.6 |
|
R2 |
10,006.8 |
10,006.8 |
9,947.9 |
|
R1 |
9,971.7 |
9,971.7 |
9,942.2 |
9,958.3 |
PP |
9,944.8 |
9,944.8 |
9,944.8 |
9,938.1 |
S1 |
9,909.7 |
9,909.7 |
9,930.8 |
9,896.3 |
S2 |
9,882.8 |
9,882.8 |
9,925.1 |
|
S3 |
9,820.8 |
9,847.7 |
9,919.5 |
|
S4 |
9,758.8 |
9,785.7 |
9,902.4 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,396.0 |
10,314.0 |
9,897.8 |
|
R3 |
10,165.5 |
10,083.5 |
9,834.4 |
|
R2 |
9,935.0 |
9,935.0 |
9,813.3 |
|
R1 |
9,853.0 |
9,853.0 |
9,792.1 |
9,894.0 |
PP |
9,704.5 |
9,704.5 |
9,704.5 |
9,725.0 |
S1 |
9,622.5 |
9,622.5 |
9,749.9 |
9,663.5 |
S2 |
9,474.0 |
9,474.0 |
9,728.7 |
|
S3 |
9,243.5 |
9,392.0 |
9,707.6 |
|
S4 |
9,013.0 |
9,161.5 |
9,644.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,980.0 |
9,700.0 |
280.0 |
2.8% |
72.9 |
0.7% |
84% |
True |
False |
283 |
10 |
9,980.0 |
9,556.0 |
424.0 |
4.3% |
100.7 |
1.0% |
90% |
True |
False |
643 |
20 |
9,980.0 |
9,426.5 |
553.5 |
5.6% |
100.0 |
1.0% |
92% |
True |
False |
463 |
40 |
9,980.0 |
9,113.5 |
866.5 |
8.7% |
115.8 |
1.2% |
95% |
True |
False |
335 |
60 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
122.9 |
1.2% |
96% |
True |
False |
259 |
80 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
117.5 |
1.2% |
96% |
True |
False |
204 |
100 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
113.0 |
1.1% |
96% |
True |
False |
167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,243.5 |
2.618 |
10,142.3 |
1.618 |
10,080.3 |
1.000 |
10,042.0 |
0.618 |
10,018.3 |
HIGH |
9,980.0 |
0.618 |
9,956.3 |
0.500 |
9,949.0 |
0.382 |
9,941.7 |
LOW |
9,918.0 |
0.618 |
9,879.7 |
1.000 |
9,856.0 |
1.618 |
9,817.7 |
2.618 |
9,755.7 |
4.250 |
9,654.5 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,949.0 |
9,921.1 |
PP |
9,944.8 |
9,905.7 |
S1 |
9,940.7 |
9,890.3 |
|