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 |
9,949.0 |
9,950.5 |
1.5 |
0.0% |
9,802.0 |
High |
9,970.0 |
9,980.0 |
10.0 |
0.1% |
9,980.0 |
Low |
9,930.0 |
9,939.0 |
9.0 |
0.1% |
9,800.5 |
Close |
9,946.0 |
9,946.5 |
0.5 |
0.0% |
9,946.5 |
Range |
40.0 |
41.0 |
1.0 |
2.5% |
179.5 |
ATR |
106.7 |
102.0 |
-4.7 |
-4.4% |
0.0 |
Volume |
214 |
716 |
502 |
234.6% |
2,006 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,078.2 |
10,053.3 |
9,969.1 |
|
R3 |
10,037.2 |
10,012.3 |
9,957.8 |
|
R2 |
9,996.2 |
9,996.2 |
9,954.0 |
|
R1 |
9,971.3 |
9,971.3 |
9,950.3 |
9,963.3 |
PP |
9,955.2 |
9,955.2 |
9,955.2 |
9,951.1 |
S1 |
9,930.3 |
9,930.3 |
9,942.7 |
9,922.3 |
S2 |
9,914.2 |
9,914.2 |
9,939.0 |
|
S3 |
9,873.2 |
9,889.3 |
9,935.2 |
|
S4 |
9,832.2 |
9,848.3 |
9,924.0 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,447.5 |
10,376.5 |
10,045.2 |
|
R3 |
10,268.0 |
10,197.0 |
9,995.9 |
|
R2 |
10,088.5 |
10,088.5 |
9,979.4 |
|
R1 |
10,017.5 |
10,017.5 |
9,963.0 |
10,053.0 |
PP |
9,909.0 |
9,909.0 |
9,909.0 |
9,926.8 |
S1 |
9,838.0 |
9,838.0 |
9,930.0 |
9,873.5 |
S2 |
9,729.5 |
9,729.5 |
9,913.6 |
|
S3 |
9,550.0 |
9,658.5 |
9,897.1 |
|
S4 |
9,370.5 |
9,479.0 |
9,847.8 |
|
|
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 |
9,800.5 |
179.5 |
1.8% |
65.1 |
0.7% |
81% |
True |
False |
401 |
10 |
9,980.0 |
9,556.0 |
424.0 |
4.3% |
80.2 |
0.8% |
92% |
True |
False |
534 |
20 |
9,980.0 |
9,426.5 |
553.5 |
5.6% |
96.7 |
1.0% |
94% |
True |
False |
491 |
40 |
9,980.0 |
9,113.5 |
866.5 |
8.7% |
114.8 |
1.2% |
96% |
True |
False |
355 |
60 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
118.0 |
1.2% |
97% |
True |
False |
274 |
80 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
114.2 |
1.1% |
97% |
True |
False |
214 |
100 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
113.4 |
1.1% |
97% |
True |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,154.3 |
2.618 |
10,087.3 |
1.618 |
10,046.3 |
1.000 |
10,021.0 |
0.618 |
10,005.3 |
HIGH |
9,980.0 |
0.618 |
9,964.3 |
0.500 |
9,959.5 |
0.382 |
9,954.7 |
LOW |
9,939.0 |
0.618 |
9,913.7 |
1.000 |
9,898.0 |
1.618 |
9,872.7 |
2.618 |
9,831.7 |
4.250 |
9,764.8 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,959.5 |
9,949.0 |
PP |
9,955.2 |
9,948.2 |
S1 |
9,950.8 |
9,947.3 |
|