Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,870.75 |
1,866.75 |
-4.00 |
-0.2% |
1,854.00 |
High |
1,879.00 |
1,872.50 |
-6.50 |
-0.3% |
1,879.00 |
Low |
1,865.00 |
1,853.25 |
-11.75 |
-0.6% |
1,836.75 |
Close |
1,867.00 |
1,868.50 |
1.50 |
0.1% |
1,867.00 |
Range |
14.00 |
19.25 |
5.25 |
37.5% |
42.25 |
ATR |
18.10 |
18.18 |
0.08 |
0.5% |
0.00 |
Volume |
1,955 |
3,783 |
1,828 |
93.5% |
13,455 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.50 |
1,914.75 |
1,879.00 |
|
R3 |
1,903.25 |
1,895.50 |
1,873.75 |
|
R2 |
1,884.00 |
1,884.00 |
1,872.00 |
|
R1 |
1,876.25 |
1,876.25 |
1,870.25 |
1,880.00 |
PP |
1,864.75 |
1,864.75 |
1,864.75 |
1,866.75 |
S1 |
1,857.00 |
1,857.00 |
1,866.75 |
1,861.00 |
S2 |
1,845.50 |
1,845.50 |
1,865.00 |
|
S3 |
1,826.25 |
1,837.75 |
1,863.25 |
|
S4 |
1,807.00 |
1,818.50 |
1,858.00 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.75 |
1,969.50 |
1,890.25 |
|
R3 |
1,945.50 |
1,927.25 |
1,878.50 |
|
R2 |
1,903.25 |
1,903.25 |
1,874.75 |
|
R1 |
1,885.00 |
1,885.00 |
1,870.75 |
1,894.00 |
PP |
1,861.00 |
1,861.00 |
1,861.00 |
1,865.50 |
S1 |
1,842.75 |
1,842.75 |
1,863.25 |
1,852.00 |
S2 |
1,818.75 |
1,818.75 |
1,859.25 |
|
S3 |
1,776.50 |
1,800.50 |
1,855.50 |
|
S4 |
1,734.25 |
1,758.25 |
1,843.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.00 |
1,853.25 |
25.75 |
1.4% |
13.25 |
0.7% |
59% |
False |
True |
3,007 |
10 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
16.00 |
0.9% |
75% |
False |
False |
2,575 |
20 |
1,879.00 |
1,796.50 |
82.50 |
4.4% |
19.50 |
1.0% |
87% |
False |
False |
3,293 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.7% |
19.50 |
1.0% |
81% |
False |
False |
2,324 |
60 |
1,885.25 |
1,746.25 |
139.00 |
7.4% |
18.50 |
1.0% |
88% |
False |
False |
1,649 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.25 |
1.0% |
90% |
False |
False |
1,267 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
15.75 |
0.8% |
90% |
False |
False |
1,038 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.25 |
0.7% |
90% |
False |
False |
870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.25 |
2.618 |
1,923.00 |
1.618 |
1,903.75 |
1.000 |
1,891.75 |
0.618 |
1,884.50 |
HIGH |
1,872.50 |
0.618 |
1,865.25 |
0.500 |
1,863.00 |
0.382 |
1,860.50 |
LOW |
1,853.25 |
0.618 |
1,841.25 |
1.000 |
1,834.00 |
1.618 |
1,822.00 |
2.618 |
1,802.75 |
4.250 |
1,771.50 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,866.50 |
1,867.75 |
PP |
1,864.75 |
1,867.00 |
S1 |
1,863.00 |
1,866.00 |
|