Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,866.75 |
1,870.00 |
3.25 |
0.2% |
1,854.00 |
High |
1,872.50 |
1,874.00 |
1.50 |
0.1% |
1,879.00 |
Low |
1,853.25 |
1,854.50 |
1.25 |
0.1% |
1,836.75 |
Close |
1,868.50 |
1,857.00 |
-11.50 |
-0.6% |
1,867.00 |
Range |
19.25 |
19.50 |
0.25 |
1.3% |
42.25 |
ATR |
18.18 |
18.28 |
0.09 |
0.5% |
0.00 |
Volume |
3,783 |
1,645 |
-2,138 |
-56.5% |
13,455 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.25 |
1,908.25 |
1,867.75 |
|
R3 |
1,900.75 |
1,888.75 |
1,862.25 |
|
R2 |
1,881.25 |
1,881.25 |
1,860.50 |
|
R1 |
1,869.25 |
1,869.25 |
1,858.75 |
1,865.50 |
PP |
1,861.75 |
1,861.75 |
1,861.75 |
1,860.00 |
S1 |
1,849.75 |
1,849.75 |
1,855.25 |
1,846.00 |
S2 |
1,842.25 |
1,842.25 |
1,853.50 |
|
S3 |
1,822.75 |
1,830.25 |
1,851.75 |
|
S4 |
1,803.25 |
1,810.75 |
1,846.25 |
|
|
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% |
15.25 |
0.8% |
15% |
False |
False |
2,572 |
10 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
16.50 |
0.9% |
48% |
False |
False |
2,581 |
20 |
1,879.00 |
1,796.50 |
82.50 |
4.4% |
19.25 |
1.0% |
73% |
False |
False |
3,211 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.75 |
1.1% |
68% |
False |
False |
2,360 |
60 |
1,885.25 |
1,774.50 |
110.75 |
6.0% |
18.25 |
1.0% |
74% |
False |
False |
1,672 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.50 |
1.0% |
83% |
False |
False |
1,287 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
16.00 |
0.9% |
83% |
False |
False |
1,054 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.50 |
0.7% |
83% |
False |
False |
883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.00 |
2.618 |
1,925.00 |
1.618 |
1,905.50 |
1.000 |
1,893.50 |
0.618 |
1,886.00 |
HIGH |
1,874.00 |
0.618 |
1,866.50 |
0.500 |
1,864.25 |
0.382 |
1,862.00 |
LOW |
1,854.50 |
0.618 |
1,842.50 |
1.000 |
1,835.00 |
1.618 |
1,823.00 |
2.618 |
1,803.50 |
4.250 |
1,771.50 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,864.25 |
1,866.00 |
PP |
1,861.75 |
1,863.00 |
S1 |
1,859.50 |
1,860.00 |
|