Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,870.00 |
1,856.25 |
-13.75 |
-0.7% |
1,854.00 |
High |
1,874.00 |
1,868.00 |
-6.00 |
-0.3% |
1,879.00 |
Low |
1,854.50 |
1,847.25 |
-7.25 |
-0.4% |
1,836.75 |
Close |
1,857.00 |
1,866.75 |
9.75 |
0.5% |
1,867.00 |
Range |
19.50 |
20.75 |
1.25 |
6.4% |
42.25 |
ATR |
18.28 |
18.45 |
0.18 |
1.0% |
0.00 |
Volume |
1,645 |
2,689 |
1,044 |
63.5% |
13,455 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.00 |
1,915.50 |
1,878.25 |
|
R3 |
1,902.25 |
1,894.75 |
1,872.50 |
|
R2 |
1,881.50 |
1,881.50 |
1,870.50 |
|
R1 |
1,874.00 |
1,874.00 |
1,868.75 |
1,877.75 |
PP |
1,860.75 |
1,860.75 |
1,860.75 |
1,862.50 |
S1 |
1,853.25 |
1,853.25 |
1,864.75 |
1,857.00 |
S2 |
1,840.00 |
1,840.00 |
1,863.00 |
|
S3 |
1,819.25 |
1,832.50 |
1,861.00 |
|
S4 |
1,798.50 |
1,811.75 |
1,855.25 |
|
|
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 |
1,847.25 |
31.75 |
1.7% |
16.75 |
0.9% |
61% |
False |
True |
2,744 |
10 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
17.25 |
0.9% |
71% |
False |
False |
2,702 |
20 |
1,879.00 |
1,796.50 |
82.50 |
4.4% |
19.50 |
1.0% |
85% |
False |
False |
3,152 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.75 |
1.1% |
79% |
False |
False |
2,421 |
60 |
1,885.25 |
1,783.50 |
101.75 |
5.5% |
18.50 |
1.0% |
82% |
False |
False |
1,713 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.50 |
1.0% |
89% |
False |
False |
1,321 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
16.25 |
0.9% |
89% |
False |
False |
1,081 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.75 |
0.7% |
89% |
False |
False |
906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.25 |
2.618 |
1,922.25 |
1.618 |
1,901.50 |
1.000 |
1,888.75 |
0.618 |
1,880.75 |
HIGH |
1,868.00 |
0.618 |
1,860.00 |
0.500 |
1,857.50 |
0.382 |
1,855.25 |
LOW |
1,847.25 |
0.618 |
1,834.50 |
1.000 |
1,826.50 |
1.618 |
1,813.75 |
2.618 |
1,793.00 |
4.250 |
1,759.00 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,863.75 |
1,864.75 |
PP |
1,860.75 |
1,862.75 |
S1 |
1,857.50 |
1,860.50 |
|