Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,856.25 |
1,866.50 |
10.25 |
0.6% |
1,854.00 |
High |
1,868.00 |
1,877.25 |
9.25 |
0.5% |
1,879.00 |
Low |
1,847.25 |
1,858.00 |
10.75 |
0.6% |
1,836.75 |
Close |
1,866.75 |
1,865.00 |
-1.75 |
-0.1% |
1,867.00 |
Range |
20.75 |
19.25 |
-1.50 |
-7.2% |
42.25 |
ATR |
18.45 |
18.51 |
0.06 |
0.3% |
0.00 |
Volume |
2,689 |
3,247 |
558 |
20.8% |
13,455 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.50 |
1,914.00 |
1,875.50 |
|
R3 |
1,905.25 |
1,894.75 |
1,870.25 |
|
R2 |
1,886.00 |
1,886.00 |
1,868.50 |
|
R1 |
1,875.50 |
1,875.50 |
1,866.75 |
1,871.00 |
PP |
1,866.75 |
1,866.75 |
1,866.75 |
1,864.50 |
S1 |
1,856.25 |
1,856.25 |
1,863.25 |
1,852.00 |
S2 |
1,847.50 |
1,847.50 |
1,861.50 |
|
S3 |
1,828.25 |
1,837.00 |
1,859.75 |
|
S4 |
1,809.00 |
1,817.75 |
1,854.50 |
|
|
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% |
18.50 |
1.0% |
56% |
False |
False |
2,663 |
10 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
17.25 |
0.9% |
67% |
False |
False |
2,781 |
20 |
1,879.00 |
1,796.50 |
82.50 |
4.4% |
19.25 |
1.0% |
83% |
False |
False |
3,083 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
20.00 |
1.1% |
77% |
False |
False |
2,473 |
60 |
1,885.25 |
1,789.00 |
96.25 |
5.2% |
18.25 |
1.0% |
79% |
False |
False |
1,753 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.50 |
1.0% |
88% |
False |
False |
1,357 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
16.25 |
0.9% |
88% |
False |
False |
1,113 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.75 |
0.7% |
88% |
False |
False |
933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.00 |
2.618 |
1,927.75 |
1.618 |
1,908.50 |
1.000 |
1,896.50 |
0.618 |
1,889.25 |
HIGH |
1,877.25 |
0.618 |
1,870.00 |
0.500 |
1,867.50 |
0.382 |
1,865.25 |
LOW |
1,858.00 |
0.618 |
1,846.00 |
1.000 |
1,838.75 |
1.618 |
1,826.75 |
2.618 |
1,807.50 |
4.250 |
1,776.25 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,867.50 |
1,864.00 |
PP |
1,866.75 |
1,863.25 |
S1 |
1,866.00 |
1,862.25 |
|