Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,866.50 |
1,862.00 |
-4.50 |
-0.2% |
1,866.75 |
High |
1,877.25 |
1,867.25 |
-10.00 |
-0.5% |
1,877.25 |
Low |
1,858.00 |
1,855.25 |
-2.75 |
-0.1% |
1,847.25 |
Close |
1,865.00 |
1,866.00 |
1.00 |
0.1% |
1,866.00 |
Range |
19.25 |
12.00 |
-7.25 |
-37.7% |
30.00 |
ATR |
18.51 |
18.05 |
-0.47 |
-2.5% |
0.00 |
Volume |
3,247 |
3,712 |
465 |
14.3% |
15,076 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.75 |
1,894.50 |
1,872.50 |
|
R3 |
1,886.75 |
1,882.50 |
1,869.25 |
|
R2 |
1,874.75 |
1,874.75 |
1,868.25 |
|
R1 |
1,870.50 |
1,870.50 |
1,867.00 |
1,872.50 |
PP |
1,862.75 |
1,862.75 |
1,862.75 |
1,864.00 |
S1 |
1,858.50 |
1,858.50 |
1,865.00 |
1,860.50 |
S2 |
1,850.75 |
1,850.75 |
1,863.75 |
|
S3 |
1,838.75 |
1,846.50 |
1,862.75 |
|
S4 |
1,826.75 |
1,834.50 |
1,859.50 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.50 |
1,939.75 |
1,882.50 |
|
R3 |
1,923.50 |
1,909.75 |
1,874.25 |
|
R2 |
1,893.50 |
1,893.50 |
1,871.50 |
|
R1 |
1,879.75 |
1,879.75 |
1,868.75 |
1,871.50 |
PP |
1,863.50 |
1,863.50 |
1,863.50 |
1,859.50 |
S1 |
1,849.75 |
1,849.75 |
1,863.25 |
1,841.50 |
S2 |
1,833.50 |
1,833.50 |
1,860.50 |
|
S3 |
1,803.50 |
1,819.75 |
1,857.75 |
|
S4 |
1,773.50 |
1,789.75 |
1,849.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,877.25 |
1,847.25 |
30.00 |
1.6% |
18.25 |
1.0% |
63% |
False |
False |
3,015 |
10 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
16.50 |
0.9% |
69% |
False |
False |
2,853 |
20 |
1,879.00 |
1,796.50 |
82.50 |
4.4% |
17.75 |
0.9% |
84% |
False |
False |
3,098 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.0% |
78% |
False |
False |
2,553 |
60 |
1,885.25 |
1,789.00 |
96.25 |
5.2% |
18.50 |
1.0% |
80% |
False |
False |
1,813 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.50 |
1.0% |
88% |
False |
False |
1,402 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
16.50 |
0.9% |
88% |
False |
False |
1,151 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
14.00 |
0.7% |
88% |
False |
False |
964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.25 |
2.618 |
1,898.75 |
1.618 |
1,886.75 |
1.000 |
1,879.25 |
0.618 |
1,874.75 |
HIGH |
1,867.25 |
0.618 |
1,862.75 |
0.500 |
1,861.25 |
0.382 |
1,859.75 |
LOW |
1,855.25 |
0.618 |
1,847.75 |
1.000 |
1,843.25 |
1.618 |
1,835.75 |
2.618 |
1,823.75 |
4.250 |
1,804.25 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,864.50 |
1,864.75 |
PP |
1,862.75 |
1,863.50 |
S1 |
1,861.25 |
1,862.25 |
|