Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,882.25 |
1,890.50 |
8.25 |
0.4% |
1,868.75 |
High |
1,891.75 |
1,902.50 |
10.75 |
0.6% |
1,891.75 |
Low |
1,882.25 |
1,889.50 |
7.25 |
0.4% |
1,857.50 |
Close |
1,889.50 |
1,901.75 |
12.25 |
0.6% |
1,889.50 |
Range |
9.50 |
13.00 |
3.50 |
36.8% |
34.25 |
ATR |
16.88 |
16.61 |
-0.28 |
-1.6% |
0.00 |
Volume |
5,815 |
9,718 |
3,903 |
67.1% |
32,534 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.00 |
1,932.25 |
1,909.00 |
|
R3 |
1,924.00 |
1,919.25 |
1,905.25 |
|
R2 |
1,911.00 |
1,911.00 |
1,904.25 |
|
R1 |
1,906.25 |
1,906.25 |
1,903.00 |
1,908.50 |
PP |
1,898.00 |
1,898.00 |
1,898.00 |
1,899.00 |
S1 |
1,893.25 |
1,893.25 |
1,900.50 |
1,895.50 |
S2 |
1,885.00 |
1,885.00 |
1,899.25 |
|
S3 |
1,872.00 |
1,880.25 |
1,898.25 |
|
S4 |
1,859.00 |
1,867.25 |
1,894.50 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.25 |
1,970.25 |
1,908.25 |
|
R3 |
1,948.00 |
1,936.00 |
1,899.00 |
|
R2 |
1,913.75 |
1,913.75 |
1,895.75 |
|
R1 |
1,901.75 |
1,901.75 |
1,892.75 |
1,907.75 |
PP |
1,879.50 |
1,879.50 |
1,879.50 |
1,882.50 |
S1 |
1,867.50 |
1,867.50 |
1,886.25 |
1,873.50 |
S2 |
1,845.25 |
1,845.25 |
1,883.25 |
|
S3 |
1,811.00 |
1,833.25 |
1,880.00 |
|
S4 |
1,776.75 |
1,799.00 |
1,870.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,902.50 |
1,857.50 |
45.00 |
2.4% |
14.50 |
0.8% |
98% |
True |
False |
7,471 |
10 |
1,902.50 |
1,851.75 |
50.75 |
2.7% |
15.50 |
0.8% |
99% |
True |
False |
5,890 |
20 |
1,902.50 |
1,847.25 |
55.25 |
2.9% |
15.50 |
0.8% |
99% |
True |
False |
4,346 |
40 |
1,902.50 |
1,796.50 |
106.00 |
5.6% |
18.00 |
0.9% |
99% |
True |
False |
3,759 |
60 |
1,902.50 |
1,796.50 |
106.00 |
5.6% |
18.25 |
1.0% |
99% |
True |
False |
2,763 |
80 |
1,902.50 |
1,719.25 |
183.25 |
9.6% |
18.25 |
1.0% |
100% |
True |
False |
2,144 |
100 |
1,902.50 |
1,719.25 |
183.25 |
9.6% |
17.25 |
0.9% |
100% |
True |
False |
1,754 |
120 |
1,902.50 |
1,719.25 |
183.25 |
9.6% |
15.25 |
0.8% |
100% |
True |
False |
1,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.75 |
2.618 |
1,936.50 |
1.618 |
1,923.50 |
1.000 |
1,915.50 |
0.618 |
1,910.50 |
HIGH |
1,902.50 |
0.618 |
1,897.50 |
0.500 |
1,896.00 |
0.382 |
1,894.50 |
LOW |
1,889.50 |
0.618 |
1,881.50 |
1.000 |
1,876.50 |
1.618 |
1,868.50 |
2.618 |
1,855.50 |
4.250 |
1,834.25 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,899.75 |
1,897.50 |
PP |
1,898.00 |
1,893.25 |
S1 |
1,896.00 |
1,889.00 |
|