Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,890.50 |
1,902.00 |
11.50 |
0.6% |
1,868.75 |
High |
1,902.50 |
1,906.50 |
4.00 |
0.2% |
1,891.75 |
Low |
1,889.50 |
1,897.50 |
8.00 |
0.4% |
1,857.50 |
Close |
1,901.75 |
1,901.75 |
0.00 |
0.0% |
1,889.50 |
Range |
13.00 |
9.00 |
-4.00 |
-30.8% |
34.25 |
ATR |
16.61 |
16.06 |
-0.54 |
-3.3% |
0.00 |
Volume |
9,718 |
8,554 |
-1,164 |
-12.0% |
32,534 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.00 |
1,924.25 |
1,906.75 |
|
R3 |
1,920.00 |
1,915.25 |
1,904.25 |
|
R2 |
1,911.00 |
1,911.00 |
1,903.50 |
|
R1 |
1,906.25 |
1,906.25 |
1,902.50 |
1,904.00 |
PP |
1,902.00 |
1,902.00 |
1,902.00 |
1,900.75 |
S1 |
1,897.25 |
1,897.25 |
1,901.00 |
1,895.00 |
S2 |
1,893.00 |
1,893.00 |
1,900.00 |
|
S3 |
1,884.00 |
1,888.25 |
1,899.25 |
|
S4 |
1,875.00 |
1,879.25 |
1,896.75 |
|
|
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 |
1,906.50 |
1,859.25 |
47.25 |
2.5% |
12.50 |
0.7% |
90% |
True |
False |
8,439 |
10 |
1,906.50 |
1,851.75 |
54.75 |
2.9% |
15.50 |
0.8% |
91% |
True |
False |
6,370 |
20 |
1,906.50 |
1,847.25 |
59.25 |
3.1% |
15.50 |
0.8% |
92% |
True |
False |
4,583 |
40 |
1,906.50 |
1,796.50 |
110.00 |
5.8% |
18.00 |
0.9% |
96% |
True |
False |
3,932 |
60 |
1,906.50 |
1,796.50 |
110.00 |
5.8% |
18.25 |
1.0% |
96% |
True |
False |
2,904 |
80 |
1,906.50 |
1,719.25 |
187.25 |
9.8% |
18.25 |
1.0% |
97% |
True |
False |
2,250 |
100 |
1,906.50 |
1,719.25 |
187.25 |
9.8% |
17.50 |
0.9% |
97% |
True |
False |
1,839 |
120 |
1,906.50 |
1,719.25 |
187.25 |
9.8% |
15.25 |
0.8% |
97% |
True |
False |
1,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.75 |
2.618 |
1,930.00 |
1.618 |
1,921.00 |
1.000 |
1,915.50 |
0.618 |
1,912.00 |
HIGH |
1,906.50 |
0.618 |
1,903.00 |
0.500 |
1,902.00 |
0.382 |
1,901.00 |
LOW |
1,897.50 |
0.618 |
1,892.00 |
1.000 |
1,888.50 |
1.618 |
1,883.00 |
2.618 |
1,874.00 |
4.250 |
1,859.25 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,902.00 |
1,899.25 |
PP |
1,902.00 |
1,896.75 |
S1 |
1,901.75 |
1,894.50 |
|