Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,902.00 |
1,902.00 |
0.00 |
0.0% |
1,868.75 |
High |
1,906.50 |
1,910.50 |
4.00 |
0.2% |
1,891.75 |
Low |
1,897.50 |
1,899.75 |
2.25 |
0.1% |
1,857.50 |
Close |
1,901.75 |
1,910.50 |
8.75 |
0.5% |
1,889.50 |
Range |
9.00 |
10.75 |
1.75 |
19.4% |
34.25 |
ATR |
16.06 |
15.68 |
-0.38 |
-2.4% |
0.00 |
Volume |
8,554 |
13,734 |
5,180 |
60.6% |
32,534 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.25 |
1,935.50 |
1,916.50 |
|
R3 |
1,928.50 |
1,924.75 |
1,913.50 |
|
R2 |
1,917.75 |
1,917.75 |
1,912.50 |
|
R1 |
1,914.00 |
1,914.00 |
1,911.50 |
1,916.00 |
PP |
1,907.00 |
1,907.00 |
1,907.00 |
1,907.75 |
S1 |
1,903.25 |
1,903.25 |
1,909.50 |
1,905.00 |
S2 |
1,896.25 |
1,896.25 |
1,908.50 |
|
S3 |
1,885.50 |
1,892.50 |
1,907.50 |
|
S4 |
1,874.75 |
1,881.75 |
1,904.50 |
|
|
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 |
1,910.50 |
1,875.75 |
34.75 |
1.8% |
10.50 |
0.6% |
100% |
True |
False |
9,590 |
10 |
1,910.50 |
1,851.75 |
58.75 |
3.1% |
15.25 |
0.8% |
100% |
True |
False |
7,532 |
20 |
1,910.50 |
1,847.25 |
63.25 |
3.3% |
15.50 |
0.8% |
100% |
True |
False |
5,178 |
40 |
1,910.50 |
1,796.50 |
114.00 |
6.0% |
17.75 |
0.9% |
100% |
True |
False |
4,170 |
60 |
1,910.50 |
1,796.50 |
114.00 |
6.0% |
18.00 |
0.9% |
100% |
True |
False |
3,126 |
80 |
1,910.50 |
1,721.25 |
189.25 |
9.9% |
17.75 |
0.9% |
100% |
True |
False |
2,417 |
100 |
1,910.50 |
1,719.25 |
191.25 |
10.0% |
17.50 |
0.9% |
100% |
True |
False |
1,974 |
120 |
1,910.50 |
1,719.25 |
191.25 |
10.0% |
15.50 |
0.8% |
100% |
True |
False |
1,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.25 |
2.618 |
1,938.75 |
1.618 |
1,928.00 |
1.000 |
1,921.25 |
0.618 |
1,917.25 |
HIGH |
1,910.50 |
0.618 |
1,906.50 |
0.500 |
1,905.00 |
0.382 |
1,903.75 |
LOW |
1,899.75 |
0.618 |
1,893.00 |
1.000 |
1,889.00 |
1.618 |
1,882.25 |
2.618 |
1,871.50 |
4.250 |
1,854.00 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,908.75 |
1,907.00 |
PP |
1,907.00 |
1,903.50 |
S1 |
1,905.00 |
1,900.00 |
|