Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,902.00 |
1,909.75 |
7.75 |
0.4% |
1,890.50 |
High |
1,910.50 |
1,914.50 |
4.00 |
0.2% |
1,914.50 |
Low |
1,899.75 |
1,906.75 |
7.00 |
0.4% |
1,889.50 |
Close |
1,910.50 |
1,914.00 |
3.50 |
0.2% |
1,914.00 |
Range |
10.75 |
7.75 |
-3.00 |
-27.9% |
25.00 |
ATR |
15.68 |
15.12 |
-0.57 |
-3.6% |
0.00 |
Volume |
13,734 |
3,820 |
-9,914 |
-72.2% |
35,826 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.00 |
1,932.25 |
1,918.25 |
|
R3 |
1,927.25 |
1,924.50 |
1,916.25 |
|
R2 |
1,919.50 |
1,919.50 |
1,915.50 |
|
R1 |
1,916.75 |
1,916.75 |
1,914.75 |
1,918.00 |
PP |
1,911.75 |
1,911.75 |
1,911.75 |
1,912.50 |
S1 |
1,909.00 |
1,909.00 |
1,913.25 |
1,910.50 |
S2 |
1,904.00 |
1,904.00 |
1,912.50 |
|
S3 |
1,896.25 |
1,901.25 |
1,911.75 |
|
S4 |
1,888.50 |
1,893.50 |
1,909.75 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.00 |
1,972.50 |
1,927.75 |
|
R3 |
1,956.00 |
1,947.50 |
1,921.00 |
|
R2 |
1,931.00 |
1,931.00 |
1,918.50 |
|
R1 |
1,922.50 |
1,922.50 |
1,916.25 |
1,926.75 |
PP |
1,906.00 |
1,906.00 |
1,906.00 |
1,908.00 |
S1 |
1,897.50 |
1,897.50 |
1,911.75 |
1,901.75 |
S2 |
1,881.00 |
1,881.00 |
1,909.50 |
|
S3 |
1,856.00 |
1,872.50 |
1,907.00 |
|
S4 |
1,831.00 |
1,847.50 |
1,900.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,914.50 |
1,882.25 |
32.25 |
1.7% |
10.00 |
0.5% |
98% |
True |
False |
8,328 |
10 |
1,914.50 |
1,854.00 |
60.50 |
3.2% |
13.00 |
0.7% |
99% |
True |
False |
7,214 |
20 |
1,914.50 |
1,847.25 |
67.25 |
3.5% |
15.25 |
0.8% |
99% |
True |
False |
5,186 |
40 |
1,914.50 |
1,796.50 |
118.00 |
6.2% |
17.75 |
0.9% |
100% |
True |
False |
4,217 |
60 |
1,914.50 |
1,796.50 |
118.00 |
6.2% |
18.00 |
0.9% |
100% |
True |
False |
3,188 |
80 |
1,914.50 |
1,721.25 |
193.25 |
10.1% |
17.75 |
0.9% |
100% |
True |
False |
2,463 |
100 |
1,914.50 |
1,719.25 |
195.25 |
10.2% |
17.50 |
0.9% |
100% |
True |
False |
2,012 |
120 |
1,914.50 |
1,719.25 |
195.25 |
10.2% |
15.50 |
0.8% |
100% |
True |
False |
1,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.50 |
2.618 |
1,934.75 |
1.618 |
1,927.00 |
1.000 |
1,922.25 |
0.618 |
1,919.25 |
HIGH |
1,914.50 |
0.618 |
1,911.50 |
0.500 |
1,910.50 |
0.382 |
1,909.75 |
LOW |
1,906.75 |
0.618 |
1,902.00 |
1.000 |
1,899.00 |
1.618 |
1,894.25 |
2.618 |
1,886.50 |
4.250 |
1,873.75 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,913.00 |
1,911.25 |
PP |
1,911.75 |
1,908.75 |
S1 |
1,910.50 |
1,906.00 |
|