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 |
3,642.25 |
3,674.50 |
32.25 |
0.9% |
3,582.75 |
High |
3,669.75 |
3,715.75 |
46.00 |
1.3% |
3,669.75 |
Low |
3,639.25 |
3,673.00 |
33.75 |
0.9% |
3,558.75 |
Close |
3,668.00 |
3,714.25 |
46.25 |
1.3% |
3,668.00 |
Range |
30.50 |
42.75 |
12.25 |
40.2% |
111.00 |
ATR |
43.04 |
43.38 |
0.34 |
0.8% |
0.00 |
Volume |
1,277 |
693 |
-584 |
-45.7% |
5,651 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,829.25 |
3,814.50 |
3,737.75 |
|
R3 |
3,786.50 |
3,771.75 |
3,726.00 |
|
R2 |
3,743.75 |
3,743.75 |
3,722.00 |
|
R1 |
3,729.00 |
3,729.00 |
3,718.25 |
3,736.50 |
PP |
3,701.00 |
3,701.00 |
3,701.00 |
3,704.75 |
S1 |
3,686.25 |
3,686.25 |
3,710.25 |
3,693.50 |
S2 |
3,658.25 |
3,658.25 |
3,706.50 |
|
S3 |
3,615.50 |
3,643.50 |
3,702.50 |
|
S4 |
3,572.75 |
3,600.75 |
3,690.75 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,965.25 |
3,927.50 |
3,729.00 |
|
R3 |
3,854.25 |
3,816.50 |
3,698.50 |
|
R2 |
3,743.25 |
3,743.25 |
3,688.25 |
|
R1 |
3,705.50 |
3,705.50 |
3,678.25 |
3,724.50 |
PP |
3,632.25 |
3,632.25 |
3,632.25 |
3,641.50 |
S1 |
3,594.50 |
3,594.50 |
3,657.75 |
3,613.50 |
S2 |
3,521.25 |
3,521.25 |
3,647.75 |
|
S3 |
3,410.25 |
3,483.50 |
3,637.50 |
|
S4 |
3,299.25 |
3,372.50 |
3,607.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,715.75 |
3,579.00 |
136.75 |
3.7% |
36.00 |
1.0% |
99% |
True |
False |
1,212 |
10 |
3,715.75 |
3,532.75 |
183.00 |
4.9% |
38.00 |
1.0% |
99% |
True |
False |
689 |
20 |
3,715.75 |
3,500.00 |
215.75 |
5.8% |
38.75 |
1.0% |
99% |
True |
False |
395 |
40 |
3,715.75 |
3,404.00 |
311.75 |
8.4% |
47.75 |
1.3% |
100% |
True |
False |
222 |
60 |
3,722.75 |
3,404.00 |
318.75 |
8.6% |
45.25 |
1.2% |
97% |
False |
False |
155 |
80 |
3,722.75 |
3,404.00 |
318.75 |
8.6% |
36.75 |
1.0% |
97% |
False |
False |
118 |
100 |
3,722.75 |
3,404.00 |
318.75 |
8.6% |
30.50 |
0.8% |
97% |
False |
False |
95 |
120 |
3,722.75 |
3,404.00 |
318.75 |
8.6% |
26.25 |
0.7% |
97% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,897.50 |
2.618 |
3,827.75 |
1.618 |
3,785.00 |
1.000 |
3,758.50 |
0.618 |
3,742.25 |
HIGH |
3,715.75 |
0.618 |
3,699.50 |
0.500 |
3,694.50 |
0.382 |
3,689.25 |
LOW |
3,673.00 |
0.618 |
3,646.50 |
1.000 |
3,630.25 |
1.618 |
3,603.75 |
2.618 |
3,561.00 |
4.250 |
3,491.25 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,707.50 |
3,699.50 |
PP |
3,701.00 |
3,685.00 |
S1 |
3,694.50 |
3,670.50 |
|