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 |
3,708.75 |
3,728.25 |
19.50 |
0.5% |
3,674.50 |
High |
3,730.00 |
3,732.75 |
2.75 |
0.1% |
3,732.75 |
Low |
3,706.25 |
3,708.25 |
2.00 |
0.1% |
3,673.00 |
Close |
3,728.25 |
3,728.00 |
-0.25 |
0.0% |
3,728.00 |
Range |
23.75 |
24.50 |
0.75 |
3.2% |
59.75 |
ATR |
40.56 |
39.41 |
-1.15 |
-2.8% |
0.00 |
Volume |
1,167 |
950 |
-217 |
-18.6% |
10,039 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,796.50 |
3,786.75 |
3,741.50 |
|
R3 |
3,772.00 |
3,762.25 |
3,734.75 |
|
R2 |
3,747.50 |
3,747.50 |
3,732.50 |
|
R1 |
3,737.75 |
3,737.75 |
3,730.25 |
3,730.50 |
PP |
3,723.00 |
3,723.00 |
3,723.00 |
3,719.25 |
S1 |
3,713.25 |
3,713.25 |
3,725.75 |
3,706.00 |
S2 |
3,698.50 |
3,698.50 |
3,723.50 |
|
S3 |
3,674.00 |
3,688.75 |
3,721.25 |
|
S4 |
3,649.50 |
3,664.25 |
3,714.50 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,890.50 |
3,869.00 |
3,760.75 |
|
R3 |
3,830.75 |
3,809.25 |
3,744.50 |
|
R2 |
3,771.00 |
3,771.00 |
3,739.00 |
|
R1 |
3,749.50 |
3,749.50 |
3,733.50 |
3,760.25 |
PP |
3,711.25 |
3,711.25 |
3,711.25 |
3,716.50 |
S1 |
3,689.75 |
3,689.75 |
3,722.50 |
3,700.50 |
S2 |
3,651.50 |
3,651.50 |
3,717.00 |
|
S3 |
3,591.75 |
3,630.00 |
3,711.50 |
|
S4 |
3,532.00 |
3,570.25 |
3,695.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,732.75 |
3,639.25 |
93.50 |
2.5% |
28.75 |
0.8% |
95% |
True |
False |
2,263 |
10 |
3,732.75 |
3,539.00 |
193.75 |
5.2% |
34.25 |
0.9% |
98% |
True |
False |
1,594 |
20 |
3,732.75 |
3,500.00 |
232.75 |
6.2% |
38.50 |
1.0% |
98% |
True |
False |
836 |
40 |
3,732.75 |
3,404.00 |
328.75 |
8.8% |
46.75 |
1.3% |
99% |
True |
False |
449 |
60 |
3,732.75 |
3,404.00 |
328.75 |
8.8% |
45.75 |
1.2% |
99% |
True |
False |
311 |
80 |
3,732.75 |
3,404.00 |
328.75 |
8.8% |
37.25 |
1.0% |
99% |
True |
False |
235 |
100 |
3,732.75 |
3,404.00 |
328.75 |
8.8% |
30.75 |
0.8% |
99% |
True |
False |
189 |
120 |
3,732.75 |
3,404.00 |
328.75 |
8.8% |
26.75 |
0.7% |
99% |
True |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,837.00 |
2.618 |
3,797.00 |
1.618 |
3,772.50 |
1.000 |
3,757.25 |
0.618 |
3,748.00 |
HIGH |
3,732.75 |
0.618 |
3,723.50 |
0.500 |
3,720.50 |
0.382 |
3,717.50 |
LOW |
3,708.25 |
0.618 |
3,693.00 |
1.000 |
3,683.75 |
1.618 |
3,668.50 |
2.618 |
3,644.00 |
4.250 |
3,604.00 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,725.50 |
3,724.25 |
PP |
3,723.00 |
3,720.50 |
S1 |
3,720.50 |
3,717.00 |
|