Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,301.4 |
1,311.1 |
9.7 |
0.7% |
1,305.0 |
High |
1,315.9 |
1,314.7 |
-1.2 |
-0.1% |
1,306.4 |
Low |
1,301.3 |
1,306.1 |
4.8 |
0.4% |
1,275.0 |
Close |
1,310.1 |
1,309.3 |
-0.8 |
-0.1% |
1,303.5 |
Range |
14.6 |
8.6 |
-6.0 |
-41.1% |
31.4 |
ATR |
16.6 |
16.0 |
-0.6 |
-3.4% |
0.0 |
Volume |
2,080 |
1,560 |
-520 |
-25.0% |
7,239 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.8 |
1,331.2 |
1,314.0 |
|
R3 |
1,327.2 |
1,322.6 |
1,311.7 |
|
R2 |
1,318.6 |
1,318.6 |
1,310.9 |
|
R1 |
1,314.0 |
1,314.0 |
1,310.1 |
1,312.0 |
PP |
1,310.0 |
1,310.0 |
1,310.0 |
1,309.1 |
S1 |
1,305.4 |
1,305.4 |
1,308.5 |
1,303.4 |
S2 |
1,301.4 |
1,301.4 |
1,307.7 |
|
S3 |
1,292.8 |
1,296.8 |
1,306.9 |
|
S4 |
1,284.2 |
1,288.2 |
1,304.6 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.2 |
1,377.7 |
1,320.8 |
|
R3 |
1,357.8 |
1,346.3 |
1,312.1 |
|
R2 |
1,326.4 |
1,326.4 |
1,309.3 |
|
R1 |
1,314.9 |
1,314.9 |
1,306.4 |
1,305.0 |
PP |
1,295.0 |
1,295.0 |
1,295.0 |
1,290.0 |
S1 |
1,283.5 |
1,283.5 |
1,300.6 |
1,273.6 |
S2 |
1,263.6 |
1,263.6 |
1,297.7 |
|
S3 |
1,232.2 |
1,252.1 |
1,294.9 |
|
S4 |
1,200.8 |
1,220.7 |
1,286.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.9 |
1,275.0 |
40.9 |
3.1% |
16.0 |
1.2% |
84% |
False |
False |
1,477 |
10 |
1,315.9 |
1,270.0 |
45.9 |
3.5% |
15.5 |
1.2% |
86% |
False |
False |
1,416 |
20 |
1,331.5 |
1,270.0 |
61.5 |
4.7% |
15.5 |
1.2% |
64% |
False |
False |
1,487 |
40 |
1,390.8 |
1,270.0 |
120.8 |
9.2% |
15.4 |
1.2% |
33% |
False |
False |
1,556 |
60 |
1,390.8 |
1,269.9 |
120.9 |
9.2% |
15.2 |
1.2% |
33% |
False |
False |
1,446 |
80 |
1,390.8 |
1,230.0 |
160.8 |
12.3% |
15.1 |
1.2% |
49% |
False |
False |
1,266 |
100 |
1,390.8 |
1,185.0 |
205.8 |
15.7% |
15.2 |
1.2% |
60% |
False |
False |
1,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.3 |
2.618 |
1,337.2 |
1.618 |
1,328.6 |
1.000 |
1,323.3 |
0.618 |
1,320.0 |
HIGH |
1,314.7 |
0.618 |
1,311.4 |
0.500 |
1,310.4 |
0.382 |
1,309.4 |
LOW |
1,306.1 |
0.618 |
1,300.8 |
1.000 |
1,297.5 |
1.618 |
1,292.2 |
2.618 |
1,283.6 |
4.250 |
1,269.6 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,310.4 |
1,304.7 |
PP |
1,310.0 |
1,300.1 |
S1 |
1,309.7 |
1,295.5 |
|