Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,161.0 |
3,190.0 |
29.0 |
0.9% |
3,135.0 |
High |
3,189.0 |
3,196.0 |
7.0 |
0.2% |
3,174.0 |
Low |
3,156.0 |
3,177.0 |
21.0 |
0.7% |
3,090.0 |
Close |
3,180.0 |
3,187.0 |
7.0 |
0.2% |
3,154.0 |
Range |
33.0 |
19.0 |
-14.0 |
-42.4% |
84.0 |
ATR |
44.0 |
42.2 |
-1.8 |
-4.1% |
0.0 |
Volume |
749,551 |
683,007 |
-66,544 |
-8.9% |
4,466,518 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,243.7 |
3,234.3 |
3,197.5 |
|
R3 |
3,224.7 |
3,215.3 |
3,192.2 |
|
R2 |
3,205.7 |
3,205.7 |
3,190.5 |
|
R1 |
3,196.3 |
3,196.3 |
3,188.7 |
3,191.5 |
PP |
3,186.7 |
3,186.7 |
3,186.7 |
3,184.3 |
S1 |
3,177.3 |
3,177.3 |
3,185.3 |
3,172.5 |
S2 |
3,167.7 |
3,167.7 |
3,183.5 |
|
S3 |
3,148.7 |
3,158.3 |
3,181.8 |
|
S4 |
3,129.7 |
3,139.3 |
3,176.6 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,391.3 |
3,356.7 |
3,200.2 |
|
R3 |
3,307.3 |
3,272.7 |
3,177.1 |
|
R2 |
3,223.3 |
3,223.3 |
3,169.4 |
|
R1 |
3,188.7 |
3,188.7 |
3,161.7 |
3,206.0 |
PP |
3,139.3 |
3,139.3 |
3,139.3 |
3,148.0 |
S1 |
3,104.7 |
3,104.7 |
3,146.3 |
3,122.0 |
S2 |
3,055.3 |
3,055.3 |
3,138.6 |
|
S3 |
2,971.3 |
3,020.7 |
3,130.9 |
|
S4 |
2,887.3 |
2,936.7 |
3,107.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,196.0 |
3,095.0 |
101.0 |
3.2% |
34.2 |
1.1% |
91% |
True |
False |
816,720 |
10 |
3,196.0 |
3,090.0 |
106.0 |
3.3% |
36.0 |
1.1% |
92% |
True |
False |
808,046 |
20 |
3,196.0 |
3,010.0 |
186.0 |
5.8% |
41.9 |
1.3% |
95% |
True |
False |
864,066 |
40 |
3,196.0 |
2,902.0 |
294.0 |
9.2% |
43.9 |
1.4% |
97% |
True |
False |
893,850 |
60 |
3,196.0 |
2,902.0 |
294.0 |
9.2% |
41.7 |
1.3% |
97% |
True |
False |
610,305 |
80 |
3,196.0 |
2,868.0 |
328.0 |
10.3% |
42.9 |
1.3% |
97% |
True |
False |
458,235 |
100 |
3,196.0 |
2,847.0 |
349.0 |
11.0% |
41.0 |
1.3% |
97% |
True |
False |
366,697 |
120 |
3,196.0 |
2,847.0 |
349.0 |
11.0% |
36.5 |
1.1% |
97% |
True |
False |
305,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,276.8 |
2.618 |
3,245.7 |
1.618 |
3,226.7 |
1.000 |
3,215.0 |
0.618 |
3,207.7 |
HIGH |
3,196.0 |
0.618 |
3,188.7 |
0.500 |
3,186.5 |
0.382 |
3,184.3 |
LOW |
3,177.0 |
0.618 |
3,165.3 |
1.000 |
3,158.0 |
1.618 |
3,146.3 |
2.618 |
3,127.3 |
4.250 |
3,096.3 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,186.8 |
3,181.0 |
PP |
3,186.7 |
3,175.0 |
S1 |
3,186.5 |
3,169.0 |
|