Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,190.0 |
3,193.0 |
3.0 |
0.1% |
3,135.0 |
High |
3,196.0 |
3,195.0 |
-1.0 |
0.0% |
3,174.0 |
Low |
3,177.0 |
3,177.0 |
0.0 |
0.0% |
3,090.0 |
Close |
3,187.0 |
3,189.0 |
2.0 |
0.1% |
3,154.0 |
Range |
19.0 |
18.0 |
-1.0 |
-5.3% |
84.0 |
ATR |
42.2 |
40.5 |
-1.7 |
-4.1% |
0.0 |
Volume |
683,007 |
1,272,095 |
589,088 |
86.2% |
4,466,518 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,241.0 |
3,233.0 |
3,198.9 |
|
R3 |
3,223.0 |
3,215.0 |
3,194.0 |
|
R2 |
3,205.0 |
3,205.0 |
3,192.3 |
|
R1 |
3,197.0 |
3,197.0 |
3,190.7 |
3,192.0 |
PP |
3,187.0 |
3,187.0 |
3,187.0 |
3,184.5 |
S1 |
3,179.0 |
3,179.0 |
3,187.4 |
3,174.0 |
S2 |
3,169.0 |
3,169.0 |
3,185.7 |
|
S3 |
3,151.0 |
3,161.0 |
3,184.1 |
|
S4 |
3,133.0 |
3,143.0 |
3,179.1 |
|
|
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 |
3,122.0 |
74.0 |
2.3% |
29.8 |
0.9% |
91% |
False |
False |
844,289 |
10 |
3,196.0 |
3,090.0 |
106.0 |
3.3% |
33.3 |
1.0% |
93% |
False |
False |
862,242 |
20 |
3,196.0 |
3,010.0 |
186.0 |
5.8% |
40.6 |
1.3% |
96% |
False |
False |
878,128 |
40 |
3,196.0 |
2,902.0 |
294.0 |
9.2% |
42.1 |
1.3% |
98% |
False |
False |
911,592 |
60 |
3,196.0 |
2,902.0 |
294.0 |
9.2% |
41.2 |
1.3% |
98% |
False |
False |
631,503 |
80 |
3,196.0 |
2,868.0 |
328.0 |
10.3% |
42.7 |
1.3% |
98% |
False |
False |
474,135 |
100 |
3,196.0 |
2,847.0 |
349.0 |
10.9% |
40.9 |
1.3% |
98% |
False |
False |
379,418 |
120 |
3,196.0 |
2,847.0 |
349.0 |
10.9% |
36.6 |
1.1% |
98% |
False |
False |
316,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,271.5 |
2.618 |
3,242.1 |
1.618 |
3,224.1 |
1.000 |
3,213.0 |
0.618 |
3,206.1 |
HIGH |
3,195.0 |
0.618 |
3,188.1 |
0.500 |
3,186.0 |
0.382 |
3,183.9 |
LOW |
3,177.0 |
0.618 |
3,165.9 |
1.000 |
3,159.0 |
1.618 |
3,147.9 |
2.618 |
3,129.9 |
4.250 |
3,100.5 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,188.0 |
3,184.7 |
PP |
3,187.0 |
3,180.3 |
S1 |
3,186.0 |
3,176.0 |
|