Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,154.0 |
3,159.0 |
5.0 |
0.2% |
3,161.0 |
High |
3,163.0 |
3,167.0 |
4.0 |
0.1% |
3,203.0 |
Low |
3,121.0 |
3,133.0 |
12.0 |
0.4% |
3,124.0 |
Close |
3,158.0 |
3,153.0 |
-5.0 |
-0.2% |
3,151.0 |
Range |
42.0 |
34.0 |
-8.0 |
-19.0% |
79.0 |
ATR |
42.1 |
41.5 |
-0.6 |
-1.4% |
0.0 |
Volume |
668,071 |
774,311 |
106,240 |
15.9% |
4,439,450 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,253.0 |
3,237.0 |
3,171.7 |
|
R3 |
3,219.0 |
3,203.0 |
3,162.4 |
|
R2 |
3,185.0 |
3,185.0 |
3,159.2 |
|
R1 |
3,169.0 |
3,169.0 |
3,156.1 |
3,160.0 |
PP |
3,151.0 |
3,151.0 |
3,151.0 |
3,146.5 |
S1 |
3,135.0 |
3,135.0 |
3,149.9 |
3,126.0 |
S2 |
3,117.0 |
3,117.0 |
3,146.8 |
|
S3 |
3,083.0 |
3,101.0 |
3,143.7 |
|
S4 |
3,049.0 |
3,067.0 |
3,134.3 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.3 |
3,352.7 |
3,194.5 |
|
R3 |
3,317.3 |
3,273.7 |
3,172.7 |
|
R2 |
3,238.3 |
3,238.3 |
3,165.5 |
|
R1 |
3,194.7 |
3,194.7 |
3,158.2 |
3,177.0 |
PP |
3,159.3 |
3,159.3 |
3,159.3 |
3,150.5 |
S1 |
3,115.7 |
3,115.7 |
3,143.8 |
3,098.0 |
S2 |
3,080.3 |
3,080.3 |
3,136.5 |
|
S3 |
3,001.3 |
3,036.7 |
3,129.3 |
|
S4 |
2,922.3 |
2,957.7 |
3,107.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,203.0 |
3,121.0 |
82.0 |
2.6% |
40.0 |
1.3% |
39% |
False |
False |
889,854 |
10 |
3,203.0 |
3,095.0 |
108.0 |
3.4% |
37.1 |
1.2% |
54% |
False |
False |
853,287 |
20 |
3,203.0 |
3,080.0 |
123.0 |
3.9% |
38.9 |
1.2% |
59% |
False |
False |
842,107 |
40 |
3,203.0 |
2,970.0 |
233.0 |
7.4% |
41.2 |
1.3% |
79% |
False |
False |
892,966 |
60 |
3,203.0 |
2,902.0 |
301.0 |
9.5% |
42.5 |
1.3% |
83% |
False |
False |
684,445 |
80 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
43.9 |
1.4% |
85% |
False |
False |
513,784 |
100 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
41.3 |
1.3% |
85% |
False |
False |
411,166 |
120 |
3,203.0 |
2,847.0 |
356.0 |
11.3% |
38.0 |
1.2% |
86% |
False |
False |
342,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,311.5 |
2.618 |
3,256.0 |
1.618 |
3,222.0 |
1.000 |
3,201.0 |
0.618 |
3,188.0 |
HIGH |
3,167.0 |
0.618 |
3,154.0 |
0.500 |
3,150.0 |
0.382 |
3,146.0 |
LOW |
3,133.0 |
0.618 |
3,112.0 |
1.000 |
3,099.0 |
1.618 |
3,078.0 |
2.618 |
3,044.0 |
4.250 |
2,988.5 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,152.0 |
3,150.0 |
PP |
3,151.0 |
3,147.0 |
S1 |
3,150.0 |
3,144.0 |
|