Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,159.0 |
3,146.0 |
-13.0 |
-0.4% |
3,161.0 |
High |
3,167.0 |
3,181.0 |
14.0 |
0.4% |
3,203.0 |
Low |
3,133.0 |
3,133.0 |
0.0 |
0.0% |
3,124.0 |
Close |
3,153.0 |
3,174.0 |
21.0 |
0.7% |
3,151.0 |
Range |
34.0 |
48.0 |
14.0 |
41.2% |
79.0 |
ATR |
41.5 |
42.0 |
0.5 |
1.1% |
0.0 |
Volume |
774,311 |
637,207 |
-137,104 |
-17.7% |
4,439,450 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,306.7 |
3,288.3 |
3,200.4 |
|
R3 |
3,258.7 |
3,240.3 |
3,187.2 |
|
R2 |
3,210.7 |
3,210.7 |
3,182.8 |
|
R1 |
3,192.3 |
3,192.3 |
3,178.4 |
3,201.5 |
PP |
3,162.7 |
3,162.7 |
3,162.7 |
3,167.3 |
S1 |
3,144.3 |
3,144.3 |
3,169.6 |
3,153.5 |
S2 |
3,114.7 |
3,114.7 |
3,165.2 |
|
S3 |
3,066.7 |
3,096.3 |
3,160.8 |
|
S4 |
3,018.7 |
3,048.3 |
3,147.6 |
|
|
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% |
46.0 |
1.4% |
65% |
False |
False |
762,877 |
10 |
3,203.0 |
3,121.0 |
82.0 |
2.6% |
37.9 |
1.2% |
65% |
False |
False |
803,583 |
20 |
3,203.0 |
3,080.0 |
123.0 |
3.9% |
39.0 |
1.2% |
76% |
False |
False |
841,072 |
40 |
3,203.0 |
2,978.0 |
225.0 |
7.1% |
41.0 |
1.3% |
87% |
False |
False |
885,230 |
60 |
3,203.0 |
2,902.0 |
301.0 |
9.5% |
42.5 |
1.3% |
90% |
False |
False |
695,062 |
80 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
43.8 |
1.4% |
91% |
False |
False |
521,747 |
100 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
41.5 |
1.3% |
91% |
False |
False |
417,538 |
120 |
3,203.0 |
2,847.0 |
356.0 |
11.2% |
38.3 |
1.2% |
92% |
False |
False |
348,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,385.0 |
2.618 |
3,306.7 |
1.618 |
3,258.7 |
1.000 |
3,229.0 |
0.618 |
3,210.7 |
HIGH |
3,181.0 |
0.618 |
3,162.7 |
0.500 |
3,157.0 |
0.382 |
3,151.3 |
LOW |
3,133.0 |
0.618 |
3,103.3 |
1.000 |
3,085.0 |
1.618 |
3,055.3 |
2.618 |
3,007.3 |
4.250 |
2,929.0 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,168.3 |
3,166.3 |
PP |
3,162.7 |
3,158.7 |
S1 |
3,157.0 |
3,151.0 |
|