Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,186.0 |
3,179.0 |
-7.0 |
-0.2% |
3,154.0 |
High |
3,187.0 |
3,199.0 |
12.0 |
0.4% |
3,199.0 |
Low |
3,163.0 |
3,170.0 |
7.0 |
0.2% |
3,121.0 |
Close |
3,180.0 |
3,193.0 |
13.0 |
0.4% |
3,193.0 |
Range |
24.0 |
29.0 |
5.0 |
20.8% |
78.0 |
ATR |
40.7 |
39.9 |
-0.8 |
-2.1% |
0.0 |
Volume |
550,903 |
392,657 |
-158,246 |
-28.7% |
3,023,149 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,274.3 |
3,262.7 |
3,209.0 |
|
R3 |
3,245.3 |
3,233.7 |
3,201.0 |
|
R2 |
3,216.3 |
3,216.3 |
3,198.3 |
|
R1 |
3,204.7 |
3,204.7 |
3,195.7 |
3,210.5 |
PP |
3,187.3 |
3,187.3 |
3,187.3 |
3,190.3 |
S1 |
3,175.7 |
3,175.7 |
3,190.3 |
3,181.5 |
S2 |
3,158.3 |
3,158.3 |
3,187.7 |
|
S3 |
3,129.3 |
3,146.7 |
3,185.0 |
|
S4 |
3,100.3 |
3,117.7 |
3,177.1 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,405.0 |
3,377.0 |
3,235.9 |
|
R3 |
3,327.0 |
3,299.0 |
3,214.5 |
|
R2 |
3,249.0 |
3,249.0 |
3,207.3 |
|
R1 |
3,221.0 |
3,221.0 |
3,200.2 |
3,235.0 |
PP |
3,171.0 |
3,171.0 |
3,171.0 |
3,178.0 |
S1 |
3,143.0 |
3,143.0 |
3,185.9 |
3,157.0 |
S2 |
3,093.0 |
3,093.0 |
3,178.7 |
|
S3 |
3,015.0 |
3,065.0 |
3,171.6 |
|
S4 |
2,937.0 |
2,987.0 |
3,150.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,199.0 |
3,121.0 |
78.0 |
2.4% |
35.4 |
1.1% |
92% |
True |
False |
604,629 |
10 |
3,203.0 |
3,121.0 |
82.0 |
2.6% |
35.3 |
1.1% |
88% |
False |
False |
746,259 |
20 |
3,203.0 |
3,080.0 |
123.0 |
3.9% |
37.4 |
1.2% |
92% |
False |
False |
790,219 |
40 |
3,203.0 |
3,010.0 |
193.0 |
6.0% |
39.8 |
1.2% |
95% |
False |
False |
859,501 |
60 |
3,203.0 |
2,902.0 |
301.0 |
9.4% |
42.4 |
1.3% |
97% |
False |
False |
710,681 |
80 |
3,203.0 |
2,868.0 |
335.0 |
10.5% |
42.6 |
1.3% |
97% |
False |
False |
533,534 |
100 |
3,203.0 |
2,868.0 |
335.0 |
10.5% |
41.5 |
1.3% |
97% |
False |
False |
426,937 |
120 |
3,203.0 |
2,847.0 |
356.0 |
11.1% |
38.7 |
1.2% |
97% |
False |
False |
355,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,322.3 |
2.618 |
3,274.9 |
1.618 |
3,245.9 |
1.000 |
3,228.0 |
0.618 |
3,216.9 |
HIGH |
3,199.0 |
0.618 |
3,187.9 |
0.500 |
3,184.5 |
0.382 |
3,181.1 |
LOW |
3,170.0 |
0.618 |
3,152.1 |
1.000 |
3,141.0 |
1.618 |
3,123.1 |
2.618 |
3,094.1 |
4.250 |
3,046.8 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,190.2 |
3,184.0 |
PP |
3,187.3 |
3,175.0 |
S1 |
3,184.5 |
3,166.0 |
|