Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,457.0 |
5,446.0 |
-11.0 |
-0.2% |
5,460.0 |
High |
5,460.0 |
5,475.0 |
15.0 |
0.3% |
5,480.0 |
Low |
5,419.0 |
5,422.0 |
3.0 |
0.1% |
5,397.0 |
Close |
5,455.0 |
5,437.0 |
-18.0 |
-0.3% |
5,455.0 |
Range |
41.0 |
53.0 |
12.0 |
29.3% |
83.0 |
ATR |
50.5 |
50.7 |
0.2 |
0.3% |
0.0 |
Volume |
20,919 |
19,035 |
-1,884 |
-9.0% |
104,379 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,603.7 |
5,573.3 |
5,466.2 |
|
R3 |
5,550.7 |
5,520.3 |
5,451.6 |
|
R2 |
5,497.7 |
5,497.7 |
5,446.7 |
|
R1 |
5,467.3 |
5,467.3 |
5,441.9 |
5,456.0 |
PP |
5,444.7 |
5,444.7 |
5,444.7 |
5,439.0 |
S1 |
5,414.3 |
5,414.3 |
5,432.1 |
5,403.0 |
S2 |
5,391.7 |
5,391.7 |
5,427.3 |
|
S3 |
5,338.7 |
5,361.3 |
5,422.4 |
|
S4 |
5,285.7 |
5,308.3 |
5,407.9 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,693.0 |
5,657.0 |
5,500.7 |
|
R3 |
5,610.0 |
5,574.0 |
5,477.8 |
|
R2 |
5,527.0 |
5,527.0 |
5,470.2 |
|
R1 |
5,491.0 |
5,491.0 |
5,462.6 |
5,467.5 |
PP |
5,444.0 |
5,444.0 |
5,444.0 |
5,432.3 |
S1 |
5,408.0 |
5,408.0 |
5,447.4 |
5,384.5 |
S2 |
5,361.0 |
5,361.0 |
5,439.8 |
|
S3 |
5,278.0 |
5,325.0 |
5,432.2 |
|
S4 |
5,195.0 |
5,242.0 |
5,409.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,480.0 |
5,397.0 |
83.0 |
1.5% |
41.8 |
0.8% |
48% |
False |
False |
20,971 |
10 |
5,552.0 |
5,397.0 |
155.0 |
2.9% |
54.2 |
1.0% |
26% |
False |
False |
22,800 |
20 |
5,552.0 |
5,337.0 |
215.0 |
4.0% |
45.3 |
0.8% |
47% |
False |
False |
22,136 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
42.6 |
0.8% |
57% |
False |
False |
26,722 |
60 |
5,552.0 |
5,261.0 |
291.0 |
5.4% |
34.9 |
0.6% |
60% |
False |
False |
17,870 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
30.1 |
0.6% |
79% |
False |
False |
13,425 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
25.9 |
0.5% |
79% |
False |
False |
10,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,700.3 |
2.618 |
5,613.8 |
1.618 |
5,560.8 |
1.000 |
5,528.0 |
0.618 |
5,507.8 |
HIGH |
5,475.0 |
0.618 |
5,454.8 |
0.500 |
5,448.5 |
0.382 |
5,442.2 |
LOW |
5,422.0 |
0.618 |
5,389.2 |
1.000 |
5,369.0 |
1.618 |
5,336.2 |
2.618 |
5,283.2 |
4.250 |
5,196.8 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,448.5 |
5,447.0 |
PP |
5,444.7 |
5,443.7 |
S1 |
5,440.8 |
5,440.3 |
|