Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,446.0 |
5,472.0 |
26.0 |
0.5% |
5,460.0 |
High |
5,475.0 |
5,498.0 |
23.0 |
0.4% |
5,480.0 |
Low |
5,422.0 |
5,470.0 |
48.0 |
0.9% |
5,397.0 |
Close |
5,437.0 |
5,487.0 |
50.0 |
0.9% |
5,455.0 |
Range |
53.0 |
28.0 |
-25.0 |
-47.2% |
83.0 |
ATR |
50.7 |
51.4 |
0.7 |
1.4% |
0.0 |
Volume |
19,035 |
23,349 |
4,314 |
22.7% |
104,379 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,569.0 |
5,556.0 |
5,502.4 |
|
R3 |
5,541.0 |
5,528.0 |
5,494.7 |
|
R2 |
5,513.0 |
5,513.0 |
5,492.1 |
|
R1 |
5,500.0 |
5,500.0 |
5,489.6 |
5,506.5 |
PP |
5,485.0 |
5,485.0 |
5,485.0 |
5,488.3 |
S1 |
5,472.0 |
5,472.0 |
5,484.4 |
5,478.5 |
S2 |
5,457.0 |
5,457.0 |
5,481.9 |
|
S3 |
5,429.0 |
5,444.0 |
5,479.3 |
|
S4 |
5,401.0 |
5,416.0 |
5,471.6 |
|
|
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 |
5,498.0 |
5,397.0 |
101.0 |
1.8% |
40.8 |
0.7% |
89% |
True |
False |
22,697 |
10 |
5,513.0 |
5,397.0 |
116.0 |
2.1% |
47.4 |
0.9% |
78% |
False |
False |
21,912 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
45.2 |
0.8% |
70% |
False |
False |
22,323 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
42.3 |
0.8% |
76% |
False |
False |
27,264 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
35.2 |
0.6% |
76% |
False |
False |
18,257 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
30.4 |
0.6% |
88% |
False |
False |
13,717 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
26.1 |
0.5% |
88% |
False |
False |
10,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,617.0 |
2.618 |
5,571.3 |
1.618 |
5,543.3 |
1.000 |
5,526.0 |
0.618 |
5,515.3 |
HIGH |
5,498.0 |
0.618 |
5,487.3 |
0.500 |
5,484.0 |
0.382 |
5,480.7 |
LOW |
5,470.0 |
0.618 |
5,452.7 |
1.000 |
5,442.0 |
1.618 |
5,424.7 |
2.618 |
5,396.7 |
4.250 |
5,351.0 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,486.0 |
5,477.5 |
PP |
5,485.0 |
5,468.0 |
S1 |
5,484.0 |
5,458.5 |
|