Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,472.0 |
5,496.0 |
24.0 |
0.4% |
5,460.0 |
High |
5,498.0 |
5,515.0 |
17.0 |
0.3% |
5,480.0 |
Low |
5,470.0 |
5,485.0 |
15.0 |
0.3% |
5,397.0 |
Close |
5,487.0 |
5,511.0 |
24.0 |
0.4% |
5,455.0 |
Range |
28.0 |
30.0 |
2.0 |
7.1% |
83.0 |
ATR |
51.4 |
49.9 |
-1.5 |
-3.0% |
0.0 |
Volume |
23,349 |
23,291 |
-58 |
-0.2% |
104,379 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,593.7 |
5,582.3 |
5,527.5 |
|
R3 |
5,563.7 |
5,552.3 |
5,519.3 |
|
R2 |
5,533.7 |
5,533.7 |
5,516.5 |
|
R1 |
5,522.3 |
5,522.3 |
5,513.8 |
5,528.0 |
PP |
5,503.7 |
5,503.7 |
5,503.7 |
5,506.5 |
S1 |
5,492.3 |
5,492.3 |
5,508.3 |
5,498.0 |
S2 |
5,473.7 |
5,473.7 |
5,505.5 |
|
S3 |
5,443.7 |
5,462.3 |
5,502.8 |
|
S4 |
5,413.7 |
5,432.3 |
5,494.5 |
|
|
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 |
5,515.0 |
5,419.0 |
96.0 |
1.7% |
37.0 |
0.7% |
96% |
True |
False |
21,887 |
10 |
5,515.0 |
5,397.0 |
118.0 |
2.1% |
44.2 |
0.8% |
97% |
True |
False |
21,512 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
45.5 |
0.8% |
81% |
False |
False |
22,490 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
42.2 |
0.8% |
85% |
False |
False |
27,238 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
35.7 |
0.6% |
85% |
False |
False |
18,646 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
30.8 |
0.6% |
93% |
False |
False |
14,008 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
26.4 |
0.5% |
93% |
False |
False |
11,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,642.5 |
2.618 |
5,593.5 |
1.618 |
5,563.5 |
1.000 |
5,545.0 |
0.618 |
5,533.5 |
HIGH |
5,515.0 |
0.618 |
5,503.5 |
0.500 |
5,500.0 |
0.382 |
5,496.5 |
LOW |
5,485.0 |
0.618 |
5,466.5 |
1.000 |
5,455.0 |
1.618 |
5,436.5 |
2.618 |
5,406.5 |
4.250 |
5,357.5 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,507.3 |
5,496.8 |
PP |
5,503.7 |
5,482.7 |
S1 |
5,500.0 |
5,468.5 |
|