Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,496.0 |
5,480.0 |
-16.0 |
-0.3% |
5,460.0 |
High |
5,515.0 |
5,527.0 |
12.0 |
0.2% |
5,480.0 |
Low |
5,485.0 |
5,479.0 |
-6.0 |
-0.1% |
5,397.0 |
Close |
5,511.0 |
5,525.0 |
14.0 |
0.3% |
5,455.0 |
Range |
30.0 |
48.0 |
18.0 |
60.0% |
83.0 |
ATR |
49.9 |
49.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
23,291 |
26,584 |
3,293 |
14.1% |
104,379 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,654.3 |
5,637.7 |
5,551.4 |
|
R3 |
5,606.3 |
5,589.7 |
5,538.2 |
|
R2 |
5,558.3 |
5,558.3 |
5,533.8 |
|
R1 |
5,541.7 |
5,541.7 |
5,529.4 |
5,550.0 |
PP |
5,510.3 |
5,510.3 |
5,510.3 |
5,514.5 |
S1 |
5,493.7 |
5,493.7 |
5,520.6 |
5,502.0 |
S2 |
5,462.3 |
5,462.3 |
5,516.2 |
|
S3 |
5,414.3 |
5,445.7 |
5,511.8 |
|
S4 |
5,366.3 |
5,397.7 |
5,498.6 |
|
|
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 |
5,527.0 |
5,419.0 |
108.0 |
2.0% |
40.0 |
0.7% |
98% |
True |
False |
22,635 |
10 |
5,527.0 |
5,397.0 |
130.0 |
2.4% |
41.0 |
0.7% |
98% |
True |
False |
21,558 |
20 |
5,552.0 |
5,367.0 |
185.0 |
3.3% |
44.3 |
0.8% |
85% |
False |
False |
22,212 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
42.3 |
0.8% |
90% |
False |
False |
26,497 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
36.5 |
0.7% |
90% |
False |
False |
19,086 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.0% |
31.0 |
0.6% |
95% |
False |
False |
14,340 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.0% |
26.6 |
0.5% |
95% |
False |
False |
11,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,731.0 |
2.618 |
5,652.7 |
1.618 |
5,604.7 |
1.000 |
5,575.0 |
0.618 |
5,556.7 |
HIGH |
5,527.0 |
0.618 |
5,508.7 |
0.500 |
5,503.0 |
0.382 |
5,497.3 |
LOW |
5,479.0 |
0.618 |
5,449.3 |
1.000 |
5,431.0 |
1.618 |
5,401.3 |
2.618 |
5,353.3 |
4.250 |
5,275.0 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,517.7 |
5,516.2 |
PP |
5,510.3 |
5,507.3 |
S1 |
5,503.0 |
5,498.5 |
|