Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,480.0 |
5,494.0 |
14.0 |
0.3% |
5,446.0 |
High |
5,527.0 |
5,507.0 |
-20.0 |
-0.4% |
5,527.0 |
Low |
5,479.0 |
5,482.0 |
3.0 |
0.1% |
5,422.0 |
Close |
5,525.0 |
5,491.0 |
-34.0 |
-0.6% |
5,491.0 |
Range |
48.0 |
25.0 |
-23.0 |
-47.9% |
105.0 |
ATR |
49.8 |
49.3 |
-0.5 |
-1.0% |
0.0 |
Volume |
26,584 |
17,712 |
-8,872 |
-33.4% |
109,971 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,568.3 |
5,554.7 |
5,504.8 |
|
R3 |
5,543.3 |
5,529.7 |
5,497.9 |
|
R2 |
5,518.3 |
5,518.3 |
5,495.6 |
|
R1 |
5,504.7 |
5,504.7 |
5,493.3 |
5,499.0 |
PP |
5,493.3 |
5,493.3 |
5,493.3 |
5,490.5 |
S1 |
5,479.7 |
5,479.7 |
5,488.7 |
5,474.0 |
S2 |
5,468.3 |
5,468.3 |
5,486.4 |
|
S3 |
5,443.3 |
5,454.7 |
5,484.1 |
|
S4 |
5,418.3 |
5,429.7 |
5,477.3 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,795.0 |
5,748.0 |
5,548.8 |
|
R3 |
5,690.0 |
5,643.0 |
5,519.9 |
|
R2 |
5,585.0 |
5,585.0 |
5,510.3 |
|
R1 |
5,538.0 |
5,538.0 |
5,500.6 |
5,561.5 |
PP |
5,480.0 |
5,480.0 |
5,480.0 |
5,491.8 |
S1 |
5,433.0 |
5,433.0 |
5,481.4 |
5,456.5 |
S2 |
5,375.0 |
5,375.0 |
5,471.8 |
|
S3 |
5,270.0 |
5,328.0 |
5,462.1 |
|
S4 |
5,165.0 |
5,223.0 |
5,433.3 |
|
|
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 |
5,422.0 |
105.0 |
1.9% |
36.8 |
0.7% |
66% |
False |
False |
21,994 |
10 |
5,527.0 |
5,397.0 |
130.0 |
2.4% |
39.1 |
0.7% |
72% |
False |
False |
21,435 |
20 |
5,552.0 |
5,381.0 |
171.0 |
3.1% |
43.9 |
0.8% |
64% |
False |
False |
21,962 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
42.4 |
0.8% |
77% |
False |
False |
23,274 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
36.9 |
0.7% |
77% |
False |
False |
19,381 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
31.3 |
0.6% |
89% |
False |
False |
14,561 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
26.5 |
0.5% |
89% |
False |
False |
11,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.3 |
2.618 |
5,572.5 |
1.618 |
5,547.5 |
1.000 |
5,532.0 |
0.618 |
5,522.5 |
HIGH |
5,507.0 |
0.618 |
5,497.5 |
0.500 |
5,494.5 |
0.382 |
5,491.6 |
LOW |
5,482.0 |
0.618 |
5,466.6 |
1.000 |
5,457.0 |
1.618 |
5,441.6 |
2.618 |
5,416.6 |
4.250 |
5,375.8 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,494.5 |
5,503.0 |
PP |
5,493.3 |
5,499.0 |
S1 |
5,492.2 |
5,495.0 |
|