Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,494.0 |
5,493.0 |
-1.0 |
0.0% |
5,446.0 |
High |
5,507.0 |
5,493.0 |
-14.0 |
-0.3% |
5,527.0 |
Low |
5,482.0 |
5,407.0 |
-75.0 |
-1.4% |
5,422.0 |
Close |
5,491.0 |
5,417.0 |
-74.0 |
-1.3% |
5,491.0 |
Range |
25.0 |
86.0 |
61.0 |
244.0% |
105.0 |
ATR |
49.3 |
51.9 |
2.6 |
5.3% |
0.0 |
Volume |
17,712 |
27,163 |
9,451 |
53.4% |
109,971 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,697.0 |
5,643.0 |
5,464.3 |
|
R3 |
5,611.0 |
5,557.0 |
5,440.7 |
|
R2 |
5,525.0 |
5,525.0 |
5,432.8 |
|
R1 |
5,471.0 |
5,471.0 |
5,424.9 |
5,455.0 |
PP |
5,439.0 |
5,439.0 |
5,439.0 |
5,431.0 |
S1 |
5,385.0 |
5,385.0 |
5,409.1 |
5,369.0 |
S2 |
5,353.0 |
5,353.0 |
5,401.2 |
|
S3 |
5,267.0 |
5,299.0 |
5,393.4 |
|
S4 |
5,181.0 |
5,213.0 |
5,369.7 |
|
|
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 |
5,407.0 |
120.0 |
2.2% |
43.4 |
0.8% |
8% |
False |
True |
23,619 |
10 |
5,527.0 |
5,397.0 |
130.0 |
2.4% |
42.6 |
0.8% |
15% |
False |
False |
22,295 |
20 |
5,552.0 |
5,397.0 |
155.0 |
2.9% |
46.5 |
0.9% |
13% |
False |
False |
22,275 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
43.6 |
0.8% |
49% |
False |
False |
22,148 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
38.3 |
0.7% |
49% |
False |
False |
19,833 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
32.1 |
0.6% |
76% |
False |
False |
14,900 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
27.0 |
0.5% |
76% |
False |
False |
11,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,858.5 |
2.618 |
5,718.1 |
1.618 |
5,632.1 |
1.000 |
5,579.0 |
0.618 |
5,546.1 |
HIGH |
5,493.0 |
0.618 |
5,460.1 |
0.500 |
5,450.0 |
0.382 |
5,439.9 |
LOW |
5,407.0 |
0.618 |
5,353.9 |
1.000 |
5,321.0 |
1.618 |
5,267.9 |
2.618 |
5,181.9 |
4.250 |
5,041.5 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,450.0 |
5,467.0 |
PP |
5,439.0 |
5,450.3 |
S1 |
5,428.0 |
5,433.7 |
|