Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,493.0 |
5,429.0 |
-64.0 |
-1.2% |
5,446.0 |
High |
5,493.0 |
5,445.0 |
-48.0 |
-0.9% |
5,527.0 |
Low |
5,407.0 |
5,392.0 |
-15.0 |
-0.3% |
5,422.0 |
Close |
5,417.0 |
5,430.0 |
13.0 |
0.2% |
5,491.0 |
Range |
86.0 |
53.0 |
-33.0 |
-38.4% |
105.0 |
ATR |
51.9 |
52.0 |
0.1 |
0.1% |
0.0 |
Volume |
27,163 |
22,224 |
-4,939 |
-18.2% |
109,971 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,581.3 |
5,558.7 |
5,459.2 |
|
R3 |
5,528.3 |
5,505.7 |
5,444.6 |
|
R2 |
5,475.3 |
5,475.3 |
5,439.7 |
|
R1 |
5,452.7 |
5,452.7 |
5,434.9 |
5,464.0 |
PP |
5,422.3 |
5,422.3 |
5,422.3 |
5,428.0 |
S1 |
5,399.7 |
5,399.7 |
5,425.1 |
5,411.0 |
S2 |
5,369.3 |
5,369.3 |
5,420.3 |
|
S3 |
5,316.3 |
5,346.7 |
5,415.4 |
|
S4 |
5,263.3 |
5,293.7 |
5,400.9 |
|
|
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 |
5,392.0 |
135.0 |
2.5% |
48.4 |
0.9% |
28% |
False |
True |
23,394 |
10 |
5,527.0 |
5,392.0 |
135.0 |
2.5% |
44.6 |
0.8% |
28% |
False |
True |
23,046 |
20 |
5,552.0 |
5,392.0 |
160.0 |
2.9% |
46.5 |
0.9% |
24% |
False |
True |
22,171 |
40 |
5,552.0 |
5,297.0 |
255.0 |
4.7% |
43.4 |
0.8% |
52% |
False |
False |
21,934 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
38.7 |
0.7% |
54% |
False |
False |
20,200 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
32.4 |
0.6% |
78% |
False |
False |
15,176 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
27.5 |
0.5% |
78% |
False |
False |
12,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,670.3 |
2.618 |
5,583.8 |
1.618 |
5,530.8 |
1.000 |
5,498.0 |
0.618 |
5,477.8 |
HIGH |
5,445.0 |
0.618 |
5,424.8 |
0.500 |
5,418.5 |
0.382 |
5,412.2 |
LOW |
5,392.0 |
0.618 |
5,359.2 |
1.000 |
5,339.0 |
1.618 |
5,306.2 |
2.618 |
5,253.2 |
4.250 |
5,166.8 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,426.2 |
5,449.5 |
PP |
5,422.3 |
5,443.0 |
S1 |
5,418.5 |
5,436.5 |
|