Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,429.0 |
5,410.0 |
-19.0 |
-0.3% |
5,446.0 |
High |
5,445.0 |
5,439.0 |
-6.0 |
-0.1% |
5,527.0 |
Low |
5,392.0 |
5,379.0 |
-13.0 |
-0.2% |
5,422.0 |
Close |
5,430.0 |
5,436.0 |
6.0 |
0.1% |
5,491.0 |
Range |
53.0 |
60.0 |
7.0 |
13.2% |
105.0 |
ATR |
52.0 |
52.6 |
0.6 |
1.1% |
0.0 |
Volume |
22,224 |
25,601 |
3,377 |
15.2% |
109,971 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,598.0 |
5,577.0 |
5,469.0 |
|
R3 |
5,538.0 |
5,517.0 |
5,452.5 |
|
R2 |
5,478.0 |
5,478.0 |
5,447.0 |
|
R1 |
5,457.0 |
5,457.0 |
5,441.5 |
5,467.5 |
PP |
5,418.0 |
5,418.0 |
5,418.0 |
5,423.3 |
S1 |
5,397.0 |
5,397.0 |
5,430.5 |
5,407.5 |
S2 |
5,358.0 |
5,358.0 |
5,425.0 |
|
S3 |
5,298.0 |
5,337.0 |
5,419.5 |
|
S4 |
5,238.0 |
5,277.0 |
5,403.0 |
|
|
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 |
5,379.0 |
148.0 |
2.7% |
54.4 |
1.0% |
39% |
False |
True |
23,856 |
10 |
5,527.0 |
5,379.0 |
148.0 |
2.7% |
45.7 |
0.8% |
39% |
False |
True |
22,872 |
20 |
5,552.0 |
5,379.0 |
173.0 |
3.2% |
47.9 |
0.9% |
33% |
False |
True |
22,545 |
40 |
5,552.0 |
5,297.0 |
255.0 |
4.7% |
43.8 |
0.8% |
55% |
False |
False |
22,031 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
39.5 |
0.7% |
56% |
False |
False |
20,626 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
33.0 |
0.6% |
79% |
False |
False |
15,495 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
28.0 |
0.5% |
79% |
False |
False |
12,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,694.0 |
2.618 |
5,596.1 |
1.618 |
5,536.1 |
1.000 |
5,499.0 |
0.618 |
5,476.1 |
HIGH |
5,439.0 |
0.618 |
5,416.1 |
0.500 |
5,409.0 |
0.382 |
5,401.9 |
LOW |
5,379.0 |
0.618 |
5,341.9 |
1.000 |
5,319.0 |
1.618 |
5,281.9 |
2.618 |
5,221.9 |
4.250 |
5,124.0 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,427.0 |
5,436.0 |
PP |
5,418.0 |
5,436.0 |
S1 |
5,409.0 |
5,436.0 |
|