Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,410.0 |
5,455.0 |
45.0 |
0.8% |
5,446.0 |
High |
5,439.0 |
5,503.0 |
64.0 |
1.2% |
5,527.0 |
Low |
5,379.0 |
5,451.0 |
72.0 |
1.3% |
5,422.0 |
Close |
5,436.0 |
5,488.0 |
52.0 |
1.0% |
5,491.0 |
Range |
60.0 |
52.0 |
-8.0 |
-13.3% |
105.0 |
ATR |
52.6 |
53.6 |
1.0 |
2.0% |
0.0 |
Volume |
25,601 |
22,553 |
-3,048 |
-11.9% |
109,971 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,636.7 |
5,614.3 |
5,516.6 |
|
R3 |
5,584.7 |
5,562.3 |
5,502.3 |
|
R2 |
5,532.7 |
5,532.7 |
5,497.5 |
|
R1 |
5,510.3 |
5,510.3 |
5,492.8 |
5,521.5 |
PP |
5,480.7 |
5,480.7 |
5,480.7 |
5,486.3 |
S1 |
5,458.3 |
5,458.3 |
5,483.2 |
5,469.5 |
S2 |
5,428.7 |
5,428.7 |
5,478.5 |
|
S3 |
5,376.7 |
5,406.3 |
5,473.7 |
|
S4 |
5,324.7 |
5,354.3 |
5,459.4 |
|
|
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 |
5,507.0 |
5,379.0 |
128.0 |
2.3% |
55.2 |
1.0% |
85% |
False |
False |
23,050 |
10 |
5,527.0 |
5,379.0 |
148.0 |
2.7% |
47.6 |
0.9% |
74% |
False |
False |
22,843 |
20 |
5,552.0 |
5,379.0 |
173.0 |
3.2% |
49.1 |
0.9% |
63% |
False |
False |
22,675 |
40 |
5,552.0 |
5,305.0 |
247.0 |
4.5% |
43.7 |
0.8% |
74% |
False |
False |
22,120 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
40.0 |
0.7% |
76% |
False |
False |
21,001 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
33.6 |
0.6% |
88% |
False |
False |
15,777 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
28.5 |
0.5% |
88% |
False |
False |
12,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,724.0 |
2.618 |
5,639.1 |
1.618 |
5,587.1 |
1.000 |
5,555.0 |
0.618 |
5,535.1 |
HIGH |
5,503.0 |
0.618 |
5,483.1 |
0.500 |
5,477.0 |
0.382 |
5,470.9 |
LOW |
5,451.0 |
0.618 |
5,418.9 |
1.000 |
5,399.0 |
1.618 |
5,366.9 |
2.618 |
5,314.9 |
4.250 |
5,230.0 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,484.3 |
5,472.3 |
PP |
5,480.7 |
5,456.7 |
S1 |
5,477.0 |
5,441.0 |
|