Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,455.0 |
5,490.0 |
35.0 |
0.6% |
5,493.0 |
High |
5,503.0 |
5,518.0 |
15.0 |
0.3% |
5,518.0 |
Low |
5,451.0 |
5,485.0 |
34.0 |
0.6% |
5,379.0 |
Close |
5,488.0 |
5,511.0 |
23.0 |
0.4% |
5,511.0 |
Range |
52.0 |
33.0 |
-19.0 |
-36.5% |
139.0 |
ATR |
53.6 |
52.1 |
-1.5 |
-2.7% |
0.0 |
Volume |
22,553 |
16,950 |
-5,603 |
-24.8% |
114,491 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,603.7 |
5,590.3 |
5,529.2 |
|
R3 |
5,570.7 |
5,557.3 |
5,520.1 |
|
R2 |
5,537.7 |
5,537.7 |
5,517.1 |
|
R1 |
5,524.3 |
5,524.3 |
5,514.0 |
5,531.0 |
PP |
5,504.7 |
5,504.7 |
5,504.7 |
5,508.0 |
S1 |
5,491.3 |
5,491.3 |
5,508.0 |
5,498.0 |
S2 |
5,471.7 |
5,471.7 |
5,505.0 |
|
S3 |
5,438.7 |
5,458.3 |
5,501.9 |
|
S4 |
5,405.7 |
5,425.3 |
5,492.9 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.3 |
5,837.7 |
5,587.5 |
|
R3 |
5,747.3 |
5,698.7 |
5,549.2 |
|
R2 |
5,608.3 |
5,608.3 |
5,536.5 |
|
R1 |
5,559.7 |
5,559.7 |
5,523.7 |
5,584.0 |
PP |
5,469.3 |
5,469.3 |
5,469.3 |
5,481.5 |
S1 |
5,420.7 |
5,420.7 |
5,498.3 |
5,445.0 |
S2 |
5,330.3 |
5,330.3 |
5,485.5 |
|
S3 |
5,191.3 |
5,281.7 |
5,472.8 |
|
S4 |
5,052.3 |
5,142.7 |
5,434.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,518.0 |
5,379.0 |
139.0 |
2.5% |
56.8 |
1.0% |
95% |
True |
False |
22,898 |
10 |
5,527.0 |
5,379.0 |
148.0 |
2.7% |
46.8 |
0.8% |
89% |
False |
False |
22,446 |
20 |
5,552.0 |
5,379.0 |
173.0 |
3.1% |
49.7 |
0.9% |
76% |
False |
False |
22,699 |
40 |
5,552.0 |
5,305.0 |
247.0 |
4.5% |
43.6 |
0.8% |
83% |
False |
False |
21,919 |
60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
40.1 |
0.7% |
85% |
False |
False |
21,280 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
33.9 |
0.6% |
93% |
False |
False |
15,988 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
28.8 |
0.5% |
93% |
False |
False |
12,795 |
120 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
25.9 |
0.5% |
93% |
False |
False |
10,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,658.3 |
2.618 |
5,604.4 |
1.618 |
5,571.4 |
1.000 |
5,551.0 |
0.618 |
5,538.4 |
HIGH |
5,518.0 |
0.618 |
5,505.4 |
0.500 |
5,501.5 |
0.382 |
5,497.6 |
LOW |
5,485.0 |
0.618 |
5,464.6 |
1.000 |
5,452.0 |
1.618 |
5,431.6 |
2.618 |
5,398.6 |
4.250 |
5,344.8 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,507.8 |
5,490.2 |
PP |
5,504.7 |
5,469.3 |
S1 |
5,501.5 |
5,448.5 |
|