Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,580.0 |
9,632.0 |
52.0 |
0.5% |
9,564.5 |
High |
9,622.0 |
9,736.5 |
114.5 |
1.2% |
9,632.5 |
Low |
9,565.0 |
9,593.0 |
28.0 |
0.3% |
9,404.0 |
Close |
9,592.5 |
9,705.5 |
113.0 |
1.2% |
9,592.5 |
Range |
57.0 |
143.5 |
86.5 |
151.8% |
228.5 |
ATR |
143.5 |
143.5 |
0.0 |
0.0% |
0.0 |
Volume |
95,688 |
94,710 |
-978 |
-1.0% |
543,014 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,108.8 |
10,050.7 |
9,784.4 |
|
R3 |
9,965.3 |
9,907.2 |
9,745.0 |
|
R2 |
9,821.8 |
9,821.8 |
9,731.8 |
|
R1 |
9,763.7 |
9,763.7 |
9,718.7 |
9,792.8 |
PP |
9,678.3 |
9,678.3 |
9,678.3 |
9,692.9 |
S1 |
9,620.2 |
9,620.2 |
9,692.3 |
9,649.3 |
S2 |
9,534.8 |
9,534.8 |
9,679.2 |
|
S3 |
9,391.3 |
9,476.7 |
9,666.0 |
|
S4 |
9,247.8 |
9,333.2 |
9,626.6 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,228.5 |
10,139.0 |
9,718.2 |
|
R3 |
10,000.0 |
9,910.5 |
9,655.3 |
|
R2 |
9,771.5 |
9,771.5 |
9,634.4 |
|
R1 |
9,682.0 |
9,682.0 |
9,613.4 |
9,726.8 |
PP |
9,543.0 |
9,543.0 |
9,543.0 |
9,565.4 |
S1 |
9,453.5 |
9,453.5 |
9,571.6 |
9,498.3 |
S2 |
9,314.5 |
9,314.5 |
9,550.6 |
|
S3 |
9,086.0 |
9,225.0 |
9,529.7 |
|
S4 |
8,857.5 |
8,996.5 |
9,466.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,736.5 |
9,404.0 |
332.5 |
3.4% |
129.0 |
1.3% |
91% |
True |
False |
107,546 |
10 |
9,736.5 |
9,388.0 |
348.5 |
3.6% |
121.3 |
1.2% |
91% |
True |
False |
100,216 |
20 |
9,736.5 |
9,102.5 |
634.0 |
6.5% |
148.9 |
1.5% |
95% |
True |
False |
106,706 |
40 |
9,741.0 |
8,934.5 |
806.5 |
8.3% |
141.4 |
1.5% |
96% |
False |
False |
96,273 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
133.0 |
1.4% |
94% |
False |
False |
64,633 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
135.8 |
1.4% |
87% |
False |
False |
48,515 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
126.8 |
1.3% |
87% |
False |
False |
38,834 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
116.5 |
1.2% |
87% |
False |
False |
32,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,346.4 |
2.618 |
10,112.2 |
1.618 |
9,968.7 |
1.000 |
9,880.0 |
0.618 |
9,825.2 |
HIGH |
9,736.5 |
0.618 |
9,681.7 |
0.500 |
9,664.8 |
0.382 |
9,647.8 |
LOW |
9,593.0 |
0.618 |
9,504.3 |
1.000 |
9,449.5 |
1.618 |
9,360.8 |
2.618 |
9,217.3 |
4.250 |
8,983.1 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,691.9 |
9,675.4 |
PP |
9,678.3 |
9,645.3 |
S1 |
9,664.8 |
9,615.3 |
|