Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,632.0 |
9,741.5 |
109.5 |
1.1% |
9,564.5 |
High |
9,736.5 |
9,793.5 |
57.0 |
0.6% |
9,632.5 |
Low |
9,593.0 |
9,741.0 |
148.0 |
1.5% |
9,404.0 |
Close |
9,705.5 |
9,765.0 |
59.5 |
0.6% |
9,592.5 |
Range |
143.5 |
52.5 |
-91.0 |
-63.4% |
228.5 |
ATR |
143.5 |
139.6 |
-4.0 |
-2.8% |
0.0 |
Volume |
94,710 |
81,900 |
-12,810 |
-13.5% |
543,014 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,924.0 |
9,897.0 |
9,793.9 |
|
R3 |
9,871.5 |
9,844.5 |
9,779.4 |
|
R2 |
9,819.0 |
9,819.0 |
9,774.6 |
|
R1 |
9,792.0 |
9,792.0 |
9,769.8 |
9,805.5 |
PP |
9,766.5 |
9,766.5 |
9,766.5 |
9,773.3 |
S1 |
9,739.5 |
9,739.5 |
9,760.2 |
9,753.0 |
S2 |
9,714.0 |
9,714.0 |
9,755.4 |
|
S3 |
9,661.5 |
9,687.0 |
9,750.6 |
|
S4 |
9,609.0 |
9,634.5 |
9,736.1 |
|
|
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 |
9,793.5 |
9,404.0 |
389.5 |
4.0% |
109.4 |
1.1% |
93% |
True |
False |
95,876 |
10 |
9,793.5 |
9,404.0 |
389.5 |
4.0% |
114.0 |
1.2% |
93% |
True |
False |
97,449 |
20 |
9,793.5 |
9,102.5 |
691.0 |
7.1% |
139.0 |
1.4% |
96% |
True |
False |
103,795 |
40 |
9,793.5 |
8,934.5 |
859.0 |
8.8% |
139.6 |
1.4% |
97% |
True |
False |
98,019 |
60 |
9,793.5 |
8,934.5 |
859.0 |
8.8% |
132.3 |
1.4% |
97% |
True |
False |
65,994 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
134.0 |
1.4% |
94% |
False |
False |
49,536 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
126.3 |
1.3% |
94% |
False |
False |
39,653 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
116.3 |
1.2% |
94% |
False |
False |
33,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,016.6 |
2.618 |
9,930.9 |
1.618 |
9,878.4 |
1.000 |
9,846.0 |
0.618 |
9,825.9 |
HIGH |
9,793.5 |
0.618 |
9,773.4 |
0.500 |
9,767.3 |
0.382 |
9,761.1 |
LOW |
9,741.0 |
0.618 |
9,708.6 |
1.000 |
9,688.5 |
1.618 |
9,656.1 |
2.618 |
9,603.6 |
4.250 |
9,517.9 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,767.3 |
9,736.4 |
PP |
9,766.5 |
9,707.8 |
S1 |
9,765.8 |
9,679.3 |
|