Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,741.5 |
9,779.5 |
38.0 |
0.4% |
9,564.5 |
High |
9,793.5 |
9,787.5 |
-6.0 |
-0.1% |
9,632.5 |
Low |
9,741.0 |
9,730.0 |
-11.0 |
-0.1% |
9,404.0 |
Close |
9,765.0 |
9,765.0 |
0.0 |
0.0% |
9,592.5 |
Range |
52.5 |
57.5 |
5.0 |
9.5% |
228.5 |
ATR |
139.6 |
133.7 |
-5.9 |
-4.2% |
0.0 |
Volume |
81,900 |
138,123 |
56,223 |
68.6% |
543,014 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,933.3 |
9,906.7 |
9,796.6 |
|
R3 |
9,875.8 |
9,849.2 |
9,780.8 |
|
R2 |
9,818.3 |
9,818.3 |
9,775.5 |
|
R1 |
9,791.7 |
9,791.7 |
9,770.3 |
9,776.3 |
PP |
9,760.8 |
9,760.8 |
9,760.8 |
9,753.1 |
S1 |
9,734.2 |
9,734.2 |
9,759.7 |
9,718.8 |
S2 |
9,703.3 |
9,703.3 |
9,754.5 |
|
S3 |
9,645.8 |
9,676.7 |
9,749.2 |
|
S4 |
9,588.3 |
9,619.2 |
9,733.4 |
|
|
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 |
9,494.0 |
299.5 |
3.1% |
89.8 |
0.9% |
90% |
False |
False |
99,369 |
10 |
9,793.5 |
9,404.0 |
389.5 |
4.0% |
107.1 |
1.1% |
93% |
False |
False |
102,622 |
20 |
9,793.5 |
9,102.5 |
691.0 |
7.1% |
135.3 |
1.4% |
96% |
False |
False |
105,116 |
40 |
9,793.5 |
8,934.5 |
859.0 |
8.8% |
133.6 |
1.4% |
97% |
False |
False |
101,084 |
60 |
9,793.5 |
8,934.5 |
859.0 |
8.8% |
130.8 |
1.3% |
97% |
False |
False |
68,292 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
134.1 |
1.4% |
94% |
False |
False |
51,260 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
126.3 |
1.3% |
94% |
False |
False |
41,033 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
116.4 |
1.2% |
94% |
False |
False |
34,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,031.9 |
2.618 |
9,938.0 |
1.618 |
9,880.5 |
1.000 |
9,845.0 |
0.618 |
9,823.0 |
HIGH |
9,787.5 |
0.618 |
9,765.5 |
0.500 |
9,758.8 |
0.382 |
9,752.0 |
LOW |
9,730.0 |
0.618 |
9,694.5 |
1.000 |
9,672.5 |
1.618 |
9,637.0 |
2.618 |
9,579.5 |
4.250 |
9,485.6 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,762.9 |
9,741.1 |
PP |
9,760.8 |
9,717.2 |
S1 |
9,758.8 |
9,693.3 |
|