Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,779.5 |
9,747.0 |
-32.5 |
-0.3% |
9,564.5 |
High |
9,787.5 |
9,818.5 |
31.0 |
0.3% |
9,632.5 |
Low |
9,730.0 |
9,637.0 |
-93.0 |
-1.0% |
9,404.0 |
Close |
9,765.0 |
9,656.0 |
-109.0 |
-1.1% |
9,592.5 |
Range |
57.5 |
181.5 |
124.0 |
215.7% |
228.5 |
ATR |
133.7 |
137.1 |
3.4 |
2.6% |
0.0 |
Volume |
138,123 |
114,745 |
-23,378 |
-16.9% |
543,014 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,248.3 |
10,133.7 |
9,755.8 |
|
R3 |
10,066.8 |
9,952.2 |
9,705.9 |
|
R2 |
9,885.3 |
9,885.3 |
9,689.3 |
|
R1 |
9,770.7 |
9,770.7 |
9,672.6 |
9,737.3 |
PP |
9,703.8 |
9,703.8 |
9,703.8 |
9,687.1 |
S1 |
9,589.2 |
9,589.2 |
9,639.4 |
9,555.8 |
S2 |
9,522.3 |
9,522.3 |
9,622.7 |
|
S3 |
9,340.8 |
9,407.7 |
9,606.1 |
|
S4 |
9,159.3 |
9,226.2 |
9,556.2 |
|
|
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 |
9,818.5 |
9,565.0 |
253.5 |
2.6% |
98.4 |
1.0% |
36% |
True |
False |
105,033 |
10 |
9,818.5 |
9,404.0 |
414.5 |
4.3% |
118.7 |
1.2% |
61% |
True |
False |
104,931 |
20 |
9,818.5 |
9,102.5 |
716.0 |
7.4% |
136.9 |
1.4% |
77% |
True |
False |
102,264 |
40 |
9,818.5 |
9,075.5 |
743.0 |
7.7% |
133.6 |
1.4% |
78% |
True |
False |
102,711 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.2% |
132.7 |
1.4% |
82% |
True |
False |
70,203 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
135.2 |
1.4% |
82% |
False |
False |
52,693 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
127.8 |
1.3% |
82% |
False |
False |
42,180 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
117.7 |
1.2% |
82% |
False |
False |
35,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,589.9 |
2.618 |
10,293.7 |
1.618 |
10,112.2 |
1.000 |
10,000.0 |
0.618 |
9,930.7 |
HIGH |
9,818.5 |
0.618 |
9,749.2 |
0.500 |
9,727.8 |
0.382 |
9,706.3 |
LOW |
9,637.0 |
0.618 |
9,524.8 |
1.000 |
9,455.5 |
1.618 |
9,343.3 |
2.618 |
9,161.8 |
4.250 |
8,865.6 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,727.8 |
9,727.8 |
PP |
9,703.8 |
9,703.8 |
S1 |
9,679.9 |
9,679.9 |
|