Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,747.0 |
9,678.5 |
-68.5 |
-0.7% |
9,632.0 |
High |
9,818.5 |
9,689.5 |
-129.0 |
-1.3% |
9,818.5 |
Low |
9,637.0 |
9,582.5 |
-54.5 |
-0.6% |
9,582.5 |
Close |
9,656.0 |
9,617.5 |
-38.5 |
-0.4% |
9,617.5 |
Range |
181.5 |
107.0 |
-74.5 |
-41.0% |
236.0 |
ATR |
137.1 |
135.0 |
-2.2 |
-1.6% |
0.0 |
Volume |
114,745 |
97,743 |
-17,002 |
-14.8% |
527,221 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,950.8 |
9,891.2 |
9,676.4 |
|
R3 |
9,843.8 |
9,784.2 |
9,646.9 |
|
R2 |
9,736.8 |
9,736.8 |
9,637.1 |
|
R1 |
9,677.2 |
9,677.2 |
9,627.3 |
9,653.5 |
PP |
9,629.8 |
9,629.8 |
9,629.8 |
9,618.0 |
S1 |
9,570.2 |
9,570.2 |
9,607.7 |
9,546.5 |
S2 |
9,522.8 |
9,522.8 |
9,597.9 |
|
S3 |
9,415.8 |
9,463.2 |
9,588.1 |
|
S4 |
9,308.8 |
9,356.2 |
9,558.7 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,380.8 |
10,235.2 |
9,747.3 |
|
R3 |
10,144.8 |
9,999.2 |
9,682.4 |
|
R2 |
9,908.8 |
9,908.8 |
9,660.8 |
|
R1 |
9,763.2 |
9,763.2 |
9,639.1 |
9,718.0 |
PP |
9,672.8 |
9,672.8 |
9,672.8 |
9,650.3 |
S1 |
9,527.2 |
9,527.2 |
9,595.9 |
9,482.0 |
S2 |
9,436.8 |
9,436.8 |
9,574.2 |
|
S3 |
9,200.8 |
9,291.2 |
9,552.6 |
|
S4 |
8,964.8 |
9,055.2 |
9,487.7 |
|
|
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 |
9,582.5 |
236.0 |
2.5% |
108.4 |
1.1% |
15% |
False |
True |
105,444 |
10 |
9,818.5 |
9,404.0 |
414.5 |
4.3% |
119.3 |
1.2% |
52% |
False |
False |
107,023 |
20 |
9,818.5 |
9,236.5 |
582.0 |
6.1% |
129.2 |
1.3% |
65% |
False |
False |
101,574 |
40 |
9,818.5 |
9,102.5 |
716.0 |
7.4% |
132.7 |
1.4% |
72% |
False |
False |
103,536 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.2% |
134.0 |
1.4% |
77% |
False |
False |
71,831 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
136.0 |
1.4% |
77% |
False |
False |
53,913 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
127.4 |
1.3% |
77% |
False |
False |
43,157 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
118.1 |
1.2% |
77% |
False |
False |
35,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,144.3 |
2.618 |
9,969.6 |
1.618 |
9,862.6 |
1.000 |
9,796.5 |
0.618 |
9,755.6 |
HIGH |
9,689.5 |
0.618 |
9,648.6 |
0.500 |
9,636.0 |
0.382 |
9,623.4 |
LOW |
9,582.5 |
0.618 |
9,516.4 |
1.000 |
9,475.5 |
1.618 |
9,409.4 |
2.618 |
9,302.4 |
4.250 |
9,127.8 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,636.0 |
9,700.5 |
PP |
9,629.8 |
9,672.8 |
S1 |
9,623.7 |
9,645.2 |
|