Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,678.5 |
9,632.5 |
-46.0 |
-0.5% |
9,632.0 |
High |
9,689.5 |
9,684.5 |
-5.0 |
-0.1% |
9,818.5 |
Low |
9,582.5 |
9,536.5 |
-46.0 |
-0.5% |
9,582.5 |
Close |
9,617.5 |
9,670.0 |
52.5 |
0.5% |
9,617.5 |
Range |
107.0 |
148.0 |
41.0 |
38.3% |
236.0 |
ATR |
135.0 |
135.9 |
0.9 |
0.7% |
0.0 |
Volume |
97,743 |
83,756 |
-13,987 |
-14.3% |
527,221 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,074.3 |
10,020.2 |
9,751.4 |
|
R3 |
9,926.3 |
9,872.2 |
9,710.7 |
|
R2 |
9,778.3 |
9,778.3 |
9,697.1 |
|
R1 |
9,724.2 |
9,724.2 |
9,683.6 |
9,751.3 |
PP |
9,630.3 |
9,630.3 |
9,630.3 |
9,643.9 |
S1 |
9,576.2 |
9,576.2 |
9,656.4 |
9,603.3 |
S2 |
9,482.3 |
9,482.3 |
9,642.9 |
|
S3 |
9,334.3 |
9,428.2 |
9,629.3 |
|
S4 |
9,186.3 |
9,280.2 |
9,588.6 |
|
|
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 |
9,536.5 |
282.0 |
2.9% |
109.3 |
1.1% |
47% |
False |
True |
103,253 |
10 |
9,818.5 |
9,404.0 |
414.5 |
4.3% |
119.2 |
1.2% |
64% |
False |
False |
105,399 |
20 |
9,818.5 |
9,292.0 |
526.5 |
5.4% |
129.9 |
1.3% |
72% |
False |
False |
101,045 |
40 |
9,818.5 |
9,102.5 |
716.0 |
7.4% |
131.1 |
1.4% |
79% |
False |
False |
103,691 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
135.3 |
1.4% |
83% |
False |
False |
73,224 |
80 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
136.9 |
1.4% |
83% |
False |
False |
54,958 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
128.3 |
1.3% |
83% |
False |
False |
43,994 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
119.2 |
1.2% |
83% |
False |
False |
36,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,313.5 |
2.618 |
10,072.0 |
1.618 |
9,924.0 |
1.000 |
9,832.5 |
0.618 |
9,776.0 |
HIGH |
9,684.5 |
0.618 |
9,628.0 |
0.500 |
9,610.5 |
0.382 |
9,593.0 |
LOW |
9,536.5 |
0.618 |
9,445.0 |
1.000 |
9,388.5 |
1.618 |
9,297.0 |
2.618 |
9,149.0 |
4.250 |
8,907.5 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,650.2 |
9,677.5 |
PP |
9,630.3 |
9,675.0 |
S1 |
9,610.5 |
9,672.5 |
|