Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,632.5 |
9,666.5 |
34.0 |
0.4% |
9,632.0 |
High |
9,684.5 |
9,693.5 |
9.0 |
0.1% |
9,818.5 |
Low |
9,536.5 |
9,595.0 |
58.5 |
0.6% |
9,582.5 |
Close |
9,670.0 |
9,646.5 |
-23.5 |
-0.2% |
9,617.5 |
Range |
148.0 |
98.5 |
-49.5 |
-33.4% |
236.0 |
ATR |
135.9 |
133.2 |
-2.7 |
-2.0% |
0.0 |
Volume |
83,756 |
89,831 |
6,075 |
7.3% |
527,221 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,940.5 |
9,892.0 |
9,700.7 |
|
R3 |
9,842.0 |
9,793.5 |
9,673.6 |
|
R2 |
9,743.5 |
9,743.5 |
9,664.6 |
|
R1 |
9,695.0 |
9,695.0 |
9,655.5 |
9,670.0 |
PP |
9,645.0 |
9,645.0 |
9,645.0 |
9,632.5 |
S1 |
9,596.5 |
9,596.5 |
9,637.5 |
9,571.5 |
S2 |
9,546.5 |
9,546.5 |
9,628.4 |
|
S3 |
9,448.0 |
9,498.0 |
9,619.4 |
|
S4 |
9,349.5 |
9,399.5 |
9,592.3 |
|
|
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% |
118.5 |
1.2% |
39% |
False |
False |
104,839 |
10 |
9,818.5 |
9,404.0 |
414.5 |
4.3% |
114.0 |
1.2% |
59% |
False |
False |
100,357 |
20 |
9,818.5 |
9,382.0 |
436.5 |
4.5% |
125.2 |
1.3% |
61% |
False |
False |
101,255 |
40 |
9,818.5 |
9,102.5 |
716.0 |
7.4% |
129.7 |
1.3% |
76% |
False |
False |
103,827 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.2% |
135.0 |
1.4% |
81% |
False |
False |
74,719 |
80 |
9,818.5 |
8,934.5 |
884.0 |
9.2% |
137.1 |
1.4% |
81% |
False |
False |
56,080 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
127.9 |
1.3% |
80% |
False |
False |
44,891 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
119.5 |
1.2% |
80% |
False |
False |
37,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,112.1 |
2.618 |
9,951.4 |
1.618 |
9,852.9 |
1.000 |
9,792.0 |
0.618 |
9,754.4 |
HIGH |
9,693.5 |
0.618 |
9,655.9 |
0.500 |
9,644.3 |
0.382 |
9,632.6 |
LOW |
9,595.0 |
0.618 |
9,534.1 |
1.000 |
9,496.5 |
1.618 |
9,435.6 |
2.618 |
9,337.1 |
4.250 |
9,176.4 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,645.8 |
9,636.0 |
PP |
9,645.0 |
9,625.5 |
S1 |
9,644.3 |
9,615.0 |
|