Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,666.5 |
9,629.0 |
-37.5 |
-0.4% |
9,632.0 |
High |
9,693.5 |
9,712.5 |
19.0 |
0.2% |
9,818.5 |
Low |
9,595.0 |
9,586.5 |
-8.5 |
-0.1% |
9,582.5 |
Close |
9,646.5 |
9,694.5 |
48.0 |
0.5% |
9,617.5 |
Range |
98.5 |
126.0 |
27.5 |
27.9% |
236.0 |
ATR |
133.2 |
132.7 |
-0.5 |
-0.4% |
0.0 |
Volume |
89,831 |
71,133 |
-18,698 |
-20.8% |
527,221 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,042.5 |
9,994.5 |
9,763.8 |
|
R3 |
9,916.5 |
9,868.5 |
9,729.2 |
|
R2 |
9,790.5 |
9,790.5 |
9,717.6 |
|
R1 |
9,742.5 |
9,742.5 |
9,706.1 |
9,766.5 |
PP |
9,664.5 |
9,664.5 |
9,664.5 |
9,676.5 |
S1 |
9,616.5 |
9,616.5 |
9,683.0 |
9,640.5 |
S2 |
9,538.5 |
9,538.5 |
9,671.4 |
|
S3 |
9,412.5 |
9,490.5 |
9,659.9 |
|
S4 |
9,286.5 |
9,364.5 |
9,625.2 |
|
|
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% |
132.2 |
1.4% |
56% |
False |
False |
91,441 |
10 |
9,818.5 |
9,494.0 |
324.5 |
3.3% |
111.0 |
1.1% |
62% |
False |
False |
95,405 |
20 |
9,818.5 |
9,382.0 |
436.5 |
4.5% |
122.6 |
1.3% |
72% |
False |
False |
101,081 |
40 |
9,818.5 |
9,102.5 |
716.0 |
7.4% |
129.1 |
1.3% |
83% |
False |
False |
103,496 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
135.2 |
1.4% |
86% |
False |
False |
75,900 |
80 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
137.0 |
1.4% |
86% |
False |
False |
56,966 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
128.4 |
1.3% |
86% |
False |
False |
45,600 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
119.9 |
1.2% |
86% |
False |
False |
38,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,248.0 |
2.618 |
10,042.4 |
1.618 |
9,916.4 |
1.000 |
9,838.5 |
0.618 |
9,790.4 |
HIGH |
9,712.5 |
0.618 |
9,664.4 |
0.500 |
9,649.5 |
0.382 |
9,634.6 |
LOW |
9,586.5 |
0.618 |
9,508.6 |
1.000 |
9,460.5 |
1.618 |
9,382.6 |
2.618 |
9,256.6 |
4.250 |
9,051.0 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,679.5 |
9,671.2 |
PP |
9,664.5 |
9,647.8 |
S1 |
9,649.5 |
9,624.5 |
|