Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,629.0 |
9,745.0 |
116.0 |
1.2% |
9,632.0 |
High |
9,712.5 |
9,745.0 |
32.5 |
0.3% |
9,818.5 |
Low |
9,586.5 |
9,692.5 |
106.0 |
1.1% |
9,582.5 |
Close |
9,694.5 |
9,732.5 |
38.0 |
0.4% |
9,617.5 |
Range |
126.0 |
52.5 |
-73.5 |
-58.3% |
236.0 |
ATR |
132.7 |
127.0 |
-5.7 |
-4.3% |
0.0 |
Volume |
71,133 |
59,583 |
-11,550 |
-16.2% |
527,221 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,880.8 |
9,859.2 |
9,761.4 |
|
R3 |
9,828.3 |
9,806.7 |
9,746.9 |
|
R2 |
9,775.8 |
9,775.8 |
9,742.1 |
|
R1 |
9,754.2 |
9,754.2 |
9,737.3 |
9,738.8 |
PP |
9,723.3 |
9,723.3 |
9,723.3 |
9,715.6 |
S1 |
9,701.7 |
9,701.7 |
9,727.7 |
9,686.3 |
S2 |
9,670.8 |
9,670.8 |
9,722.9 |
|
S3 |
9,618.3 |
9,649.2 |
9,718.1 |
|
S4 |
9,565.8 |
9,596.7 |
9,703.6 |
|
|
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 |
9,745.0 |
9,536.5 |
208.5 |
2.1% |
106.4 |
1.1% |
94% |
True |
False |
80,409 |
10 |
9,818.5 |
9,536.5 |
282.0 |
2.9% |
102.4 |
1.1% |
70% |
False |
False |
92,721 |
20 |
9,818.5 |
9,382.0 |
436.5 |
4.5% |
121.4 |
1.2% |
80% |
False |
False |
97,882 |
40 |
9,818.5 |
9,102.5 |
716.0 |
7.4% |
127.7 |
1.3% |
88% |
False |
False |
102,444 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
135.0 |
1.4% |
90% |
False |
False |
76,891 |
80 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
133.6 |
1.4% |
90% |
False |
False |
57,707 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
128.4 |
1.3% |
90% |
False |
False |
46,193 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
120.1 |
1.2% |
90% |
False |
False |
38,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,968.1 |
2.618 |
9,882.4 |
1.618 |
9,829.9 |
1.000 |
9,797.5 |
0.618 |
9,777.4 |
HIGH |
9,745.0 |
0.618 |
9,724.9 |
0.500 |
9,718.8 |
0.382 |
9,712.6 |
LOW |
9,692.5 |
0.618 |
9,660.1 |
1.000 |
9,640.0 |
1.618 |
9,607.6 |
2.618 |
9,555.1 |
4.250 |
9,469.4 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,727.9 |
9,710.3 |
PP |
9,723.3 |
9,688.0 |
S1 |
9,718.8 |
9,665.8 |
|