Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
9,745.0 |
9,734.0 |
-11.0 |
-0.1% |
9,632.5 |
High |
9,745.0 |
9,782.5 |
37.5 |
0.4% |
9,782.5 |
Low |
9,692.5 |
9,709.0 |
16.5 |
0.2% |
9,536.5 |
Close |
9,732.5 |
9,764.0 |
31.5 |
0.3% |
9,764.0 |
Range |
52.5 |
73.5 |
21.0 |
40.0% |
246.0 |
ATR |
127.0 |
123.2 |
-3.8 |
-3.0% |
0.0 |
Volume |
59,583 |
43,332 |
-16,251 |
-27.3% |
347,635 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,972.3 |
9,941.7 |
9,804.4 |
|
R3 |
9,898.8 |
9,868.2 |
9,784.2 |
|
R2 |
9,825.3 |
9,825.3 |
9,777.5 |
|
R1 |
9,794.7 |
9,794.7 |
9,770.7 |
9,810.0 |
PP |
9,751.8 |
9,751.8 |
9,751.8 |
9,759.5 |
S1 |
9,721.2 |
9,721.2 |
9,757.3 |
9,736.5 |
S2 |
9,678.3 |
9,678.3 |
9,750.5 |
|
S3 |
9,604.8 |
9,647.7 |
9,743.8 |
|
S4 |
9,531.3 |
9,574.2 |
9,723.6 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,432.3 |
10,344.2 |
9,899.3 |
|
R3 |
10,186.3 |
10,098.2 |
9,831.7 |
|
R2 |
9,940.3 |
9,940.3 |
9,809.1 |
|
R1 |
9,852.2 |
9,852.2 |
9,786.6 |
9,896.3 |
PP |
9,694.3 |
9,694.3 |
9,694.3 |
9,716.4 |
S1 |
9,606.2 |
9,606.2 |
9,741.5 |
9,650.3 |
S2 |
9,448.3 |
9,448.3 |
9,718.9 |
|
S3 |
9,202.3 |
9,360.2 |
9,696.4 |
|
S4 |
8,956.3 |
9,114.2 |
9,628.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,782.5 |
9,536.5 |
246.0 |
2.5% |
99.7 |
1.0% |
92% |
True |
False |
69,527 |
10 |
9,818.5 |
9,536.5 |
282.0 |
2.9% |
104.1 |
1.1% |
81% |
False |
False |
87,485 |
20 |
9,818.5 |
9,382.0 |
436.5 |
4.5% |
113.2 |
1.2% |
88% |
False |
False |
94,304 |
40 |
9,818.5 |
9,102.5 |
716.0 |
7.3% |
124.9 |
1.3% |
92% |
False |
False |
100,406 |
60 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
134.0 |
1.4% |
94% |
False |
False |
77,609 |
80 |
9,818.5 |
8,934.5 |
884.0 |
9.1% |
133.1 |
1.4% |
94% |
False |
False |
58,247 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
128.4 |
1.3% |
94% |
False |
False |
46,625 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
120.0 |
1.2% |
94% |
False |
False |
38,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,094.9 |
2.618 |
9,974.9 |
1.618 |
9,901.4 |
1.000 |
9,856.0 |
0.618 |
9,827.9 |
HIGH |
9,782.5 |
0.618 |
9,754.4 |
0.500 |
9,745.8 |
0.382 |
9,737.1 |
LOW |
9,709.0 |
0.618 |
9,663.6 |
1.000 |
9,635.5 |
1.618 |
9,590.1 |
2.618 |
9,516.6 |
4.250 |
9,396.6 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,757.9 |
9,737.5 |
PP |
9,751.8 |
9,711.0 |
S1 |
9,745.8 |
9,684.5 |
|