Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,195 |
14,110 |
-85 |
-0.6% |
14,400 |
High |
14,270 |
14,285 |
15 |
0.1% |
14,425 |
Low |
14,075 |
14,085 |
10 |
0.1% |
14,045 |
Close |
14,110 |
14,185 |
75 |
0.5% |
14,185 |
Range |
195 |
200 |
5 |
2.6% |
380 |
ATR |
242 |
239 |
-3 |
-1.2% |
0 |
Volume |
13,991 |
15,576 |
1,585 |
11.3% |
65,662 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,785 |
14,685 |
14,295 |
|
R3 |
14,585 |
14,485 |
14,240 |
|
R2 |
14,385 |
14,385 |
14,222 |
|
R1 |
14,285 |
14,285 |
14,203 |
14,335 |
PP |
14,185 |
14,185 |
14,185 |
14,210 |
S1 |
14,085 |
14,085 |
14,167 |
14,135 |
S2 |
13,985 |
13,985 |
14,148 |
|
S3 |
13,785 |
13,885 |
14,130 |
|
S4 |
13,585 |
13,685 |
14,075 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,358 |
15,152 |
14,394 |
|
R3 |
14,978 |
14,772 |
14,290 |
|
R2 |
14,598 |
14,598 |
14,255 |
|
R1 |
14,392 |
14,392 |
14,220 |
14,305 |
PP |
14,218 |
14,218 |
14,218 |
14,175 |
S1 |
14,012 |
14,012 |
14,150 |
13,925 |
S2 |
13,838 |
13,838 |
14,115 |
|
S3 |
13,458 |
13,632 |
14,081 |
|
S4 |
13,078 |
13,252 |
13,976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,425 |
14,045 |
380 |
2.7% |
195 |
1.4% |
37% |
False |
False |
13,132 |
10 |
14,600 |
14,045 |
555 |
3.9% |
196 |
1.4% |
25% |
False |
False |
12,182 |
20 |
14,695 |
13,860 |
835 |
5.9% |
227 |
1.6% |
39% |
False |
False |
13,206 |
40 |
15,230 |
13,860 |
1,370 |
9.7% |
266 |
1.9% |
24% |
False |
False |
15,589 |
60 |
15,440 |
13,860 |
1,580 |
11.1% |
279 |
2.0% |
21% |
False |
False |
12,375 |
80 |
15,980 |
13,860 |
2,120 |
14.9% |
264 |
1.9% |
15% |
False |
False |
9,288 |
100 |
16,450 |
13,860 |
2,590 |
18.3% |
221 |
1.6% |
13% |
False |
False |
7,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,135 |
2.618 |
14,809 |
1.618 |
14,609 |
1.000 |
14,485 |
0.618 |
14,409 |
HIGH |
14,285 |
0.618 |
14,209 |
0.500 |
14,185 |
0.382 |
14,162 |
LOW |
14,085 |
0.618 |
13,962 |
1.000 |
13,885 |
1.618 |
13,762 |
2.618 |
13,562 |
4.250 |
13,235 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,185 |
14,182 |
PP |
14,185 |
14,178 |
S1 |
14,185 |
14,175 |
|