Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,110 |
14,200 |
90 |
0.6% |
14,400 |
High |
14,285 |
14,345 |
60 |
0.4% |
14,425 |
Low |
14,085 |
14,145 |
60 |
0.4% |
14,045 |
Close |
14,185 |
14,340 |
155 |
1.1% |
14,185 |
Range |
200 |
200 |
0 |
0.0% |
380 |
ATR |
239 |
237 |
-3 |
-1.2% |
0 |
Volume |
15,576 |
10,037 |
-5,539 |
-35.6% |
65,662 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,877 |
14,808 |
14,450 |
|
R3 |
14,677 |
14,608 |
14,395 |
|
R2 |
14,477 |
14,477 |
14,377 |
|
R1 |
14,408 |
14,408 |
14,358 |
14,443 |
PP |
14,277 |
14,277 |
14,277 |
14,294 |
S1 |
14,208 |
14,208 |
14,322 |
14,243 |
S2 |
14,077 |
14,077 |
14,303 |
|
S3 |
13,877 |
14,008 |
14,285 |
|
S4 |
13,677 |
13,808 |
14,230 |
|
|
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 |
14,370 |
14,045 |
325 |
2.3% |
205 |
1.4% |
91% |
False |
False |
14,002 |
10 |
14,600 |
14,045 |
555 |
3.9% |
197 |
1.4% |
53% |
False |
False |
11,958 |
20 |
14,695 |
13,860 |
835 |
5.8% |
225 |
1.6% |
57% |
False |
False |
12,514 |
40 |
15,230 |
13,860 |
1,370 |
9.6% |
262 |
1.8% |
35% |
False |
False |
15,209 |
60 |
15,440 |
13,860 |
1,580 |
11.0% |
276 |
1.9% |
30% |
False |
False |
12,540 |
80 |
15,980 |
13,860 |
2,120 |
14.8% |
267 |
1.9% |
23% |
False |
False |
9,413 |
100 |
16,450 |
13,860 |
2,590 |
18.1% |
223 |
1.6% |
19% |
False |
False |
7,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,195 |
2.618 |
14,869 |
1.618 |
14,669 |
1.000 |
14,545 |
0.618 |
14,469 |
HIGH |
14,345 |
0.618 |
14,269 |
0.500 |
14,245 |
0.382 |
14,222 |
LOW |
14,145 |
0.618 |
14,022 |
1.000 |
13,945 |
1.618 |
13,822 |
2.618 |
13,622 |
4.250 |
13,295 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,308 |
14,297 |
PP |
14,277 |
14,253 |
S1 |
14,245 |
14,210 |
|