Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,200 |
14,340 |
140 |
1.0% |
14,400 |
High |
14,345 |
14,490 |
145 |
1.0% |
14,425 |
Low |
14,145 |
14,330 |
185 |
1.3% |
14,045 |
Close |
14,340 |
14,475 |
135 |
0.9% |
14,185 |
Range |
200 |
160 |
-40 |
-20.0% |
380 |
ATR |
237 |
231 |
-5 |
-2.3% |
0 |
Volume |
10,037 |
11,408 |
1,371 |
13.7% |
65,662 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,912 |
14,853 |
14,563 |
|
R3 |
14,752 |
14,693 |
14,519 |
|
R2 |
14,592 |
14,592 |
14,504 |
|
R1 |
14,533 |
14,533 |
14,490 |
14,563 |
PP |
14,432 |
14,432 |
14,432 |
14,446 |
S1 |
14,373 |
14,373 |
14,460 |
14,403 |
S2 |
14,272 |
14,272 |
14,446 |
|
S3 |
14,112 |
14,213 |
14,431 |
|
S4 |
13,952 |
14,053 |
14,387 |
|
|
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 |
14,490 |
14,045 |
445 |
3.1% |
203 |
1.4% |
97% |
True |
False |
14,734 |
10 |
14,600 |
14,045 |
555 |
3.8% |
202 |
1.4% |
77% |
False |
False |
12,452 |
20 |
14,695 |
13,935 |
760 |
5.3% |
216 |
1.5% |
71% |
False |
False |
12,369 |
40 |
15,230 |
13,860 |
1,370 |
9.5% |
257 |
1.8% |
45% |
False |
False |
15,100 |
60 |
15,440 |
13,860 |
1,580 |
10.9% |
275 |
1.9% |
39% |
False |
False |
12,730 |
80 |
15,980 |
13,860 |
2,120 |
14.6% |
266 |
1.8% |
29% |
False |
False |
9,555 |
100 |
16,450 |
13,860 |
2,590 |
17.9% |
224 |
1.5% |
24% |
False |
False |
7,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,170 |
2.618 |
14,909 |
1.618 |
14,749 |
1.000 |
14,650 |
0.618 |
14,589 |
HIGH |
14,490 |
0.618 |
14,429 |
0.500 |
14,410 |
0.382 |
14,391 |
LOW |
14,330 |
0.618 |
14,231 |
1.000 |
14,170 |
1.618 |
14,071 |
2.618 |
13,911 |
4.250 |
13,650 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,453 |
14,413 |
PP |
14,432 |
14,350 |
S1 |
14,410 |
14,288 |
|