Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,340 |
14,460 |
120 |
0.8% |
14,400 |
High |
14,490 |
14,475 |
-15 |
-0.1% |
14,425 |
Low |
14,330 |
14,245 |
-85 |
-0.6% |
14,045 |
Close |
14,475 |
14,260 |
-215 |
-1.5% |
14,185 |
Range |
160 |
230 |
70 |
43.8% |
380 |
ATR |
231 |
231 |
0 |
0.0% |
0 |
Volume |
11,408 |
9,240 |
-2,168 |
-19.0% |
65,662 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,017 |
14,868 |
14,387 |
|
R3 |
14,787 |
14,638 |
14,323 |
|
R2 |
14,557 |
14,557 |
14,302 |
|
R1 |
14,408 |
14,408 |
14,281 |
14,368 |
PP |
14,327 |
14,327 |
14,327 |
14,306 |
S1 |
14,178 |
14,178 |
14,239 |
14,138 |
S2 |
14,097 |
14,097 |
14,218 |
|
S3 |
13,867 |
13,948 |
14,197 |
|
S4 |
13,637 |
13,718 |
14,134 |
|
|
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 |
14,075 |
415 |
2.9% |
197 |
1.4% |
45% |
False |
False |
12,050 |
10 |
14,600 |
14,045 |
555 |
3.9% |
201 |
1.4% |
39% |
False |
False |
12,079 |
20 |
14,695 |
14,045 |
650 |
4.6% |
214 |
1.5% |
33% |
False |
False |
11,901 |
40 |
15,230 |
13,860 |
1,370 |
9.6% |
256 |
1.8% |
29% |
False |
False |
14,807 |
60 |
15,440 |
13,860 |
1,580 |
11.1% |
269 |
1.9% |
25% |
False |
False |
12,882 |
80 |
15,980 |
13,860 |
2,120 |
14.9% |
269 |
1.9% |
19% |
False |
False |
9,670 |
100 |
16,450 |
13,860 |
2,590 |
18.2% |
222 |
1.6% |
15% |
False |
False |
7,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,453 |
2.618 |
15,077 |
1.618 |
14,847 |
1.000 |
14,705 |
0.618 |
14,617 |
HIGH |
14,475 |
0.618 |
14,387 |
0.500 |
14,360 |
0.382 |
14,333 |
LOW |
14,245 |
0.618 |
14,103 |
1.000 |
14,015 |
1.618 |
13,873 |
2.618 |
13,643 |
4.250 |
13,268 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,360 |
14,318 |
PP |
14,327 |
14,298 |
S1 |
14,293 |
14,279 |
|