Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,460 |
14,275 |
-185 |
-1.3% |
14,400 |
High |
14,475 |
14,375 |
-100 |
-0.7% |
14,425 |
Low |
14,245 |
14,035 |
-210 |
-1.5% |
14,045 |
Close |
14,260 |
14,120 |
-140 |
-1.0% |
14,185 |
Range |
230 |
340 |
110 |
47.8% |
380 |
ATR |
231 |
239 |
8 |
3.4% |
0 |
Volume |
9,240 |
22,763 |
13,523 |
146.4% |
65,662 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,197 |
14,998 |
14,307 |
|
R3 |
14,857 |
14,658 |
14,214 |
|
R2 |
14,517 |
14,517 |
14,182 |
|
R1 |
14,318 |
14,318 |
14,151 |
14,248 |
PP |
14,177 |
14,177 |
14,177 |
14,141 |
S1 |
13,978 |
13,978 |
14,089 |
13,908 |
S2 |
13,837 |
13,837 |
14,058 |
|
S3 |
13,497 |
13,638 |
14,027 |
|
S4 |
13,157 |
13,298 |
13,933 |
|
|
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 |
14,035 |
455 |
3.2% |
226 |
1.6% |
19% |
False |
True |
13,804 |
10 |
14,600 |
14,035 |
565 |
4.0% |
214 |
1.5% |
15% |
False |
True |
13,438 |
20 |
14,695 |
14,035 |
660 |
4.7% |
212 |
1.5% |
13% |
False |
True |
12,249 |
40 |
15,230 |
13,860 |
1,370 |
9.7% |
255 |
1.8% |
19% |
False |
False |
14,858 |
60 |
15,440 |
13,860 |
1,580 |
11.2% |
272 |
1.9% |
16% |
False |
False |
13,259 |
80 |
15,980 |
13,860 |
2,120 |
15.0% |
272 |
1.9% |
12% |
False |
False |
9,955 |
100 |
16,450 |
13,860 |
2,590 |
18.3% |
226 |
1.6% |
10% |
False |
False |
7,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,820 |
2.618 |
15,265 |
1.618 |
14,925 |
1.000 |
14,715 |
0.618 |
14,585 |
HIGH |
14,375 |
0.618 |
14,245 |
0.500 |
14,205 |
0.382 |
14,165 |
LOW |
14,035 |
0.618 |
13,825 |
1.000 |
13,695 |
1.618 |
13,485 |
2.618 |
13,145 |
4.250 |
12,590 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,205 |
14,263 |
PP |
14,177 |
14,215 |
S1 |
14,148 |
14,168 |
|