Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,275 |
14,120 |
-155 |
-1.1% |
14,200 |
High |
14,375 |
14,195 |
-180 |
-1.3% |
14,490 |
Low |
14,035 |
14,020 |
-15 |
-0.1% |
14,020 |
Close |
14,120 |
14,175 |
55 |
0.4% |
14,175 |
Range |
340 |
175 |
-165 |
-48.5% |
470 |
ATR |
239 |
234 |
-5 |
-1.9% |
0 |
Volume |
22,763 |
14,062 |
-8,701 |
-38.2% |
67,510 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,655 |
14,590 |
14,271 |
|
R3 |
14,480 |
14,415 |
14,223 |
|
R2 |
14,305 |
14,305 |
14,207 |
|
R1 |
14,240 |
14,240 |
14,191 |
14,273 |
PP |
14,130 |
14,130 |
14,130 |
14,146 |
S1 |
14,065 |
14,065 |
14,159 |
14,098 |
S2 |
13,955 |
13,955 |
14,143 |
|
S3 |
13,780 |
13,890 |
14,127 |
|
S4 |
13,605 |
13,715 |
14,079 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,638 |
15,377 |
14,434 |
|
R3 |
15,168 |
14,907 |
14,304 |
|
R2 |
14,698 |
14,698 |
14,261 |
|
R1 |
14,437 |
14,437 |
14,218 |
14,333 |
PP |
14,228 |
14,228 |
14,228 |
14,176 |
S1 |
13,967 |
13,967 |
14,132 |
13,863 |
S2 |
13,758 |
13,758 |
14,089 |
|
S3 |
13,288 |
13,497 |
14,046 |
|
S4 |
12,818 |
13,027 |
13,917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,490 |
14,020 |
470 |
3.3% |
221 |
1.6% |
33% |
False |
True |
13,502 |
10 |
14,490 |
14,020 |
470 |
3.3% |
208 |
1.5% |
33% |
False |
True |
13,317 |
20 |
14,695 |
14,020 |
675 |
4.8% |
213 |
1.5% |
23% |
False |
True |
12,374 |
40 |
15,230 |
13,860 |
1,370 |
9.7% |
250 |
1.8% |
23% |
False |
False |
14,631 |
60 |
15,440 |
13,860 |
1,580 |
11.1% |
272 |
1.9% |
20% |
False |
False |
13,492 |
80 |
15,980 |
13,860 |
2,120 |
15.0% |
274 |
1.9% |
15% |
False |
False |
10,130 |
100 |
16,450 |
13,860 |
2,590 |
18.3% |
227 |
1.6% |
12% |
False |
False |
8,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,939 |
2.618 |
14,653 |
1.618 |
14,478 |
1.000 |
14,370 |
0.618 |
14,303 |
HIGH |
14,195 |
0.618 |
14,128 |
0.500 |
14,108 |
0.382 |
14,087 |
LOW |
14,020 |
0.618 |
13,912 |
1.000 |
13,845 |
1.618 |
13,737 |
2.618 |
13,562 |
4.250 |
13,276 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,153 |
14,248 |
PP |
14,130 |
14,223 |
S1 |
14,108 |
14,199 |
|