Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,120 |
14,185 |
65 |
0.5% |
14,200 |
High |
14,195 |
14,195 |
0 |
0.0% |
14,490 |
Low |
14,020 |
13,910 |
-110 |
-0.8% |
14,020 |
Close |
14,175 |
14,135 |
-40 |
-0.3% |
14,175 |
Range |
175 |
285 |
110 |
62.9% |
470 |
ATR |
234 |
238 |
4 |
1.5% |
0 |
Volume |
14,062 |
16,482 |
2,420 |
17.2% |
67,510 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,935 |
14,820 |
14,292 |
|
R3 |
14,650 |
14,535 |
14,214 |
|
R2 |
14,365 |
14,365 |
14,187 |
|
R1 |
14,250 |
14,250 |
14,161 |
14,165 |
PP |
14,080 |
14,080 |
14,080 |
14,038 |
S1 |
13,965 |
13,965 |
14,109 |
13,880 |
S2 |
13,795 |
13,795 |
14,083 |
|
S3 |
13,510 |
13,680 |
14,057 |
|
S4 |
13,225 |
13,395 |
13,978 |
|
|
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 |
13,910 |
580 |
4.1% |
238 |
1.7% |
39% |
False |
True |
14,791 |
10 |
14,490 |
13,910 |
580 |
4.1% |
222 |
1.6% |
39% |
False |
True |
14,396 |
20 |
14,640 |
13,910 |
730 |
5.2% |
218 |
1.5% |
31% |
False |
True |
12,865 |
40 |
15,230 |
13,860 |
1,370 |
9.7% |
252 |
1.8% |
20% |
False |
False |
14,740 |
60 |
15,440 |
13,860 |
1,580 |
11.2% |
274 |
1.9% |
17% |
False |
False |
13,761 |
80 |
15,440 |
13,860 |
1,580 |
11.2% |
270 |
1.9% |
17% |
False |
False |
10,336 |
100 |
16,450 |
13,860 |
2,590 |
18.3% |
230 |
1.6% |
11% |
False |
False |
8,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,406 |
2.618 |
14,941 |
1.618 |
14,656 |
1.000 |
14,480 |
0.618 |
14,371 |
HIGH |
14,195 |
0.618 |
14,086 |
0.500 |
14,053 |
0.382 |
14,019 |
LOW |
13,910 |
0.618 |
13,734 |
1.000 |
13,625 |
1.618 |
13,449 |
2.618 |
13,164 |
4.250 |
12,699 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,108 |
14,143 |
PP |
14,080 |
14,140 |
S1 |
14,053 |
14,138 |
|