Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,185 |
14,150 |
-35 |
-0.2% |
14,200 |
High |
14,195 |
14,160 |
-35 |
-0.2% |
14,490 |
Low |
13,910 |
13,950 |
40 |
0.3% |
14,020 |
Close |
14,135 |
13,995 |
-140 |
-1.0% |
14,175 |
Range |
285 |
210 |
-75 |
-26.3% |
470 |
ATR |
238 |
236 |
-2 |
-0.8% |
0 |
Volume |
16,482 |
15,268 |
-1,214 |
-7.4% |
67,510 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,665 |
14,540 |
14,111 |
|
R3 |
14,455 |
14,330 |
14,053 |
|
R2 |
14,245 |
14,245 |
14,034 |
|
R1 |
14,120 |
14,120 |
14,014 |
14,078 |
PP |
14,035 |
14,035 |
14,035 |
14,014 |
S1 |
13,910 |
13,910 |
13,976 |
13,868 |
S2 |
13,825 |
13,825 |
13,957 |
|
S3 |
13,615 |
13,700 |
13,937 |
|
S4 |
13,405 |
13,490 |
13,880 |
|
|
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 |
14,475 |
13,910 |
565 |
4.0% |
248 |
1.8% |
15% |
False |
False |
15,563 |
10 |
14,490 |
13,910 |
580 |
4.1% |
226 |
1.6% |
15% |
False |
False |
15,148 |
20 |
14,605 |
13,910 |
695 |
5.0% |
215 |
1.5% |
12% |
False |
False |
13,071 |
40 |
15,230 |
13,860 |
1,370 |
9.8% |
251 |
1.8% |
10% |
False |
False |
14,716 |
60 |
15,440 |
13,860 |
1,580 |
11.3% |
271 |
1.9% |
9% |
False |
False |
14,014 |
80 |
15,440 |
13,860 |
1,580 |
11.3% |
269 |
1.9% |
9% |
False |
False |
10,527 |
100 |
16,450 |
13,860 |
2,590 |
18.5% |
232 |
1.7% |
5% |
False |
False |
8,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,053 |
2.618 |
14,710 |
1.618 |
14,500 |
1.000 |
14,370 |
0.618 |
14,290 |
HIGH |
14,160 |
0.618 |
14,080 |
0.500 |
14,055 |
0.382 |
14,030 |
LOW |
13,950 |
0.618 |
13,820 |
1.000 |
13,740 |
1.618 |
13,610 |
2.618 |
13,400 |
4.250 |
13,058 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,055 |
14,053 |
PP |
14,035 |
14,033 |
S1 |
14,015 |
14,014 |
|