Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,150 |
14,000 |
-150 |
-1.1% |
14,200 |
High |
14,160 |
14,240 |
80 |
0.6% |
14,490 |
Low |
13,950 |
13,935 |
-15 |
-0.1% |
14,020 |
Close |
13,995 |
14,190 |
195 |
1.4% |
14,175 |
Range |
210 |
305 |
95 |
45.2% |
470 |
ATR |
236 |
241 |
5 |
2.1% |
0 |
Volume |
15,268 |
23,044 |
7,776 |
50.9% |
67,510 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,037 |
14,918 |
14,358 |
|
R3 |
14,732 |
14,613 |
14,274 |
|
R2 |
14,427 |
14,427 |
14,246 |
|
R1 |
14,308 |
14,308 |
14,218 |
14,368 |
PP |
14,122 |
14,122 |
14,122 |
14,151 |
S1 |
14,003 |
14,003 |
14,162 |
14,063 |
S2 |
13,817 |
13,817 |
14,134 |
|
S3 |
13,512 |
13,698 |
14,106 |
|
S4 |
13,207 |
13,393 |
14,022 |
|
|
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 |
14,375 |
13,910 |
465 |
3.3% |
263 |
1.9% |
60% |
False |
False |
18,323 |
10 |
14,490 |
13,910 |
580 |
4.1% |
230 |
1.6% |
48% |
False |
False |
15,187 |
20 |
14,605 |
13,910 |
695 |
4.9% |
224 |
1.6% |
40% |
False |
False |
13,766 |
40 |
15,230 |
13,860 |
1,370 |
9.7% |
253 |
1.8% |
24% |
False |
False |
14,948 |
60 |
15,440 |
13,860 |
1,580 |
11.1% |
273 |
1.9% |
21% |
False |
False |
14,396 |
80 |
15,440 |
13,860 |
1,580 |
11.1% |
270 |
1.9% |
21% |
False |
False |
10,814 |
100 |
16,450 |
13,860 |
2,590 |
18.3% |
235 |
1.7% |
13% |
False |
False |
8,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,536 |
2.618 |
15,039 |
1.618 |
14,734 |
1.000 |
14,545 |
0.618 |
14,429 |
HIGH |
14,240 |
0.618 |
14,124 |
0.500 |
14,088 |
0.382 |
14,052 |
LOW |
13,935 |
0.618 |
13,747 |
1.000 |
13,630 |
1.618 |
13,442 |
2.618 |
13,137 |
4.250 |
12,639 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,156 |
14,152 |
PP |
14,122 |
14,113 |
S1 |
14,088 |
14,075 |
|