Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
14,000 |
14,195 |
195 |
1.4% |
14,200 |
High |
14,240 |
14,445 |
205 |
1.4% |
14,490 |
Low |
13,935 |
14,155 |
220 |
1.6% |
14,020 |
Close |
14,190 |
14,390 |
200 |
1.4% |
14,175 |
Range |
305 |
290 |
-15 |
-4.9% |
470 |
ATR |
241 |
244 |
4 |
1.5% |
0 |
Volume |
23,044 |
16,479 |
-6,565 |
-28.5% |
67,510 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,200 |
15,085 |
14,550 |
|
R3 |
14,910 |
14,795 |
14,470 |
|
R2 |
14,620 |
14,620 |
14,443 |
|
R1 |
14,505 |
14,505 |
14,417 |
14,563 |
PP |
14,330 |
14,330 |
14,330 |
14,359 |
S1 |
14,215 |
14,215 |
14,364 |
14,273 |
S2 |
14,040 |
14,040 |
14,337 |
|
S3 |
13,750 |
13,925 |
14,310 |
|
S4 |
13,460 |
13,635 |
14,231 |
|
|
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 |
14,445 |
13,910 |
535 |
3.7% |
253 |
1.8% |
90% |
True |
False |
17,067 |
10 |
14,490 |
13,910 |
580 |
4.0% |
240 |
1.7% |
83% |
False |
False |
15,435 |
20 |
14,600 |
13,910 |
690 |
4.8% |
223 |
1.6% |
70% |
False |
False |
13,748 |
40 |
15,230 |
13,860 |
1,370 |
9.5% |
255 |
1.8% |
39% |
False |
False |
14,908 |
60 |
15,440 |
13,860 |
1,580 |
11.0% |
275 |
1.9% |
34% |
False |
False |
14,670 |
80 |
15,440 |
13,860 |
1,580 |
11.0% |
271 |
1.9% |
34% |
False |
False |
11,020 |
100 |
16,450 |
13,860 |
2,590 |
18.0% |
238 |
1.7% |
20% |
False |
False |
8,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,678 |
2.618 |
15,204 |
1.618 |
14,914 |
1.000 |
14,735 |
0.618 |
14,624 |
HIGH |
14,445 |
0.618 |
14,334 |
0.500 |
14,300 |
0.382 |
14,266 |
LOW |
14,155 |
0.618 |
13,976 |
1.000 |
13,865 |
1.618 |
13,686 |
2.618 |
13,396 |
4.250 |
12,923 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,360 |
14,323 |
PP |
14,330 |
14,257 |
S1 |
14,300 |
14,190 |
|