Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
6,796.5 |
6,836.0 |
39.5 |
0.6% |
6,778.0 |
High |
6,835.5 |
6,853.0 |
17.5 |
0.3% |
6,810.5 |
Low |
6,787.0 |
6,815.0 |
28.0 |
0.4% |
6,734.5 |
Close |
6,817.0 |
6,840.5 |
23.5 |
0.3% |
6,787.0 |
Range |
48.5 |
38.0 |
-10.5 |
-21.6% |
76.0 |
ATR |
60.0 |
58.4 |
-1.6 |
-2.6% |
0.0 |
Volume |
85,577 |
71,535 |
-14,042 |
-16.4% |
382,839 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,950.0 |
6,933.5 |
6,861.5 |
|
R3 |
6,912.0 |
6,895.5 |
6,851.0 |
|
R2 |
6,874.0 |
6,874.0 |
6,847.5 |
|
R1 |
6,857.5 |
6,857.5 |
6,844.0 |
6,866.0 |
PP |
6,836.0 |
6,836.0 |
6,836.0 |
6,840.5 |
S1 |
6,819.5 |
6,819.5 |
6,837.0 |
6,828.0 |
S2 |
6,798.0 |
6,798.0 |
6,833.5 |
|
S3 |
6,760.0 |
6,781.5 |
6,830.0 |
|
S4 |
6,722.0 |
6,743.5 |
6,819.5 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,005.5 |
6,972.0 |
6,829.0 |
|
R3 |
6,929.5 |
6,896.0 |
6,808.0 |
|
R2 |
6,853.5 |
6,853.5 |
6,801.0 |
|
R1 |
6,820.0 |
6,820.0 |
6,794.0 |
6,837.0 |
PP |
6,777.5 |
6,777.5 |
6,777.5 |
6,785.5 |
S1 |
6,744.0 |
6,744.0 |
6,780.0 |
6,761.0 |
S2 |
6,701.5 |
6,701.5 |
6,773.0 |
|
S3 |
6,625.5 |
6,668.0 |
6,766.0 |
|
S4 |
6,549.5 |
6,592.0 |
6,745.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,853.0 |
6,734.5 |
118.5 |
1.7% |
40.5 |
0.6% |
89% |
True |
False |
85,766 |
10 |
6,853.0 |
6,663.0 |
190.0 |
2.8% |
45.5 |
0.7% |
93% |
True |
False |
88,614 |
20 |
6,853.0 |
6,452.0 |
401.0 |
5.9% |
55.5 |
0.8% |
97% |
True |
False |
93,562 |
40 |
6,853.0 |
6,431.5 |
421.5 |
6.2% |
65.5 |
1.0% |
97% |
True |
False |
106,427 |
60 |
6,853.0 |
6,431.5 |
421.5 |
6.2% |
65.5 |
1.0% |
97% |
True |
False |
73,316 |
80 |
6,853.0 |
6,310.5 |
542.5 |
7.9% |
61.5 |
0.9% |
98% |
True |
False |
55,015 |
100 |
6,853.0 |
6,310.5 |
542.5 |
7.9% |
51.0 |
0.7% |
98% |
True |
False |
44,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,014.5 |
2.618 |
6,952.5 |
1.618 |
6,914.5 |
1.000 |
6,891.0 |
0.618 |
6,876.5 |
HIGH |
6,853.0 |
0.618 |
6,838.5 |
0.500 |
6,834.0 |
0.382 |
6,829.5 |
LOW |
6,815.0 |
0.618 |
6,791.5 |
1.000 |
6,777.0 |
1.618 |
6,753.5 |
2.618 |
6,715.5 |
4.250 |
6,653.5 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
6,838.5 |
6,831.5 |
PP |
6,836.0 |
6,822.0 |
S1 |
6,834.0 |
6,813.0 |
|