Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
6,810.0 |
6,809.5 |
-0.5 |
0.0% |
6,850.0 |
High |
6,836.0 |
6,814.0 |
-22.0 |
-0.3% |
6,852.5 |
Low |
6,797.5 |
6,782.0 |
-15.5 |
-0.2% |
6,762.5 |
Close |
6,815.0 |
6,798.5 |
-16.5 |
-0.2% |
6,798.5 |
Range |
38.5 |
32.0 |
-6.5 |
-16.9% |
90.0 |
ATR |
57.2 |
55.4 |
-1.7 |
-3.0% |
0.0 |
Volume |
51,353 |
64,136 |
12,783 |
24.9% |
346,162 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,894.0 |
6,878.5 |
6,816.0 |
|
R3 |
6,862.0 |
6,846.5 |
6,807.5 |
|
R2 |
6,830.0 |
6,830.0 |
6,804.5 |
|
R1 |
6,814.5 |
6,814.5 |
6,801.5 |
6,806.0 |
PP |
6,798.0 |
6,798.0 |
6,798.0 |
6,794.0 |
S1 |
6,782.5 |
6,782.5 |
6,795.5 |
6,774.0 |
S2 |
6,766.0 |
6,766.0 |
6,792.5 |
|
S3 |
6,734.0 |
6,750.5 |
6,789.5 |
|
S4 |
6,702.0 |
6,718.5 |
6,781.0 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,074.5 |
7,026.5 |
6,848.0 |
|
R3 |
6,984.5 |
6,936.5 |
6,823.0 |
|
R2 |
6,894.5 |
6,894.5 |
6,815.0 |
|
R1 |
6,846.5 |
6,846.5 |
6,807.0 |
6,825.5 |
PP |
6,804.5 |
6,804.5 |
6,804.5 |
6,794.0 |
S1 |
6,756.5 |
6,756.5 |
6,790.0 |
6,735.5 |
S2 |
6,714.5 |
6,714.5 |
6,782.0 |
|
S3 |
6,624.5 |
6,666.5 |
6,774.0 |
|
S4 |
6,534.5 |
6,576.5 |
6,749.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,852.5 |
6,762.5 |
90.0 |
1.3% |
51.0 |
0.8% |
40% |
False |
False |
69,232 |
10 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
51.0 |
0.7% |
31% |
False |
False |
84,725 |
20 |
6,880.0 |
6,613.0 |
267.0 |
3.9% |
48.5 |
0.7% |
69% |
False |
False |
89,361 |
40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
59.0 |
0.9% |
81% |
False |
False |
93,990 |
60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
65.0 |
1.0% |
82% |
False |
False |
84,761 |
80 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
63.5 |
0.9% |
86% |
False |
False |
63,638 |
100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
55.5 |
0.8% |
86% |
False |
False |
50,921 |
120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
46.5 |
0.7% |
86% |
False |
False |
42,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,950.0 |
2.618 |
6,898.0 |
1.618 |
6,866.0 |
1.000 |
6,846.0 |
0.618 |
6,834.0 |
HIGH |
6,814.0 |
0.618 |
6,802.0 |
0.500 |
6,798.0 |
0.382 |
6,794.0 |
LOW |
6,782.0 |
0.618 |
6,762.0 |
1.000 |
6,750.0 |
1.618 |
6,730.0 |
2.618 |
6,698.0 |
4.250 |
6,646.0 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
6,798.5 |
6,804.0 |
PP |
6,798.0 |
6,802.0 |
S1 |
6,798.0 |
6,800.0 |
|