Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,870.25 |
1,874.00 |
3.75 |
0.2% |
1,875.50 |
High |
1,875.00 |
1,894.00 |
19.00 |
1.0% |
1,884.75 |
Low |
1,862.50 |
1,874.00 |
11.50 |
0.6% |
1,854.50 |
Close |
1,873.50 |
1,892.75 |
19.25 |
1.0% |
1,873.50 |
Range |
12.50 |
20.00 |
7.50 |
60.0% |
30.25 |
ATR |
18.75 |
18.87 |
0.13 |
0.7% |
0.00 |
Volume |
1,476,536 |
1,183,703 |
-292,833 |
-19.8% |
7,785,096 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.00 |
1,939.75 |
1,903.75 |
|
R3 |
1,927.00 |
1,919.75 |
1,898.25 |
|
R2 |
1,907.00 |
1,907.00 |
1,896.50 |
|
R1 |
1,899.75 |
1,899.75 |
1,894.50 |
1,903.50 |
PP |
1,887.00 |
1,887.00 |
1,887.00 |
1,888.75 |
S1 |
1,879.75 |
1,879.75 |
1,891.00 |
1,883.50 |
S2 |
1,867.00 |
1,867.00 |
1,889.00 |
|
S3 |
1,847.00 |
1,859.75 |
1,887.25 |
|
S4 |
1,827.00 |
1,839.75 |
1,881.75 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.75 |
1,947.75 |
1,890.25 |
|
R3 |
1,931.50 |
1,917.50 |
1,881.75 |
|
R2 |
1,901.25 |
1,901.25 |
1,879.00 |
|
R1 |
1,887.25 |
1,887.25 |
1,876.25 |
1,879.00 |
PP |
1,871.00 |
1,871.00 |
1,871.00 |
1,866.75 |
S1 |
1,857.00 |
1,857.00 |
1,870.75 |
1,849.00 |
S2 |
1,840.75 |
1,840.75 |
1,868.00 |
|
S3 |
1,810.50 |
1,826.75 |
1,865.25 |
|
S4 |
1,780.25 |
1,796.50 |
1,856.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,894.00 |
1,854.50 |
39.50 |
2.1% |
18.75 |
1.0% |
97% |
True |
False |
1,558,409 |
10 |
1,894.00 |
1,854.50 |
39.50 |
2.1% |
16.25 |
0.9% |
97% |
True |
False |
1,434,553 |
20 |
1,894.00 |
1,803.25 |
90.75 |
4.8% |
18.00 |
1.0% |
99% |
True |
False |
1,476,538 |
40 |
1,894.00 |
1,803.25 |
90.75 |
4.8% |
20.25 |
1.1% |
99% |
True |
False |
1,646,226 |
60 |
1,894.00 |
1,803.25 |
90.75 |
4.8% |
19.50 |
1.0% |
99% |
True |
False |
1,164,945 |
80 |
1,894.00 |
1,725.25 |
168.75 |
8.9% |
20.75 |
1.1% |
99% |
True |
False |
875,501 |
100 |
1,894.00 |
1,725.25 |
168.75 |
8.9% |
19.50 |
1.0% |
99% |
True |
False |
700,849 |
120 |
1,894.00 |
1,725.25 |
168.75 |
8.9% |
18.50 |
1.0% |
99% |
True |
False |
584,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.00 |
2.618 |
1,946.25 |
1.618 |
1,926.25 |
1.000 |
1,914.00 |
0.618 |
1,906.25 |
HIGH |
1,894.00 |
0.618 |
1,886.25 |
0.500 |
1,884.00 |
0.382 |
1,881.75 |
LOW |
1,874.00 |
0.618 |
1,861.75 |
1.000 |
1,854.00 |
1.618 |
1,841.75 |
2.618 |
1,821.75 |
4.250 |
1,789.00 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,889.75 |
1,888.00 |
PP |
1,887.00 |
1,883.00 |
S1 |
1,884.00 |
1,878.25 |
|