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 |
1,874.00 |
1,893.50 |
19.50 |
1.0% |
1,875.50 |
High |
1,894.00 |
1,898.50 |
4.50 |
0.2% |
1,884.75 |
Low |
1,874.00 |
1,892.00 |
18.00 |
1.0% |
1,854.50 |
Close |
1,892.75 |
1,894.25 |
1.50 |
0.1% |
1,873.50 |
Range |
20.00 |
6.50 |
-13.50 |
-67.5% |
30.25 |
ATR |
18.87 |
17.99 |
-0.88 |
-4.7% |
0.00 |
Volume |
1,183,703 |
1,076,997 |
-106,706 |
-9.0% |
7,785,096 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.50 |
1,910.75 |
1,897.75 |
|
R3 |
1,908.00 |
1,904.25 |
1,896.00 |
|
R2 |
1,901.50 |
1,901.50 |
1,895.50 |
|
R1 |
1,897.75 |
1,897.75 |
1,894.75 |
1,899.50 |
PP |
1,895.00 |
1,895.00 |
1,895.00 |
1,895.75 |
S1 |
1,891.25 |
1,891.25 |
1,893.75 |
1,893.00 |
S2 |
1,888.50 |
1,888.50 |
1,893.00 |
|
S3 |
1,882.00 |
1,884.75 |
1,892.50 |
|
S4 |
1,875.50 |
1,878.25 |
1,890.75 |
|
|
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 |
1,898.50 |
1,854.50 |
44.00 |
2.3% |
16.00 |
0.8% |
90% |
True |
False |
1,497,976 |
10 |
1,898.50 |
1,854.50 |
44.00 |
2.3% |
15.75 |
0.8% |
90% |
True |
False |
1,420,341 |
20 |
1,898.50 |
1,809.25 |
89.25 |
4.7% |
17.25 |
0.9% |
95% |
True |
False |
1,436,111 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.0% |
19.50 |
1.0% |
96% |
True |
False |
1,626,790 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.0% |
19.25 |
1.0% |
96% |
True |
False |
1,182,795 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.1% |
20.75 |
1.1% |
98% |
True |
False |
888,918 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.1% |
19.50 |
1.0% |
98% |
True |
False |
711,617 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.1% |
18.25 |
1.0% |
98% |
True |
False |
593,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,926.00 |
2.618 |
1,915.50 |
1.618 |
1,909.00 |
1.000 |
1,905.00 |
0.618 |
1,902.50 |
HIGH |
1,898.50 |
0.618 |
1,896.00 |
0.500 |
1,895.25 |
0.382 |
1,894.50 |
LOW |
1,892.00 |
0.618 |
1,888.00 |
1.000 |
1,885.50 |
1.618 |
1,881.50 |
2.618 |
1,875.00 |
4.250 |
1,864.50 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,895.25 |
1,889.75 |
PP |
1,895.00 |
1,885.00 |
S1 |
1,894.50 |
1,880.50 |
|