Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,893.50 |
1,894.75 |
1.25 |
0.1% |
1,875.50 |
High |
1,898.50 |
1,897.25 |
-1.25 |
-0.1% |
1,884.75 |
Low |
1,892.00 |
1,882.25 |
-9.75 |
-0.5% |
1,854.50 |
Close |
1,894.25 |
1,885.25 |
-9.00 |
-0.5% |
1,873.50 |
Range |
6.50 |
15.00 |
8.50 |
130.8% |
30.25 |
ATR |
17.99 |
17.77 |
-0.21 |
-1.2% |
0.00 |
Volume |
1,076,997 |
1,186,879 |
109,882 |
10.2% |
7,785,096 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.25 |
1,924.25 |
1,893.50 |
|
R3 |
1,918.25 |
1,909.25 |
1,889.50 |
|
R2 |
1,903.25 |
1,903.25 |
1,888.00 |
|
R1 |
1,894.25 |
1,894.25 |
1,886.50 |
1,891.25 |
PP |
1,888.25 |
1,888.25 |
1,888.25 |
1,886.75 |
S1 |
1,879.25 |
1,879.25 |
1,884.00 |
1,876.25 |
S2 |
1,873.25 |
1,873.25 |
1,882.50 |
|
S3 |
1,858.25 |
1,864.25 |
1,881.00 |
|
S4 |
1,843.25 |
1,849.25 |
1,877.00 |
|
|
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 |
1,862.50 |
36.00 |
1.9% |
14.75 |
0.8% |
63% |
False |
False |
1,335,444 |
10 |
1,898.50 |
1,854.50 |
44.00 |
2.3% |
16.00 |
0.8% |
70% |
False |
False |
1,388,819 |
20 |
1,898.50 |
1,840.50 |
58.00 |
3.1% |
16.25 |
0.9% |
77% |
False |
False |
1,364,981 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
86% |
False |
False |
1,605,104 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
86% |
False |
False |
1,202,466 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
20.75 |
1.1% |
92% |
False |
False |
903,714 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
19.00 |
1.0% |
92% |
False |
False |
723,483 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
18.50 |
1.0% |
92% |
False |
False |
602,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.00 |
2.618 |
1,936.50 |
1.618 |
1,921.50 |
1.000 |
1,912.25 |
0.618 |
1,906.50 |
HIGH |
1,897.25 |
0.618 |
1,891.50 |
0.500 |
1,889.75 |
0.382 |
1,888.00 |
LOW |
1,882.25 |
0.618 |
1,873.00 |
1.000 |
1,867.25 |
1.618 |
1,858.00 |
2.618 |
1,843.00 |
4.250 |
1,818.50 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,889.75 |
1,886.25 |
PP |
1,888.25 |
1,886.00 |
S1 |
1,886.75 |
1,885.50 |
|