Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,894.75 |
1,885.75 |
-9.00 |
-0.5% |
1,875.50 |
High |
1,897.25 |
1,888.50 |
-8.75 |
-0.5% |
1,884.75 |
Low |
1,882.25 |
1,859.00 |
-23.25 |
-1.2% |
1,854.50 |
Close |
1,885.25 |
1,867.25 |
-18.00 |
-1.0% |
1,873.50 |
Range |
15.00 |
29.50 |
14.50 |
96.7% |
30.25 |
ATR |
17.77 |
18.61 |
0.84 |
4.7% |
0.00 |
Volume |
1,186,879 |
2,247,238 |
1,060,359 |
89.3% |
7,785,096 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,960.00 |
1,943.25 |
1,883.50 |
|
R3 |
1,930.50 |
1,913.75 |
1,875.25 |
|
R2 |
1,901.00 |
1,901.00 |
1,872.75 |
|
R1 |
1,884.25 |
1,884.25 |
1,870.00 |
1,878.00 |
PP |
1,871.50 |
1,871.50 |
1,871.50 |
1,868.50 |
S1 |
1,854.75 |
1,854.75 |
1,864.50 |
1,848.50 |
S2 |
1,842.00 |
1,842.00 |
1,861.75 |
|
S3 |
1,812.50 |
1,825.25 |
1,859.25 |
|
S4 |
1,783.00 |
1,795.75 |
1,851.00 |
|
|
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 |
1,859.00 |
39.50 |
2.1% |
16.75 |
0.9% |
21% |
False |
True |
1,434,270 |
10 |
1,898.50 |
1,854.50 |
44.00 |
2.4% |
17.75 |
1.0% |
29% |
False |
False |
1,519,708 |
20 |
1,898.50 |
1,844.00 |
54.50 |
2.9% |
16.75 |
0.9% |
43% |
False |
False |
1,395,148 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
67% |
False |
False |
1,611,178 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
67% |
False |
False |
1,239,829 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.3% |
20.75 |
1.1% |
82% |
False |
False |
931,773 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.3% |
19.25 |
1.0% |
82% |
False |
False |
745,947 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.3% |
18.50 |
1.0% |
82% |
False |
False |
621,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.00 |
2.618 |
1,965.75 |
1.618 |
1,936.25 |
1.000 |
1,918.00 |
0.618 |
1,906.75 |
HIGH |
1,888.50 |
0.618 |
1,877.25 |
0.500 |
1,873.75 |
0.382 |
1,870.25 |
LOW |
1,859.00 |
0.618 |
1,840.75 |
1.000 |
1,829.50 |
1.618 |
1,811.25 |
2.618 |
1,781.75 |
4.250 |
1,733.50 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,873.75 |
1,878.75 |
PP |
1,871.50 |
1,875.00 |
S1 |
1,869.50 |
1,871.00 |
|