Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,885.75 |
1,867.00 |
-18.75 |
-1.0% |
1,874.00 |
High |
1,888.50 |
1,875.75 |
-12.75 |
-0.7% |
1,898.50 |
Low |
1,859.00 |
1,861.25 |
2.25 |
0.1% |
1,859.00 |
Close |
1,867.25 |
1,874.75 |
7.50 |
0.4% |
1,874.75 |
Range |
29.50 |
14.50 |
-15.00 |
-50.8% |
39.50 |
ATR |
18.61 |
18.32 |
-0.29 |
-1.6% |
0.00 |
Volume |
2,247,238 |
1,522,446 |
-724,792 |
-32.3% |
7,217,263 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.00 |
1,909.00 |
1,882.75 |
|
R3 |
1,899.50 |
1,894.50 |
1,878.75 |
|
R2 |
1,885.00 |
1,885.00 |
1,877.50 |
|
R1 |
1,880.00 |
1,880.00 |
1,876.00 |
1,882.50 |
PP |
1,870.50 |
1,870.50 |
1,870.50 |
1,872.00 |
S1 |
1,865.50 |
1,865.50 |
1,873.50 |
1,868.00 |
S2 |
1,856.00 |
1,856.00 |
1,872.00 |
|
S3 |
1,841.50 |
1,851.00 |
1,870.75 |
|
S4 |
1,827.00 |
1,836.50 |
1,866.75 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.00 |
1,974.75 |
1,896.50 |
|
R3 |
1,956.50 |
1,935.25 |
1,885.50 |
|
R2 |
1,917.00 |
1,917.00 |
1,882.00 |
|
R1 |
1,895.75 |
1,895.75 |
1,878.25 |
1,906.50 |
PP |
1,877.50 |
1,877.50 |
1,877.50 |
1,882.75 |
S1 |
1,856.25 |
1,856.25 |
1,871.25 |
1,867.00 |
S2 |
1,838.00 |
1,838.00 |
1,867.50 |
|
S3 |
1,798.50 |
1,816.75 |
1,864.00 |
|
S4 |
1,759.00 |
1,777.25 |
1,853.00 |
|
|
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% |
17.00 |
0.9% |
40% |
False |
False |
1,443,452 |
10 |
1,898.50 |
1,854.50 |
44.00 |
2.3% |
17.75 |
1.0% |
46% |
False |
False |
1,500,235 |
20 |
1,898.50 |
1,844.00 |
54.50 |
2.9% |
16.75 |
0.9% |
56% |
False |
False |
1,408,503 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
75% |
False |
False |
1,607,445 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
75% |
False |
False |
1,265,082 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
21.00 |
1.1% |
86% |
False |
False |
950,759 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
19.25 |
1.0% |
86% |
False |
False |
761,165 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
18.50 |
1.0% |
86% |
False |
False |
634,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.50 |
2.618 |
1,913.75 |
1.618 |
1,899.25 |
1.000 |
1,890.25 |
0.618 |
1,884.75 |
HIGH |
1,875.75 |
0.618 |
1,870.25 |
0.500 |
1,868.50 |
0.382 |
1,866.75 |
LOW |
1,861.25 |
0.618 |
1,852.25 |
1.000 |
1,846.75 |
1.618 |
1,837.75 |
2.618 |
1,823.25 |
4.250 |
1,799.50 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,872.75 |
1,878.00 |
PP |
1,870.50 |
1,877.00 |
S1 |
1,868.50 |
1,876.00 |
|