Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,867.00 |
1,876.25 |
9.25 |
0.5% |
1,874.00 |
High |
1,875.75 |
1,883.00 |
7.25 |
0.4% |
1,898.50 |
Low |
1,861.25 |
1,865.75 |
4.50 |
0.2% |
1,859.00 |
Close |
1,874.75 |
1,882.25 |
7.50 |
0.4% |
1,874.75 |
Range |
14.50 |
17.25 |
2.75 |
19.0% |
39.50 |
ATR |
18.32 |
18.24 |
-0.08 |
-0.4% |
0.00 |
Volume |
1,522,446 |
1,035,685 |
-486,761 |
-32.0% |
7,217,263 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.75 |
1,922.75 |
1,891.75 |
|
R3 |
1,911.50 |
1,905.50 |
1,887.00 |
|
R2 |
1,894.25 |
1,894.25 |
1,885.50 |
|
R1 |
1,888.25 |
1,888.25 |
1,883.75 |
1,891.25 |
PP |
1,877.00 |
1,877.00 |
1,877.00 |
1,878.50 |
S1 |
1,871.00 |
1,871.00 |
1,880.75 |
1,874.00 |
S2 |
1,859.75 |
1,859.75 |
1,879.00 |
|
S3 |
1,842.50 |
1,853.75 |
1,877.50 |
|
S4 |
1,825.25 |
1,836.50 |
1,872.75 |
|
|
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% |
16.50 |
0.9% |
59% |
False |
False |
1,413,849 |
10 |
1,898.50 |
1,854.50 |
44.00 |
2.3% |
17.50 |
0.9% |
63% |
False |
False |
1,486,129 |
20 |
1,898.50 |
1,844.00 |
54.50 |
2.9% |
17.25 |
0.9% |
70% |
False |
False |
1,433,593 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.25 |
1.0% |
83% |
False |
False |
1,589,576 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
83% |
False |
False |
1,282,199 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
20.75 |
1.1% |
91% |
False |
False |
963,668 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
19.25 |
1.0% |
91% |
False |
False |
771,502 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
18.50 |
1.0% |
91% |
False |
False |
642,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.25 |
2.618 |
1,928.25 |
1.618 |
1,911.00 |
1.000 |
1,900.25 |
0.618 |
1,893.75 |
HIGH |
1,883.00 |
0.618 |
1,876.50 |
0.500 |
1,874.50 |
0.382 |
1,872.25 |
LOW |
1,865.75 |
0.618 |
1,855.00 |
1.000 |
1,848.50 |
1.618 |
1,837.75 |
2.618 |
1,820.50 |
4.250 |
1,792.50 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,879.50 |
1,879.50 |
PP |
1,877.00 |
1,876.50 |
S1 |
1,874.50 |
1,873.75 |
|