Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,876.25 |
1,881.50 |
5.25 |
0.3% |
1,874.00 |
High |
1,883.00 |
1,884.50 |
1.50 |
0.1% |
1,898.50 |
Low |
1,865.75 |
1,864.75 |
-1.00 |
-0.1% |
1,859.00 |
Close |
1,882.25 |
1,868.00 |
-14.25 |
-0.8% |
1,874.75 |
Range |
17.25 |
19.75 |
2.50 |
14.5% |
39.50 |
ATR |
18.24 |
18.35 |
0.11 |
0.6% |
0.00 |
Volume |
1,035,685 |
1,564,172 |
528,487 |
51.0% |
7,217,263 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.75 |
1,919.50 |
1,878.75 |
|
R3 |
1,912.00 |
1,899.75 |
1,873.50 |
|
R2 |
1,892.25 |
1,892.25 |
1,871.50 |
|
R1 |
1,880.00 |
1,880.00 |
1,869.75 |
1,876.25 |
PP |
1,872.50 |
1,872.50 |
1,872.50 |
1,870.50 |
S1 |
1,860.25 |
1,860.25 |
1,866.25 |
1,856.50 |
S2 |
1,852.75 |
1,852.75 |
1,864.50 |
|
S3 |
1,833.00 |
1,840.50 |
1,862.50 |
|
S4 |
1,813.25 |
1,820.75 |
1,857.25 |
|
|
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 |
1,897.25 |
1,859.00 |
38.25 |
2.0% |
19.25 |
1.0% |
24% |
False |
False |
1,511,284 |
10 |
1,898.50 |
1,854.50 |
44.00 |
2.4% |
17.50 |
0.9% |
31% |
False |
False |
1,504,630 |
20 |
1,898.50 |
1,844.00 |
54.50 |
2.9% |
17.25 |
0.9% |
44% |
False |
False |
1,456,479 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.25 |
1.0% |
68% |
False |
False |
1,582,783 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
68% |
False |
False |
1,308,157 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.3% |
20.50 |
1.1% |
82% |
False |
False |
983,149 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.3% |
19.50 |
1.0% |
82% |
False |
False |
787,134 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.3% |
18.50 |
1.0% |
82% |
False |
False |
656,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.50 |
2.618 |
1,936.25 |
1.618 |
1,916.50 |
1.000 |
1,904.25 |
0.618 |
1,896.75 |
HIGH |
1,884.50 |
0.618 |
1,877.00 |
0.500 |
1,874.50 |
0.382 |
1,872.25 |
LOW |
1,864.75 |
0.618 |
1,852.50 |
1.000 |
1,845.00 |
1.618 |
1,832.75 |
2.618 |
1,813.00 |
4.250 |
1,780.75 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,874.50 |
1,873.00 |
PP |
1,872.50 |
1,871.25 |
S1 |
1,870.25 |
1,869.50 |
|