Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,881.50 |
1,868.50 |
-13.00 |
-0.7% |
1,874.00 |
High |
1,884.50 |
1,886.50 |
2.00 |
0.1% |
1,898.50 |
Low |
1,864.75 |
1,866.50 |
1.75 |
0.1% |
1,859.00 |
Close |
1,868.00 |
1,885.00 |
17.00 |
0.9% |
1,874.75 |
Range |
19.75 |
20.00 |
0.25 |
1.3% |
39.50 |
ATR |
18.35 |
18.47 |
0.12 |
0.6% |
0.00 |
Volume |
1,564,172 |
1,358,710 |
-205,462 |
-13.1% |
7,217,263 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.25 |
1,932.25 |
1,896.00 |
|
R3 |
1,919.25 |
1,912.25 |
1,890.50 |
|
R2 |
1,899.25 |
1,899.25 |
1,888.75 |
|
R1 |
1,892.25 |
1,892.25 |
1,886.75 |
1,895.75 |
PP |
1,879.25 |
1,879.25 |
1,879.25 |
1,881.00 |
S1 |
1,872.25 |
1,872.25 |
1,883.25 |
1,875.75 |
S2 |
1,859.25 |
1,859.25 |
1,881.25 |
|
S3 |
1,839.25 |
1,852.25 |
1,879.50 |
|
S4 |
1,819.25 |
1,832.25 |
1,874.00 |
|
|
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 |
1,888.50 |
1,859.00 |
29.50 |
1.6% |
20.25 |
1.1% |
88% |
False |
False |
1,545,650 |
10 |
1,898.50 |
1,859.00 |
39.50 |
2.1% |
17.50 |
0.9% |
66% |
False |
False |
1,440,547 |
20 |
1,898.50 |
1,844.00 |
54.50 |
2.9% |
17.50 |
0.9% |
75% |
False |
False |
1,474,386 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.25 |
1.0% |
86% |
False |
False |
1,575,310 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.1% |
19.50 |
1.0% |
86% |
False |
False |
1,330,666 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
20.25 |
1.1% |
92% |
False |
False |
1,000,009 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
19.50 |
1.0% |
92% |
False |
False |
800,718 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
18.75 |
1.0% |
92% |
False |
False |
667,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,971.50 |
2.618 |
1,938.75 |
1.618 |
1,918.75 |
1.000 |
1,906.50 |
0.618 |
1,898.75 |
HIGH |
1,886.50 |
0.618 |
1,878.75 |
0.500 |
1,876.50 |
0.382 |
1,874.25 |
LOW |
1,866.50 |
0.618 |
1,854.25 |
1.000 |
1,846.50 |
1.618 |
1,834.25 |
2.618 |
1,814.25 |
4.250 |
1,781.50 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,882.25 |
1,882.00 |
PP |
1,879.25 |
1,878.75 |
S1 |
1,876.50 |
1,875.50 |
|