Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,868.50 |
1,883.75 |
15.25 |
0.8% |
1,874.00 |
High |
1,886.50 |
1,894.00 |
7.50 |
0.4% |
1,898.50 |
Low |
1,866.50 |
1,882.75 |
16.25 |
0.9% |
1,859.00 |
Close |
1,885.00 |
1,890.25 |
5.25 |
0.3% |
1,874.75 |
Range |
20.00 |
11.25 |
-8.75 |
-43.8% |
39.50 |
ATR |
18.47 |
17.95 |
-0.52 |
-2.8% |
0.00 |
Volume |
1,358,710 |
1,026,615 |
-332,095 |
-24.4% |
7,217,263 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.75 |
1,917.75 |
1,896.50 |
|
R3 |
1,911.50 |
1,906.50 |
1,893.25 |
|
R2 |
1,900.25 |
1,900.25 |
1,892.25 |
|
R1 |
1,895.25 |
1,895.25 |
1,891.25 |
1,897.75 |
PP |
1,889.00 |
1,889.00 |
1,889.00 |
1,890.25 |
S1 |
1,884.00 |
1,884.00 |
1,889.25 |
1,886.50 |
S2 |
1,877.75 |
1,877.75 |
1,888.25 |
|
S3 |
1,866.50 |
1,872.75 |
1,887.25 |
|
S4 |
1,855.25 |
1,861.50 |
1,884.00 |
|
|
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 |
1,894.00 |
1,861.25 |
32.75 |
1.7% |
16.50 |
0.9% |
89% |
True |
False |
1,301,525 |
10 |
1,898.50 |
1,859.00 |
39.50 |
2.1% |
16.50 |
0.9% |
79% |
False |
False |
1,367,898 |
20 |
1,898.50 |
1,844.00 |
54.50 |
2.9% |
17.25 |
0.9% |
85% |
False |
False |
1,446,863 |
40 |
1,898.50 |
1,803.25 |
95.25 |
5.0% |
18.75 |
1.0% |
91% |
False |
False |
1,553,507 |
60 |
1,898.50 |
1,803.25 |
95.25 |
5.0% |
19.50 |
1.0% |
91% |
False |
False |
1,347,709 |
80 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
20.25 |
1.1% |
95% |
False |
False |
1,012,728 |
100 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
19.75 |
1.0% |
95% |
False |
False |
810,980 |
120 |
1,898.50 |
1,725.25 |
173.25 |
9.2% |
18.75 |
1.0% |
95% |
False |
False |
675,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,941.75 |
2.618 |
1,923.50 |
1.618 |
1,912.25 |
1.000 |
1,905.25 |
0.618 |
1,901.00 |
HIGH |
1,894.00 |
0.618 |
1,889.75 |
0.500 |
1,888.50 |
0.382 |
1,887.00 |
LOW |
1,882.75 |
0.618 |
1,875.75 |
1.000 |
1,871.50 |
1.618 |
1,864.50 |
2.618 |
1,853.25 |
4.250 |
1,835.00 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,889.50 |
1,886.50 |
PP |
1,889.00 |
1,883.00 |
S1 |
1,888.50 |
1,879.50 |
|