Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,883.75 |
1,890.25 |
6.50 |
0.3% |
1,876.25 |
High |
1,894.00 |
1,899.25 |
5.25 |
0.3% |
1,899.25 |
Low |
1,882.75 |
1,889.50 |
6.75 |
0.4% |
1,864.75 |
Close |
1,890.25 |
1,897.00 |
6.75 |
0.4% |
1,897.00 |
Range |
11.25 |
9.75 |
-1.50 |
-13.3% |
34.50 |
ATR |
17.95 |
17.37 |
-0.59 |
-3.3% |
0.00 |
Volume |
1,026,615 |
761,557 |
-265,058 |
-25.8% |
5,746,739 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.50 |
1,920.50 |
1,902.25 |
|
R3 |
1,914.75 |
1,910.75 |
1,899.75 |
|
R2 |
1,905.00 |
1,905.00 |
1,898.75 |
|
R1 |
1,901.00 |
1,901.00 |
1,898.00 |
1,903.00 |
PP |
1,895.25 |
1,895.25 |
1,895.25 |
1,896.25 |
S1 |
1,891.25 |
1,891.25 |
1,896.00 |
1,893.25 |
S2 |
1,885.50 |
1,885.50 |
1,895.25 |
|
S3 |
1,875.75 |
1,881.50 |
1,894.25 |
|
S4 |
1,866.00 |
1,871.75 |
1,891.75 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.50 |
1,978.25 |
1,916.00 |
|
R3 |
1,956.00 |
1,943.75 |
1,906.50 |
|
R2 |
1,921.50 |
1,921.50 |
1,903.25 |
|
R1 |
1,909.25 |
1,909.25 |
1,900.25 |
1,915.50 |
PP |
1,887.00 |
1,887.00 |
1,887.00 |
1,890.00 |
S1 |
1,874.75 |
1,874.75 |
1,893.75 |
1,881.00 |
S2 |
1,852.50 |
1,852.50 |
1,890.75 |
|
S3 |
1,818.00 |
1,840.25 |
1,887.50 |
|
S4 |
1,783.50 |
1,805.75 |
1,878.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,899.25 |
1,864.75 |
34.50 |
1.8% |
15.50 |
0.8% |
93% |
True |
False |
1,149,347 |
10 |
1,899.25 |
1,859.00 |
40.25 |
2.1% |
16.25 |
0.9% |
94% |
True |
False |
1,296,400 |
20 |
1,899.25 |
1,844.00 |
55.25 |
2.9% |
16.75 |
0.9% |
96% |
True |
False |
1,409,551 |
40 |
1,899.25 |
1,803.25 |
96.00 |
5.1% |
18.75 |
1.0% |
98% |
True |
False |
1,521,766 |
60 |
1,899.25 |
1,803.25 |
96.00 |
5.1% |
19.25 |
1.0% |
98% |
True |
False |
1,360,137 |
80 |
1,899.25 |
1,725.25 |
174.00 |
9.2% |
19.75 |
1.0% |
99% |
True |
False |
1,022,149 |
100 |
1,899.25 |
1,725.25 |
174.00 |
9.2% |
19.75 |
1.0% |
99% |
True |
False |
818,590 |
120 |
1,899.25 |
1,725.25 |
174.00 |
9.2% |
18.75 |
1.0% |
99% |
True |
False |
682,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,940.75 |
2.618 |
1,924.75 |
1.618 |
1,915.00 |
1.000 |
1,909.00 |
0.618 |
1,905.25 |
HIGH |
1,899.25 |
0.618 |
1,895.50 |
0.500 |
1,894.50 |
0.382 |
1,893.25 |
LOW |
1,889.50 |
0.618 |
1,883.50 |
1.000 |
1,879.75 |
1.618 |
1,873.75 |
2.618 |
1,864.00 |
4.250 |
1,848.00 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,896.00 |
1,892.25 |
PP |
1,895.25 |
1,887.50 |
S1 |
1,894.50 |
1,883.00 |
|