Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,533.50 |
3,549.25 |
15.75 |
0.4% |
3,583.25 |
High |
3,552.25 |
3,613.50 |
61.25 |
1.7% |
3,603.75 |
Low |
3,510.50 |
3,548.25 |
37.75 |
1.1% |
3,497.50 |
Close |
3,548.00 |
3,607.75 |
59.75 |
1.7% |
3,548.00 |
Range |
41.75 |
65.25 |
23.50 |
56.3% |
106.25 |
ATR |
56.25 |
56.91 |
0.66 |
1.2% |
0.00 |
Volume |
319,908 |
246,729 |
-73,179 |
-22.9% |
1,652,104 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,785.50 |
3,762.00 |
3,643.75 |
|
R3 |
3,720.25 |
3,696.75 |
3,625.75 |
|
R2 |
3,655.00 |
3,655.00 |
3,619.75 |
|
R1 |
3,631.50 |
3,631.50 |
3,613.75 |
3,643.25 |
PP |
3,589.75 |
3,589.75 |
3,589.75 |
3,595.75 |
S1 |
3,566.25 |
3,566.25 |
3,601.75 |
3,578.00 |
S2 |
3,524.50 |
3,524.50 |
3,595.75 |
|
S3 |
3,459.25 |
3,501.00 |
3,589.75 |
|
S4 |
3,394.00 |
3,435.75 |
3,571.75 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,868.50 |
3,814.50 |
3,606.50 |
|
R3 |
3,762.25 |
3,708.25 |
3,577.25 |
|
R2 |
3,656.00 |
3,656.00 |
3,567.50 |
|
R1 |
3,602.00 |
3,602.00 |
3,557.75 |
3,576.00 |
PP |
3,549.75 |
3,549.75 |
3,549.75 |
3,536.75 |
S1 |
3,495.75 |
3,495.75 |
3,538.25 |
3,469.50 |
S2 |
3,443.50 |
3,443.50 |
3,528.50 |
|
S3 |
3,337.25 |
3,389.50 |
3,518.75 |
|
S4 |
3,231.00 |
3,283.25 |
3,489.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,613.50 |
3,497.50 |
116.00 |
3.2% |
58.75 |
1.6% |
95% |
True |
False |
332,693 |
10 |
3,613.50 |
3,497.50 |
116.00 |
3.2% |
49.50 |
1.4% |
95% |
True |
False |
298,704 |
20 |
3,618.25 |
3,404.75 |
213.50 |
5.9% |
55.50 |
1.5% |
95% |
False |
False |
322,925 |
40 |
3,712.75 |
3,404.75 |
308.00 |
8.5% |
61.00 |
1.7% |
66% |
False |
False |
349,874 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
53.75 |
1.5% |
62% |
False |
False |
243,057 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
52.00 |
1.4% |
62% |
False |
False |
182,400 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
46.75 |
1.3% |
62% |
False |
False |
145,923 |
120 |
3,733.25 |
3,354.00 |
379.25 |
10.5% |
39.75 |
1.1% |
67% |
False |
False |
121,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,890.75 |
2.618 |
3,784.25 |
1.618 |
3,719.00 |
1.000 |
3,678.75 |
0.618 |
3,653.75 |
HIGH |
3,613.50 |
0.618 |
3,588.50 |
0.500 |
3,581.00 |
0.382 |
3,573.25 |
LOW |
3,548.25 |
0.618 |
3,508.00 |
1.000 |
3,483.00 |
1.618 |
3,442.75 |
2.618 |
3,377.50 |
4.250 |
3,271.00 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,598.75 |
3,592.50 |
PP |
3,589.75 |
3,577.25 |
S1 |
3,581.00 |
3,562.00 |
|