Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,549.25 |
3,611.50 |
62.25 |
1.8% |
3,583.25 |
High |
3,613.50 |
3,624.25 |
10.75 |
0.3% |
3,603.75 |
Low |
3,548.25 |
3,603.50 |
55.25 |
1.6% |
3,497.50 |
Close |
3,607.75 |
3,608.75 |
1.00 |
0.0% |
3,548.00 |
Range |
65.25 |
20.75 |
-44.50 |
-68.2% |
106.25 |
ATR |
56.91 |
54.33 |
-2.58 |
-4.5% |
0.00 |
Volume |
246,729 |
221,779 |
-24,950 |
-10.1% |
1,652,104 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,674.50 |
3,662.25 |
3,620.25 |
|
R3 |
3,653.75 |
3,641.50 |
3,614.50 |
|
R2 |
3,633.00 |
3,633.00 |
3,612.50 |
|
R1 |
3,620.75 |
3,620.75 |
3,610.75 |
3,616.50 |
PP |
3,612.25 |
3,612.25 |
3,612.25 |
3,610.00 |
S1 |
3,600.00 |
3,600.00 |
3,606.75 |
3,595.75 |
S2 |
3,591.50 |
3,591.50 |
3,605.00 |
|
S3 |
3,570.75 |
3,579.25 |
3,603.00 |
|
S4 |
3,550.00 |
3,558.50 |
3,597.25 |
|
|
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 |
3,624.25 |
3,497.50 |
126.75 |
3.5% |
51.50 |
1.4% |
88% |
True |
False |
324,850 |
10 |
3,624.25 |
3,497.50 |
126.75 |
3.5% |
47.50 |
1.3% |
88% |
True |
False |
290,212 |
20 |
3,624.25 |
3,404.75 |
219.50 |
6.1% |
53.50 |
1.5% |
93% |
True |
False |
314,851 |
40 |
3,712.75 |
3,404.75 |
308.00 |
8.5% |
59.75 |
1.7% |
66% |
False |
False |
347,706 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
53.75 |
1.5% |
62% |
False |
False |
246,745 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
52.25 |
1.4% |
62% |
False |
False |
185,169 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
47.00 |
1.3% |
62% |
False |
False |
148,140 |
120 |
3,733.25 |
3,354.00 |
379.25 |
10.5% |
40.00 |
1.1% |
67% |
False |
False |
123,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,712.50 |
2.618 |
3,678.50 |
1.618 |
3,657.75 |
1.000 |
3,645.00 |
0.618 |
3,637.00 |
HIGH |
3,624.25 |
0.618 |
3,616.25 |
0.500 |
3,614.00 |
0.382 |
3,611.50 |
LOW |
3,603.50 |
0.618 |
3,590.75 |
1.000 |
3,582.75 |
1.618 |
3,570.00 |
2.618 |
3,549.25 |
4.250 |
3,515.25 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,614.00 |
3,595.00 |
PP |
3,612.25 |
3,581.25 |
S1 |
3,610.50 |
3,567.50 |
|