Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,563.50 |
3,586.75 |
23.25 |
0.7% |
3,549.25 |
High |
3,589.50 |
3,617.50 |
28.00 |
0.8% |
3,624.25 |
Low |
3,543.00 |
3,565.50 |
22.50 |
0.6% |
3,540.25 |
Close |
3,582.75 |
3,613.25 |
30.50 |
0.9% |
3,582.75 |
Range |
46.50 |
52.00 |
5.50 |
11.8% |
84.00 |
ATR |
53.19 |
53.10 |
-0.08 |
-0.2% |
0.00 |
Volume |
294,611 |
221,042 |
-73,569 |
-25.0% |
1,396,514 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.75 |
3,736.00 |
3,641.75 |
|
R3 |
3,702.75 |
3,684.00 |
3,627.50 |
|
R2 |
3,650.75 |
3,650.75 |
3,622.75 |
|
R1 |
3,632.00 |
3,632.00 |
3,618.00 |
3,641.50 |
PP |
3,598.75 |
3,598.75 |
3,598.75 |
3,603.50 |
S1 |
3,580.00 |
3,580.00 |
3,608.50 |
3,589.50 |
S2 |
3,546.75 |
3,546.75 |
3,603.75 |
|
S3 |
3,494.75 |
3,528.00 |
3,599.00 |
|
S4 |
3,442.75 |
3,476.00 |
3,584.75 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,834.50 |
3,792.50 |
3,629.00 |
|
R3 |
3,750.50 |
3,708.50 |
3,605.75 |
|
R2 |
3,666.50 |
3,666.50 |
3,598.25 |
|
R1 |
3,624.50 |
3,624.50 |
3,590.50 |
3,645.50 |
PP |
3,582.50 |
3,582.50 |
3,582.50 |
3,593.00 |
S1 |
3,540.50 |
3,540.50 |
3,575.00 |
3,561.50 |
S2 |
3,498.50 |
3,498.50 |
3,567.25 |
|
S3 |
3,414.50 |
3,456.50 |
3,559.75 |
|
S4 |
3,330.50 |
3,372.50 |
3,536.50 |
|
|
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 |
3,540.25 |
84.00 |
2.3% |
43.50 |
1.2% |
87% |
False |
False |
274,165 |
10 |
3,624.25 |
3,497.50 |
126.75 |
3.5% |
51.25 |
1.4% |
91% |
False |
False |
303,429 |
20 |
3,624.25 |
3,480.50 |
143.75 |
4.0% |
52.00 |
1.4% |
92% |
False |
False |
301,323 |
40 |
3,669.00 |
3,404.75 |
264.25 |
7.3% |
58.75 |
1.6% |
79% |
False |
False |
342,485 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
55.25 |
1.5% |
63% |
False |
False |
265,859 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
53.50 |
1.5% |
63% |
False |
False |
199,530 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
47.75 |
1.3% |
63% |
False |
False |
159,631 |
120 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
41.50 |
1.1% |
63% |
False |
False |
133,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,838.50 |
2.618 |
3,753.75 |
1.618 |
3,701.75 |
1.000 |
3,669.50 |
0.618 |
3,649.75 |
HIGH |
3,617.50 |
0.618 |
3,597.75 |
0.500 |
3,591.50 |
0.382 |
3,585.25 |
LOW |
3,565.50 |
0.618 |
3,533.25 |
1.000 |
3,513.50 |
1.618 |
3,481.25 |
2.618 |
3,429.25 |
4.250 |
3,344.50 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,606.00 |
3,601.75 |
PP |
3,598.75 |
3,590.25 |
S1 |
3,591.50 |
3,579.00 |
|