Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,586.75 |
3,611.25 |
24.50 |
0.7% |
3,549.25 |
High |
3,617.50 |
3,623.75 |
6.25 |
0.2% |
3,624.25 |
Low |
3,565.50 |
3,584.50 |
19.00 |
0.5% |
3,540.25 |
Close |
3,613.25 |
3,596.50 |
-16.75 |
-0.5% |
3,582.75 |
Range |
52.00 |
39.25 |
-12.75 |
-24.5% |
84.00 |
ATR |
53.10 |
52.11 |
-0.99 |
-1.9% |
0.00 |
Volume |
221,042 |
297,810 |
76,768 |
34.7% |
1,396,514 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,719.25 |
3,697.25 |
3,618.00 |
|
R3 |
3,680.00 |
3,658.00 |
3,607.25 |
|
R2 |
3,640.75 |
3,640.75 |
3,603.75 |
|
R1 |
3,618.75 |
3,618.75 |
3,600.00 |
3,610.00 |
PP |
3,601.50 |
3,601.50 |
3,601.50 |
3,597.25 |
S1 |
3,579.50 |
3,579.50 |
3,593.00 |
3,571.00 |
S2 |
3,562.25 |
3,562.25 |
3,589.25 |
|
S3 |
3,523.00 |
3,540.25 |
3,585.75 |
|
S4 |
3,483.75 |
3,501.00 |
3,575.00 |
|
|
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 |
3,623.75 |
3,540.25 |
83.50 |
2.3% |
47.25 |
1.3% |
67% |
True |
False |
289,371 |
10 |
3,624.25 |
3,497.50 |
126.75 |
3.5% |
49.50 |
1.4% |
78% |
False |
False |
307,111 |
20 |
3,624.25 |
3,480.50 |
143.75 |
4.0% |
51.75 |
1.4% |
81% |
False |
False |
305,509 |
40 |
3,669.00 |
3,404.75 |
264.25 |
7.3% |
57.75 |
1.6% |
73% |
False |
False |
339,925 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
55.00 |
1.5% |
58% |
False |
False |
270,790 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
52.75 |
1.5% |
58% |
False |
False |
203,251 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
48.00 |
1.3% |
58% |
False |
False |
162,609 |
120 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
41.75 |
1.2% |
58% |
False |
False |
135,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,790.50 |
2.618 |
3,726.50 |
1.618 |
3,687.25 |
1.000 |
3,663.00 |
0.618 |
3,648.00 |
HIGH |
3,623.75 |
0.618 |
3,608.75 |
0.500 |
3,604.00 |
0.382 |
3,599.50 |
LOW |
3,584.50 |
0.618 |
3,560.25 |
1.000 |
3,545.25 |
1.618 |
3,521.00 |
2.618 |
3,481.75 |
4.250 |
3,417.75 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,604.00 |
3,592.00 |
PP |
3,601.50 |
3,587.75 |
S1 |
3,599.00 |
3,583.50 |
|