Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,611.25 |
3,599.00 |
-12.25 |
-0.3% |
3,549.25 |
High |
3,623.75 |
3,635.75 |
12.00 |
0.3% |
3,624.25 |
Low |
3,584.50 |
3,593.25 |
8.75 |
0.2% |
3,540.25 |
Close |
3,596.50 |
3,633.50 |
37.00 |
1.0% |
3,582.75 |
Range |
39.25 |
42.50 |
3.25 |
8.3% |
84.00 |
ATR |
52.11 |
51.43 |
-0.69 |
-1.3% |
0.00 |
Volume |
297,810 |
257,181 |
-40,629 |
-13.6% |
1,396,514 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,748.25 |
3,733.50 |
3,657.00 |
|
R3 |
3,705.75 |
3,691.00 |
3,645.25 |
|
R2 |
3,663.25 |
3,663.25 |
3,641.25 |
|
R1 |
3,648.50 |
3,648.50 |
3,637.50 |
3,656.00 |
PP |
3,620.75 |
3,620.75 |
3,620.75 |
3,624.50 |
S1 |
3,606.00 |
3,606.00 |
3,629.50 |
3,613.50 |
S2 |
3,578.25 |
3,578.25 |
3,625.75 |
|
S3 |
3,535.75 |
3,563.50 |
3,621.75 |
|
S4 |
3,493.25 |
3,521.00 |
3,610.00 |
|
|
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 |
3,635.75 |
3,540.25 |
95.50 |
2.6% |
49.25 |
1.4% |
98% |
True |
False |
293,870 |
10 |
3,635.75 |
3,510.50 |
125.25 |
3.4% |
46.75 |
1.3% |
98% |
True |
False |
288,106 |
20 |
3,635.75 |
3,480.50 |
155.25 |
4.3% |
51.25 |
1.4% |
99% |
True |
False |
305,882 |
40 |
3,669.00 |
3,404.75 |
264.25 |
7.3% |
57.25 |
1.6% |
87% |
False |
False |
337,234 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
55.25 |
1.5% |
70% |
False |
False |
275,058 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
52.50 |
1.4% |
70% |
False |
False |
206,465 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
48.25 |
1.3% |
70% |
False |
False |
165,180 |
120 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
42.00 |
1.2% |
70% |
False |
False |
137,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,816.50 |
2.618 |
3,747.00 |
1.618 |
3,704.50 |
1.000 |
3,678.25 |
0.618 |
3,662.00 |
HIGH |
3,635.75 |
0.618 |
3,619.50 |
0.500 |
3,614.50 |
0.382 |
3,609.50 |
LOW |
3,593.25 |
0.618 |
3,567.00 |
1.000 |
3,550.75 |
1.618 |
3,524.50 |
2.618 |
3,482.00 |
4.250 |
3,412.50 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,627.25 |
3,622.50 |
PP |
3,620.75 |
3,611.50 |
S1 |
3,614.50 |
3,600.50 |
|