Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,599.00 |
3,631.50 |
32.50 |
0.9% |
3,549.25 |
High |
3,635.75 |
3,659.75 |
24.00 |
0.7% |
3,624.25 |
Low |
3,593.25 |
3,631.25 |
38.00 |
1.1% |
3,540.25 |
Close |
3,633.50 |
3,648.00 |
14.50 |
0.4% |
3,582.75 |
Range |
42.50 |
28.50 |
-14.00 |
-32.9% |
84.00 |
ATR |
51.43 |
49.79 |
-1.64 |
-3.2% |
0.00 |
Volume |
257,181 |
217,632 |
-39,549 |
-15.4% |
1,396,514 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,731.75 |
3,718.50 |
3,663.75 |
|
R3 |
3,703.25 |
3,690.00 |
3,655.75 |
|
R2 |
3,674.75 |
3,674.75 |
3,653.25 |
|
R1 |
3,661.50 |
3,661.50 |
3,650.50 |
3,668.00 |
PP |
3,646.25 |
3,646.25 |
3,646.25 |
3,649.75 |
S1 |
3,633.00 |
3,633.00 |
3,645.50 |
3,639.50 |
S2 |
3,617.75 |
3,617.75 |
3,642.75 |
|
S3 |
3,589.25 |
3,604.50 |
3,640.25 |
|
S4 |
3,560.75 |
3,576.00 |
3,632.25 |
|
|
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 |
3,659.75 |
3,543.00 |
116.75 |
3.2% |
41.75 |
1.1% |
90% |
True |
False |
257,655 |
10 |
3,659.75 |
3,510.50 |
149.25 |
4.1% |
43.50 |
1.2% |
92% |
True |
False |
271,008 |
20 |
3,659.75 |
3,480.50 |
179.25 |
4.9% |
49.00 |
1.3% |
93% |
True |
False |
297,110 |
40 |
3,669.00 |
3,404.75 |
264.25 |
7.2% |
56.00 |
1.5% |
92% |
False |
False |
333,853 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
55.25 |
1.5% |
74% |
False |
False |
278,678 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
52.50 |
1.4% |
74% |
False |
False |
209,178 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
48.50 |
1.3% |
74% |
False |
False |
167,357 |
120 |
3,733.25 |
3,404.75 |
328.50 |
9.0% |
42.25 |
1.2% |
74% |
False |
False |
139,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,781.00 |
2.618 |
3,734.25 |
1.618 |
3,705.75 |
1.000 |
3,688.25 |
0.618 |
3,677.25 |
HIGH |
3,659.75 |
0.618 |
3,648.75 |
0.500 |
3,645.50 |
0.382 |
3,642.25 |
LOW |
3,631.25 |
0.618 |
3,613.75 |
1.000 |
3,602.75 |
1.618 |
3,585.25 |
2.618 |
3,556.75 |
4.250 |
3,510.00 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,647.25 |
3,639.50 |
PP |
3,646.25 |
3,630.75 |
S1 |
3,645.50 |
3,622.00 |
|