Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,289.6 |
1,289.8 |
0.2 |
0.0% |
1,300.9 |
High |
1,294.5 |
1,304.5 |
10.0 |
0.8% |
1,315.8 |
Low |
1,285.5 |
1,277.7 |
-7.8 |
-0.6% |
1,284.8 |
Close |
1,287.6 |
1,295.8 |
8.2 |
0.6% |
1,287.6 |
Range |
9.0 |
26.8 |
17.8 |
197.8% |
31.0 |
ATR |
17.2 |
17.9 |
0.7 |
4.0% |
0.0 |
Volume |
110,471 |
130,809 |
20,338 |
18.4% |
621,423 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.1 |
1,361.2 |
1,310.5 |
|
R3 |
1,346.3 |
1,334.4 |
1,303.2 |
|
R2 |
1,319.5 |
1,319.5 |
1,300.7 |
|
R1 |
1,307.6 |
1,307.6 |
1,298.3 |
1,313.6 |
PP |
1,292.7 |
1,292.7 |
1,292.7 |
1,295.6 |
S1 |
1,280.8 |
1,280.8 |
1,293.3 |
1,286.8 |
S2 |
1,265.9 |
1,265.9 |
1,290.9 |
|
S3 |
1,239.1 |
1,254.0 |
1,288.4 |
|
S4 |
1,212.3 |
1,227.2 |
1,281.1 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.1 |
1,369.3 |
1,304.7 |
|
R3 |
1,358.1 |
1,338.3 |
1,296.1 |
|
R2 |
1,327.1 |
1,327.1 |
1,293.3 |
|
R1 |
1,307.3 |
1,307.3 |
1,290.4 |
1,301.7 |
PP |
1,296.1 |
1,296.1 |
1,296.1 |
1,293.3 |
S1 |
1,276.3 |
1,276.3 |
1,284.8 |
1,270.7 |
S2 |
1,265.1 |
1,265.1 |
1,281.9 |
|
S3 |
1,234.1 |
1,245.3 |
1,279.1 |
|
S4 |
1,203.1 |
1,214.3 |
1,270.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.0 |
1,277.7 |
37.3 |
2.9% |
17.0 |
1.3% |
49% |
False |
True |
127,319 |
10 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
17.9 |
1.4% |
54% |
False |
False |
128,270 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
18.3 |
1.4% |
43% |
False |
False |
125,195 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.6 |
1.4% |
22% |
False |
False |
105,886 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.6 |
1.4% |
22% |
False |
False |
74,906 |
80 |
1,392.2 |
1,233.0 |
159.2 |
12.3% |
17.5 |
1.4% |
39% |
False |
False |
57,132 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.4 |
1.3% |
53% |
False |
False |
46,053 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.9 |
1.4% |
53% |
False |
False |
38,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.4 |
2.618 |
1,374.7 |
1.618 |
1,347.9 |
1.000 |
1,331.3 |
0.618 |
1,321.1 |
HIGH |
1,304.5 |
0.618 |
1,294.3 |
0.500 |
1,291.1 |
0.382 |
1,287.9 |
LOW |
1,277.7 |
0.618 |
1,261.1 |
1.000 |
1,250.9 |
1.618 |
1,234.3 |
2.618 |
1,207.5 |
4.250 |
1,163.8 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,294.2 |
1,294.2 |
PP |
1,292.7 |
1,292.7 |
S1 |
1,291.1 |
1,291.1 |
|