Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,296.0 |
1,293.9 |
-2.1 |
-0.2% |
1,300.9 |
High |
1,299.0 |
1,309.2 |
10.2 |
0.8% |
1,315.8 |
Low |
1,289.1 |
1,291.6 |
2.5 |
0.2% |
1,284.8 |
Close |
1,294.8 |
1,305.9 |
11.1 |
0.9% |
1,287.6 |
Range |
9.9 |
17.6 |
7.7 |
77.8% |
31.0 |
ATR |
17.3 |
17.4 |
0.0 |
0.1% |
0.0 |
Volume |
120,873 |
120,327 |
-546 |
-0.5% |
621,423 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.0 |
1,348.1 |
1,315.6 |
|
R3 |
1,337.4 |
1,330.5 |
1,310.7 |
|
R2 |
1,319.8 |
1,319.8 |
1,309.1 |
|
R1 |
1,312.9 |
1,312.9 |
1,307.5 |
1,316.4 |
PP |
1,302.2 |
1,302.2 |
1,302.2 |
1,304.0 |
S1 |
1,295.3 |
1,295.3 |
1,304.3 |
1,298.8 |
S2 |
1,284.6 |
1,284.6 |
1,302.7 |
|
S3 |
1,267.0 |
1,277.7 |
1,301.1 |
|
S4 |
1,249.4 |
1,260.1 |
1,296.2 |
|
|
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 |
1,309.2 |
1,277.7 |
31.5 |
2.4% |
14.8 |
1.1% |
90% |
True |
False |
120,117 |
10 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
17.7 |
1.4% |
77% |
False |
False |
128,081 |
20 |
1,315.8 |
1,268.4 |
47.4 |
3.6% |
16.9 |
1.3% |
79% |
False |
False |
122,789 |
40 |
1,360.2 |
1,268.4 |
91.8 |
7.0% |
17.2 |
1.3% |
41% |
False |
False |
111,349 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.5% |
17.4 |
1.3% |
30% |
False |
False |
78,782 |
80 |
1,392.2 |
1,233.0 |
159.2 |
12.2% |
17.6 |
1.3% |
46% |
False |
False |
60,025 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.2 |
1.3% |
58% |
False |
False |
48,449 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.9 |
1.4% |
58% |
False |
False |
40,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.0 |
2.618 |
1,355.3 |
1.618 |
1,337.7 |
1.000 |
1,326.8 |
0.618 |
1,320.1 |
HIGH |
1,309.2 |
0.618 |
1,302.5 |
0.500 |
1,300.4 |
0.382 |
1,298.3 |
LOW |
1,291.6 |
0.618 |
1,280.7 |
1.000 |
1,274.0 |
1.618 |
1,263.1 |
2.618 |
1,245.5 |
4.250 |
1,216.8 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,304.1 |
1,301.8 |
PP |
1,302.2 |
1,297.6 |
S1 |
1,300.4 |
1,293.5 |
|