Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,305.5 |
1,296.4 |
-9.1 |
-0.7% |
1,289.8 |
High |
1,307.3 |
1,298.3 |
-9.0 |
-0.7% |
1,309.2 |
Low |
1,290.9 |
1,287.7 |
-3.2 |
-0.2% |
1,277.7 |
Close |
1,293.6 |
1,293.4 |
-0.2 |
0.0% |
1,293.4 |
Range |
16.4 |
10.6 |
-5.8 |
-35.4% |
31.5 |
ATR |
17.3 |
16.8 |
-0.5 |
-2.8% |
0.0 |
Volume |
147,392 |
116,836 |
-30,556 |
-20.7% |
636,237 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.9 |
1,319.8 |
1,299.2 |
|
R3 |
1,314.3 |
1,309.2 |
1,296.3 |
|
R2 |
1,303.7 |
1,303.7 |
1,295.3 |
|
R1 |
1,298.6 |
1,298.6 |
1,294.4 |
1,295.9 |
PP |
1,293.1 |
1,293.1 |
1,293.1 |
1,291.8 |
S1 |
1,288.0 |
1,288.0 |
1,292.4 |
1,285.3 |
S2 |
1,282.5 |
1,282.5 |
1,291.5 |
|
S3 |
1,271.9 |
1,277.4 |
1,290.5 |
|
S4 |
1,261.3 |
1,266.8 |
1,287.6 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.9 |
1,372.2 |
1,310.7 |
|
R3 |
1,356.4 |
1,340.7 |
1,302.1 |
|
R2 |
1,324.9 |
1,324.9 |
1,299.2 |
|
R1 |
1,309.2 |
1,309.2 |
1,296.3 |
1,317.1 |
PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,297.4 |
S1 |
1,277.7 |
1,277.7 |
1,290.5 |
1,285.6 |
S2 |
1,261.9 |
1,261.9 |
1,287.6 |
|
S3 |
1,230.4 |
1,246.2 |
1,284.7 |
|
S4 |
1,198.9 |
1,214.7 |
1,276.1 |
|
|
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% |
16.3 |
1.3% |
50% |
False |
False |
127,247 |
10 |
1,315.8 |
1,277.7 |
38.1 |
2.9% |
15.5 |
1.2% |
41% |
False |
False |
125,766 |
20 |
1,315.8 |
1,268.4 |
47.4 |
3.7% |
17.0 |
1.3% |
53% |
False |
False |
125,342 |
40 |
1,343.2 |
1,268.4 |
74.8 |
5.8% |
16.7 |
1.3% |
33% |
False |
False |
116,851 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.3 |
1.3% |
20% |
False |
False |
83,059 |
80 |
1,392.2 |
1,233.0 |
159.2 |
12.3% |
17.5 |
1.4% |
38% |
False |
False |
63,276 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.0 |
1.3% |
52% |
False |
False |
51,079 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
52% |
False |
False |
42,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.4 |
2.618 |
1,326.1 |
1.618 |
1,315.5 |
1.000 |
1,308.9 |
0.618 |
1,304.9 |
HIGH |
1,298.3 |
0.618 |
1,294.3 |
0.500 |
1,293.0 |
0.382 |
1,291.7 |
LOW |
1,287.7 |
0.618 |
1,281.1 |
1.000 |
1,277.1 |
1.618 |
1,270.5 |
2.618 |
1,259.9 |
4.250 |
1,242.7 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.3 |
1,298.5 |
PP |
1,293.1 |
1,296.8 |
S1 |
1,293.0 |
1,295.1 |
|