Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,296.4 |
1,293.0 |
-3.4 |
-0.3% |
1,289.8 |
High |
1,298.3 |
1,305.7 |
7.4 |
0.6% |
1,309.2 |
Low |
1,287.7 |
1,289.5 |
1.8 |
0.1% |
1,277.7 |
Close |
1,293.4 |
1,293.8 |
0.4 |
0.0% |
1,293.4 |
Range |
10.6 |
16.2 |
5.6 |
52.8% |
31.5 |
ATR |
16.8 |
16.8 |
0.0 |
-0.3% |
0.0 |
Volume |
116,836 |
108,500 |
-8,336 |
-7.1% |
636,237 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.9 |
1,335.6 |
1,302.7 |
|
R3 |
1,328.7 |
1,319.4 |
1,298.3 |
|
R2 |
1,312.5 |
1,312.5 |
1,296.8 |
|
R1 |
1,303.2 |
1,303.2 |
1,295.3 |
1,307.9 |
PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,298.7 |
S1 |
1,287.0 |
1,287.0 |
1,292.3 |
1,291.7 |
S2 |
1,280.1 |
1,280.1 |
1,290.8 |
|
S3 |
1,263.9 |
1,270.8 |
1,289.3 |
|
S4 |
1,247.7 |
1,254.6 |
1,284.9 |
|
|
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 |
1,287.7 |
21.5 |
1.7% |
14.1 |
1.1% |
28% |
False |
False |
122,785 |
10 |
1,315.0 |
1,277.7 |
37.3 |
2.9% |
15.6 |
1.2% |
43% |
False |
False |
125,052 |
20 |
1,315.8 |
1,268.4 |
47.4 |
3.7% |
16.7 |
1.3% |
54% |
False |
False |
125,672 |
40 |
1,335.6 |
1,268.4 |
67.2 |
5.2% |
16.7 |
1.3% |
38% |
False |
False |
118,292 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.4 |
1.3% |
21% |
False |
False |
84,672 |
80 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.3 |
1.3% |
36% |
False |
False |
64,603 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.0 |
1.3% |
52% |
False |
False |
52,151 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.8 |
1.4% |
52% |
False |
False |
43,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.6 |
2.618 |
1,348.1 |
1.618 |
1,331.9 |
1.000 |
1,321.9 |
0.618 |
1,315.7 |
HIGH |
1,305.7 |
0.618 |
1,299.5 |
0.500 |
1,297.6 |
0.382 |
1,295.7 |
LOW |
1,289.5 |
0.618 |
1,279.5 |
1.000 |
1,273.3 |
1.618 |
1,263.3 |
2.618 |
1,247.1 |
4.250 |
1,220.7 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,297.6 |
1,297.5 |
PP |
1,296.3 |
1,296.3 |
S1 |
1,295.1 |
1,295.0 |
|