Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.0 |
1,293.0 |
0.0 |
0.0% |
1,289.8 |
High |
1,305.7 |
1,297.2 |
-8.5 |
-0.7% |
1,309.2 |
Low |
1,289.5 |
1,286.0 |
-3.5 |
-0.3% |
1,277.7 |
Close |
1,293.8 |
1,294.6 |
0.8 |
0.1% |
1,293.4 |
Range |
16.2 |
11.2 |
-5.0 |
-30.9% |
31.5 |
ATR |
16.8 |
16.4 |
-0.4 |
-2.4% |
0.0 |
Volume |
108,500 |
129,486 |
20,986 |
19.3% |
636,237 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.2 |
1,321.6 |
1,300.8 |
|
R3 |
1,315.0 |
1,310.4 |
1,297.7 |
|
R2 |
1,303.8 |
1,303.8 |
1,296.7 |
|
R1 |
1,299.2 |
1,299.2 |
1,295.6 |
1,301.5 |
PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,293.8 |
S1 |
1,288.0 |
1,288.0 |
1,293.6 |
1,290.3 |
S2 |
1,281.4 |
1,281.4 |
1,292.5 |
|
S3 |
1,270.2 |
1,276.8 |
1,291.5 |
|
S4 |
1,259.0 |
1,265.6 |
1,288.4 |
|
|
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 |
1,286.0 |
23.2 |
1.8% |
14.4 |
1.1% |
37% |
False |
True |
124,508 |
10 |
1,315.0 |
1,277.7 |
37.3 |
2.9% |
15.7 |
1.2% |
45% |
False |
False |
127,660 |
20 |
1,315.8 |
1,268.4 |
47.4 |
3.7% |
16.4 |
1.3% |
55% |
False |
False |
126,210 |
40 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.3 |
1.3% |
42% |
False |
False |
120,385 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.3 |
1.3% |
21% |
False |
False |
86,597 |
80 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.3 |
1.3% |
36% |
False |
False |
66,172 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.1 |
1.3% |
53% |
False |
False |
53,443 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
53% |
False |
False |
44,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.8 |
2.618 |
1,326.5 |
1.618 |
1,315.3 |
1.000 |
1,308.4 |
0.618 |
1,304.1 |
HIGH |
1,297.2 |
0.618 |
1,292.9 |
0.500 |
1,291.6 |
0.382 |
1,290.3 |
LOW |
1,286.0 |
0.618 |
1,279.1 |
1.000 |
1,274.8 |
1.618 |
1,267.9 |
2.618 |
1,256.7 |
4.250 |
1,238.4 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.6 |
1,295.9 |
PP |
1,292.6 |
1,295.4 |
S1 |
1,291.6 |
1,295.0 |
|