Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.0 |
1,294.2 |
1.2 |
0.1% |
1,289.8 |
High |
1,297.2 |
1,296.3 |
-0.9 |
-0.1% |
1,309.2 |
Low |
1,286.0 |
1,282.9 |
-3.1 |
-0.2% |
1,277.7 |
Close |
1,294.6 |
1,288.1 |
-6.5 |
-0.5% |
1,293.4 |
Range |
11.2 |
13.4 |
2.2 |
19.6% |
31.5 |
ATR |
16.4 |
16.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
129,486 |
126,006 |
-3,480 |
-2.7% |
636,237 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.3 |
1,322.1 |
1,295.5 |
|
R3 |
1,315.9 |
1,308.7 |
1,291.8 |
|
R2 |
1,302.5 |
1,302.5 |
1,290.6 |
|
R1 |
1,295.3 |
1,295.3 |
1,289.3 |
1,292.2 |
PP |
1,289.1 |
1,289.1 |
1,289.1 |
1,287.6 |
S1 |
1,281.9 |
1,281.9 |
1,286.9 |
1,278.8 |
S2 |
1,275.7 |
1,275.7 |
1,285.6 |
|
S3 |
1,262.3 |
1,268.5 |
1,284.4 |
|
S4 |
1,248.9 |
1,255.1 |
1,280.7 |
|
|
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 |
1,307.3 |
1,282.9 |
24.4 |
1.9% |
13.6 |
1.1% |
21% |
False |
True |
125,644 |
10 |
1,309.2 |
1,277.7 |
31.5 |
2.4% |
14.2 |
1.1% |
33% |
False |
False |
122,880 |
20 |
1,315.8 |
1,268.4 |
47.4 |
3.7% |
16.7 |
1.3% |
42% |
False |
False |
127,588 |
40 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.4 |
1.3% |
31% |
False |
False |
122,323 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.3 |
1.3% |
16% |
False |
False |
88,571 |
80 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.1 |
1.3% |
32% |
False |
False |
67,654 |
100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.1 |
1.3% |
49% |
False |
False |
54,701 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.7 |
1.4% |
49% |
False |
False |
45,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.3 |
2.618 |
1,331.4 |
1.618 |
1,318.0 |
1.000 |
1,309.7 |
0.618 |
1,304.6 |
HIGH |
1,296.3 |
0.618 |
1,291.2 |
0.500 |
1,289.6 |
0.382 |
1,288.0 |
LOW |
1,282.9 |
0.618 |
1,274.6 |
1.000 |
1,269.5 |
1.618 |
1,261.2 |
2.618 |
1,247.8 |
4.250 |
1,226.0 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.6 |
1,294.3 |
PP |
1,289.1 |
1,292.2 |
S1 |
1,288.6 |
1,290.2 |
|