Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.2 |
1,292.0 |
-2.2 |
-0.2% |
1,289.8 |
High |
1,296.3 |
1,304.1 |
7.8 |
0.6% |
1,309.2 |
Low |
1,282.9 |
1,290.1 |
7.2 |
0.6% |
1,277.7 |
Close |
1,288.1 |
1,295.0 |
6.9 |
0.5% |
1,293.4 |
Range |
13.4 |
14.0 |
0.6 |
4.5% |
31.5 |
ATR |
16.2 |
16.1 |
0.0 |
-0.1% |
0.0 |
Volume |
126,006 |
128,235 |
2,229 |
1.8% |
636,237 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.4 |
1,330.7 |
1,302.7 |
|
R3 |
1,324.4 |
1,316.7 |
1,298.9 |
|
R2 |
1,310.4 |
1,310.4 |
1,297.6 |
|
R1 |
1,302.7 |
1,302.7 |
1,296.3 |
1,306.6 |
PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,298.3 |
S1 |
1,288.7 |
1,288.7 |
1,293.7 |
1,292.6 |
S2 |
1,282.4 |
1,282.4 |
1,292.4 |
|
S3 |
1,268.4 |
1,274.7 |
1,291.2 |
|
S4 |
1,254.4 |
1,260.7 |
1,287.3 |
|
|
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 |
1,305.7 |
1,282.9 |
22.8 |
1.8% |
13.1 |
1.0% |
53% |
False |
False |
121,812 |
10 |
1,309.2 |
1,277.7 |
31.5 |
2.4% |
14.5 |
1.1% |
55% |
False |
False |
123,893 |
20 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
15.9 |
1.2% |
53% |
False |
False |
124,536 |
40 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.3 |
1.3% |
42% |
False |
False |
124,218 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.1 |
1.3% |
21% |
False |
False |
90,645 |
80 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.1 |
1.3% |
37% |
False |
False |
69,200 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.2 |
1.3% |
53% |
False |
False |
55,981 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
53% |
False |
False |
46,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.6 |
2.618 |
1,340.8 |
1.618 |
1,326.8 |
1.000 |
1,318.1 |
0.618 |
1,312.8 |
HIGH |
1,304.1 |
0.618 |
1,298.8 |
0.500 |
1,297.1 |
0.382 |
1,295.4 |
LOW |
1,290.1 |
0.618 |
1,281.4 |
1.000 |
1,276.1 |
1.618 |
1,267.4 |
2.618 |
1,253.4 |
4.250 |
1,230.6 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,297.1 |
1,294.5 |
PP |
1,296.4 |
1,294.0 |
S1 |
1,295.7 |
1,293.5 |
|