Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,292.0 |
1,294.3 |
2.3 |
0.2% |
1,293.0 |
High |
1,304.1 |
1,295.7 |
-8.4 |
-0.6% |
1,305.7 |
Low |
1,290.1 |
1,286.6 |
-3.5 |
-0.3% |
1,282.9 |
Close |
1,295.0 |
1,291.7 |
-3.3 |
-0.3% |
1,291.7 |
Range |
14.0 |
9.1 |
-4.9 |
-35.0% |
22.8 |
ATR |
16.1 |
15.6 |
-0.5 |
-3.1% |
0.0 |
Volume |
128,235 |
146,979 |
18,744 |
14.6% |
639,206 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.6 |
1,314.3 |
1,296.7 |
|
R3 |
1,309.5 |
1,305.2 |
1,294.2 |
|
R2 |
1,300.4 |
1,300.4 |
1,293.4 |
|
R1 |
1,296.1 |
1,296.1 |
1,292.5 |
1,293.7 |
PP |
1,291.3 |
1,291.3 |
1,291.3 |
1,290.2 |
S1 |
1,287.0 |
1,287.0 |
1,290.9 |
1,284.6 |
S2 |
1,282.2 |
1,282.2 |
1,290.0 |
|
S3 |
1,273.1 |
1,277.9 |
1,289.2 |
|
S4 |
1,264.0 |
1,268.8 |
1,286.7 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.8 |
1,349.6 |
1,304.2 |
|
R3 |
1,339.0 |
1,326.8 |
1,298.0 |
|
R2 |
1,316.2 |
1,316.2 |
1,295.9 |
|
R1 |
1,304.0 |
1,304.0 |
1,293.8 |
1,298.7 |
PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,290.8 |
S1 |
1,281.2 |
1,281.2 |
1,289.6 |
1,275.9 |
S2 |
1,270.6 |
1,270.6 |
1,287.5 |
|
S3 |
1,247.8 |
1,258.4 |
1,285.4 |
|
S4 |
1,225.0 |
1,235.6 |
1,279.2 |
|
|
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% |
12.8 |
1.0% |
39% |
False |
False |
127,841 |
10 |
1,309.2 |
1,277.7 |
31.5 |
2.4% |
14.5 |
1.1% |
44% |
False |
False |
127,544 |
20 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
15.6 |
1.2% |
45% |
False |
False |
126,487 |
40 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.1 |
1.2% |
37% |
False |
False |
124,458 |
60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.1 |
1.3% |
19% |
False |
False |
93,041 |
80 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.0 |
1.3% |
35% |
False |
False |
70,921 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.0 |
1.3% |
51% |
False |
False |
57,447 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
51% |
False |
False |
48,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.4 |
2.618 |
1,319.5 |
1.618 |
1,310.4 |
1.000 |
1,304.8 |
0.618 |
1,301.3 |
HIGH |
1,295.7 |
0.618 |
1,292.2 |
0.500 |
1,291.2 |
0.382 |
1,290.1 |
LOW |
1,286.6 |
0.618 |
1,281.0 |
1.000 |
1,277.5 |
1.618 |
1,271.9 |
2.618 |
1,262.8 |
4.250 |
1,247.9 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.5 |
1,293.5 |
PP |
1,291.3 |
1,292.9 |
S1 |
1,291.2 |
1,292.3 |
|