Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,289.6 |
1,296.0 |
6.4 |
0.5% |
1,301.1 |
High |
1,303.7 |
1,299.0 |
-4.7 |
-0.4% |
1,315.7 |
Low |
1,278.0 |
1,289.6 |
11.6 |
0.9% |
1,285.7 |
Close |
1,296.0 |
1,295.1 |
-0.9 |
-0.1% |
1,287.9 |
Range |
25.7 |
9.4 |
-16.3 |
-63.4% |
30.0 |
ATR |
16.8 |
16.3 |
-0.5 |
-3.2% |
0.0 |
Volume |
18,077 |
17,424 |
-653 |
-3.6% |
94,838 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.8 |
1,318.3 |
1,300.3 |
|
R3 |
1,313.4 |
1,308.9 |
1,297.7 |
|
R2 |
1,304.0 |
1,304.0 |
1,296.8 |
|
R1 |
1,299.5 |
1,299.5 |
1,296.0 |
1,297.1 |
PP |
1,294.6 |
1,294.6 |
1,294.6 |
1,293.3 |
S1 |
1,290.1 |
1,290.1 |
1,294.2 |
1,287.7 |
S2 |
1,285.2 |
1,285.2 |
1,293.4 |
|
S3 |
1,275.8 |
1,280.7 |
1,292.5 |
|
S4 |
1,266.4 |
1,271.3 |
1,289.9 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.4 |
1,367.2 |
1,304.4 |
|
R3 |
1,356.4 |
1,337.2 |
1,296.2 |
|
R2 |
1,326.4 |
1,326.4 |
1,293.4 |
|
R1 |
1,307.2 |
1,307.2 |
1,290.7 |
1,301.8 |
PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,293.8 |
S1 |
1,277.2 |
1,277.2 |
1,285.2 |
1,271.8 |
S2 |
1,266.4 |
1,266.4 |
1,282.4 |
|
S3 |
1,236.4 |
1,247.2 |
1,279.7 |
|
S4 |
1,206.4 |
1,217.2 |
1,271.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.0 |
1,278.0 |
37.0 |
2.9% |
16.1 |
1.2% |
46% |
False |
False |
22,460 |
10 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
16.3 |
1.3% |
52% |
False |
False |
14,902 |
20 |
1,327.3 |
1,268.5 |
58.8 |
4.5% |
17.0 |
1.3% |
45% |
False |
False |
9,777 |
40 |
1,368.0 |
1,268.5 |
99.5 |
7.7% |
15.8 |
1.2% |
27% |
False |
False |
6,333 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.7 |
1.2% |
22% |
False |
False |
4,983 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.2% |
15.4 |
1.2% |
38% |
False |
False |
4,147 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.5 |
1.1% |
53% |
False |
False |
3,438 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.2 |
1.1% |
53% |
False |
False |
2,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.0 |
2.618 |
1,323.6 |
1.618 |
1,314.2 |
1.000 |
1,308.4 |
0.618 |
1,304.8 |
HIGH |
1,299.0 |
0.618 |
1,295.4 |
0.500 |
1,294.3 |
0.382 |
1,293.2 |
LOW |
1,289.6 |
0.618 |
1,283.8 |
1.000 |
1,280.2 |
1.618 |
1,274.4 |
2.618 |
1,265.0 |
4.250 |
1,249.7 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,294.8 |
1,293.7 |
PP |
1,294.6 |
1,292.3 |
S1 |
1,294.3 |
1,290.9 |
|