Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,296.0 |
1,294.4 |
-1.6 |
-0.1% |
1,301.1 |
High |
1,299.0 |
1,309.4 |
10.4 |
0.8% |
1,315.7 |
Low |
1,289.6 |
1,292.6 |
3.0 |
0.2% |
1,285.7 |
Close |
1,295.1 |
1,306.2 |
11.1 |
0.9% |
1,287.9 |
Range |
9.4 |
16.8 |
7.4 |
78.7% |
30.0 |
ATR |
16.3 |
16.3 |
0.0 |
0.2% |
0.0 |
Volume |
17,424 |
13,041 |
-4,383 |
-25.2% |
94,838 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.1 |
1,346.5 |
1,315.4 |
|
R3 |
1,336.3 |
1,329.7 |
1,310.8 |
|
R2 |
1,319.5 |
1,319.5 |
1,309.3 |
|
R1 |
1,312.9 |
1,312.9 |
1,307.7 |
1,316.2 |
PP |
1,302.7 |
1,302.7 |
1,302.7 |
1,304.4 |
S1 |
1,296.1 |
1,296.1 |
1,304.7 |
1,299.4 |
S2 |
1,285.9 |
1,285.9 |
1,303.1 |
|
S3 |
1,269.1 |
1,279.3 |
1,301.6 |
|
S4 |
1,252.3 |
1,262.5 |
1,297.0 |
|
|
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 |
1,309.4 |
1,278.0 |
31.4 |
2.4% |
13.8 |
1.1% |
90% |
True |
False |
19,939 |
10 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
16.8 |
1.3% |
78% |
False |
False |
15,922 |
20 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
15.8 |
1.2% |
80% |
False |
False |
10,355 |
40 |
1,359.0 |
1,268.5 |
90.5 |
6.9% |
15.8 |
1.2% |
42% |
False |
False |
6,623 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.7 |
1.2% |
31% |
False |
False |
5,184 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.1% |
15.5 |
1.2% |
45% |
False |
False |
4,298 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
14.5 |
1.1% |
58% |
False |
False |
3,567 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
14.4 |
1.1% |
58% |
False |
False |
3,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.8 |
2.618 |
1,353.4 |
1.618 |
1,336.6 |
1.000 |
1,326.2 |
0.618 |
1,319.8 |
HIGH |
1,309.4 |
0.618 |
1,303.0 |
0.500 |
1,301.0 |
0.382 |
1,299.0 |
LOW |
1,292.6 |
0.618 |
1,282.2 |
1.000 |
1,275.8 |
1.618 |
1,265.4 |
2.618 |
1,248.6 |
4.250 |
1,221.2 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,304.5 |
1,302.0 |
PP |
1,302.7 |
1,297.9 |
S1 |
1,301.0 |
1,293.7 |
|