Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.4 |
1,306.8 |
12.4 |
1.0% |
1,301.1 |
High |
1,309.4 |
1,307.2 |
-2.2 |
-0.2% |
1,315.7 |
Low |
1,292.6 |
1,291.4 |
-1.2 |
-0.1% |
1,285.7 |
Close |
1,306.2 |
1,293.9 |
-12.3 |
-0.9% |
1,287.9 |
Range |
16.8 |
15.8 |
-1.0 |
-6.0% |
30.0 |
ATR |
16.3 |
16.3 |
0.0 |
-0.2% |
0.0 |
Volume |
13,041 |
8,513 |
-4,528 |
-34.7% |
94,838 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.9 |
1,335.2 |
1,302.6 |
|
R3 |
1,329.1 |
1,319.4 |
1,298.2 |
|
R2 |
1,313.3 |
1,313.3 |
1,296.8 |
|
R1 |
1,303.6 |
1,303.6 |
1,295.3 |
1,300.6 |
PP |
1,297.5 |
1,297.5 |
1,297.5 |
1,296.0 |
S1 |
1,287.8 |
1,287.8 |
1,292.5 |
1,284.8 |
S2 |
1,281.7 |
1,281.7 |
1,291.0 |
|
S3 |
1,265.9 |
1,272.0 |
1,289.6 |
|
S4 |
1,250.1 |
1,256.2 |
1,285.2 |
|
|
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% |
15.2 |
1.2% |
51% |
False |
False |
18,497 |
10 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
16.9 |
1.3% |
49% |
False |
False |
15,937 |
20 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
16.0 |
1.2% |
54% |
False |
False |
10,575 |
40 |
1,343.3 |
1,268.5 |
74.8 |
5.8% |
15.5 |
1.2% |
34% |
False |
False |
6,806 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.7 |
1.2% |
21% |
False |
False |
5,293 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.2% |
15.4 |
1.2% |
38% |
False |
False |
4,402 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
52% |
False |
False |
3,651 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
52% |
False |
False |
3,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.4 |
2.618 |
1,348.6 |
1.618 |
1,332.8 |
1.000 |
1,323.0 |
0.618 |
1,317.0 |
HIGH |
1,307.2 |
0.618 |
1,301.2 |
0.500 |
1,299.3 |
0.382 |
1,297.4 |
LOW |
1,291.4 |
0.618 |
1,281.6 |
1.000 |
1,275.6 |
1.618 |
1,265.8 |
2.618 |
1,250.0 |
4.250 |
1,224.3 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,299.3 |
1,299.5 |
PP |
1,297.5 |
1,297.6 |
S1 |
1,295.7 |
1,295.8 |
|