Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,306.8 |
1,296.3 |
-10.5 |
-0.8% |
1,289.6 |
High |
1,307.2 |
1,298.1 |
-9.1 |
-0.7% |
1,309.4 |
Low |
1,291.4 |
1,288.0 |
-3.4 |
-0.3% |
1,278.0 |
Close |
1,293.9 |
1,293.6 |
-0.3 |
0.0% |
1,293.6 |
Range |
15.8 |
10.1 |
-5.7 |
-36.1% |
31.4 |
ATR |
16.3 |
15.9 |
-0.4 |
-2.7% |
0.0 |
Volume |
8,513 |
26,700 |
18,187 |
213.6% |
83,755 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.5 |
1,318.7 |
1,299.2 |
|
R3 |
1,313.4 |
1,308.6 |
1,296.4 |
|
R2 |
1,303.3 |
1,303.3 |
1,295.5 |
|
R1 |
1,298.5 |
1,298.5 |
1,294.5 |
1,295.9 |
PP |
1,293.2 |
1,293.2 |
1,293.2 |
1,291.9 |
S1 |
1,288.4 |
1,288.4 |
1,292.7 |
1,285.8 |
S2 |
1,283.1 |
1,283.1 |
1,291.7 |
|
S3 |
1,273.0 |
1,278.3 |
1,290.8 |
|
S4 |
1,262.9 |
1,268.2 |
1,288.0 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.9 |
1,372.1 |
1,310.9 |
|
R3 |
1,356.5 |
1,340.7 |
1,302.2 |
|
R2 |
1,325.1 |
1,325.1 |
1,299.4 |
|
R1 |
1,309.3 |
1,309.3 |
1,296.5 |
1,317.2 |
PP |
1,293.7 |
1,293.7 |
1,293.7 |
1,297.6 |
S1 |
1,277.9 |
1,277.9 |
1,290.7 |
1,285.8 |
S2 |
1,262.3 |
1,262.3 |
1,287.8 |
|
S3 |
1,230.9 |
1,246.5 |
1,285.0 |
|
S4 |
1,199.5 |
1,215.1 |
1,276.3 |
|
|
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% |
15.6 |
1.2% |
50% |
False |
False |
16,751 |
10 |
1,315.7 |
1,278.0 |
37.7 |
2.9% |
14.8 |
1.1% |
41% |
False |
False |
17,859 |
20 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
16.0 |
1.2% |
53% |
False |
False |
11,858 |
40 |
1,343.3 |
1,268.5 |
74.8 |
5.8% |
15.4 |
1.2% |
34% |
False |
False |
7,437 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.7 |
1.2% |
20% |
False |
False |
5,705 |
80 |
1,392.0 |
1,234.6 |
157.4 |
12.2% |
15.5 |
1.2% |
37% |
False |
False |
4,728 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
52% |
False |
False |
3,915 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
52% |
False |
False |
3,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.0 |
2.618 |
1,324.5 |
1.618 |
1,314.4 |
1.000 |
1,308.2 |
0.618 |
1,304.3 |
HIGH |
1,298.1 |
0.618 |
1,294.2 |
0.500 |
1,293.1 |
0.382 |
1,291.9 |
LOW |
1,288.0 |
0.618 |
1,281.8 |
1.000 |
1,277.9 |
1.618 |
1,271.7 |
2.618 |
1,261.6 |
4.250 |
1,245.1 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.4 |
1,298.7 |
PP |
1,293.2 |
1,297.0 |
S1 |
1,293.1 |
1,295.3 |
|