Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,292.9 |
1,294.5 |
1.6 |
0.1% |
1,289.6 |
High |
1,297.2 |
1,296.3 |
-0.9 |
-0.1% |
1,309.4 |
Low |
1,286.2 |
1,283.3 |
-2.9 |
-0.2% |
1,278.0 |
Close |
1,294.8 |
1,288.3 |
-6.5 |
-0.5% |
1,293.6 |
Range |
11.0 |
13.0 |
2.0 |
18.2% |
31.4 |
ATR |
15.5 |
15.3 |
-0.2 |
-1.2% |
0.0 |
Volume |
16,737 |
19,624 |
2,887 |
17.2% |
83,755 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.3 |
1,321.3 |
1,295.5 |
|
R3 |
1,315.3 |
1,308.3 |
1,291.9 |
|
R2 |
1,302.3 |
1,302.3 |
1,290.7 |
|
R1 |
1,295.3 |
1,295.3 |
1,289.5 |
1,292.3 |
PP |
1,289.3 |
1,289.3 |
1,289.3 |
1,287.8 |
S1 |
1,282.3 |
1,282.3 |
1,287.1 |
1,279.3 |
S2 |
1,276.3 |
1,276.3 |
1,285.9 |
|
S3 |
1,263.3 |
1,269.3 |
1,284.7 |
|
S4 |
1,250.3 |
1,256.3 |
1,281.2 |
|
|
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 |
1,307.2 |
1,283.3 |
23.9 |
1.9% |
13.1 |
1.0% |
21% |
False |
True |
15,824 |
10 |
1,309.4 |
1,278.0 |
31.4 |
2.4% |
13.5 |
1.0% |
33% |
False |
False |
17,881 |
20 |
1,315.7 |
1,268.5 |
47.2 |
3.7% |
15.8 |
1.2% |
42% |
False |
False |
13,275 |
40 |
1,331.0 |
1,268.5 |
62.5 |
4.9% |
15.2 |
1.2% |
32% |
False |
False |
8,284 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
15.8 |
1.2% |
16% |
False |
False |
6,330 |
80 |
1,392.0 |
1,240.5 |
151.5 |
11.8% |
15.2 |
1.2% |
32% |
False |
False |
5,245 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.5 |
1.1% |
49% |
False |
False |
4,349 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.4 |
1.1% |
49% |
False |
False |
3,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.6 |
2.618 |
1,330.3 |
1.618 |
1,317.3 |
1.000 |
1,309.3 |
0.618 |
1,304.3 |
HIGH |
1,296.3 |
0.618 |
1,291.3 |
0.500 |
1,289.8 |
0.382 |
1,288.3 |
LOW |
1,283.3 |
0.618 |
1,275.3 |
1.000 |
1,270.3 |
1.618 |
1,262.3 |
2.618 |
1,249.3 |
4.250 |
1,228.1 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.8 |
1,294.6 |
PP |
1,289.3 |
1,292.5 |
S1 |
1,288.8 |
1,290.4 |
|