Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.5 |
1,292.1 |
-2.4 |
-0.2% |
1,289.6 |
High |
1,296.3 |
1,304.1 |
7.8 |
0.6% |
1,309.4 |
Low |
1,283.3 |
1,290.5 |
7.2 |
0.6% |
1,278.0 |
Close |
1,288.3 |
1,295.2 |
6.9 |
0.5% |
1,293.6 |
Range |
13.0 |
13.6 |
0.6 |
4.6% |
31.4 |
ATR |
15.3 |
15.4 |
0.0 |
0.2% |
0.0 |
Volume |
19,624 |
18,820 |
-804 |
-4.1% |
83,755 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.4 |
1,329.9 |
1,302.7 |
|
R3 |
1,323.8 |
1,316.3 |
1,298.9 |
|
R2 |
1,310.2 |
1,310.2 |
1,297.7 |
|
R1 |
1,302.7 |
1,302.7 |
1,296.4 |
1,306.5 |
PP |
1,296.6 |
1,296.6 |
1,296.6 |
1,298.5 |
S1 |
1,289.1 |
1,289.1 |
1,294.0 |
1,292.9 |
S2 |
1,283.0 |
1,283.0 |
1,292.7 |
|
S3 |
1,269.4 |
1,275.5 |
1,291.5 |
|
S4 |
1,255.8 |
1,261.9 |
1,287.7 |
|
|
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 |
1,305.8 |
1,283.3 |
22.5 |
1.7% |
12.7 |
1.0% |
53% |
False |
False |
17,885 |
10 |
1,309.4 |
1,278.0 |
31.4 |
2.4% |
14.0 |
1.1% |
55% |
False |
False |
18,191 |
20 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
15.0 |
1.2% |
52% |
False |
False |
13,665 |
40 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
15.2 |
1.2% |
43% |
False |
False |
8,685 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.7 |
1.2% |
22% |
False |
False |
6,629 |
80 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.3 |
1.2% |
36% |
False |
False |
5,448 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.5 |
1.1% |
53% |
False |
False |
4,531 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.4 |
1.1% |
53% |
False |
False |
3,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.9 |
2.618 |
1,339.7 |
1.618 |
1,326.1 |
1.000 |
1,317.7 |
0.618 |
1,312.5 |
HIGH |
1,304.1 |
0.618 |
1,298.9 |
0.500 |
1,297.3 |
0.382 |
1,295.7 |
LOW |
1,290.5 |
0.618 |
1,282.1 |
1.000 |
1,276.9 |
1.618 |
1,268.5 |
2.618 |
1,254.9 |
4.250 |
1,232.7 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,297.3 |
1,294.7 |
PP |
1,296.6 |
1,294.2 |
S1 |
1,295.9 |
1,293.7 |
|