Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,292.1 |
1,294.4 |
2.3 |
0.2% |
1,293.5 |
High |
1,304.1 |
1,295.9 |
-8.2 |
-0.6% |
1,305.8 |
Low |
1,290.5 |
1,286.7 |
-3.8 |
-0.3% |
1,283.3 |
Close |
1,295.2 |
1,291.9 |
-3.3 |
-0.3% |
1,291.9 |
Range |
13.6 |
9.2 |
-4.4 |
-32.4% |
22.5 |
ATR |
15.4 |
14.9 |
-0.4 |
-2.9% |
0.0 |
Volume |
18,820 |
78,706 |
59,886 |
318.2% |
141,435 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.1 |
1,314.7 |
1,297.0 |
|
R3 |
1,309.9 |
1,305.5 |
1,294.4 |
|
R2 |
1,300.7 |
1,300.7 |
1,293.6 |
|
R1 |
1,296.3 |
1,296.3 |
1,292.7 |
1,293.9 |
PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,290.3 |
S1 |
1,287.1 |
1,287.1 |
1,291.1 |
1,284.7 |
S2 |
1,282.3 |
1,282.3 |
1,290.2 |
|
S3 |
1,273.1 |
1,277.9 |
1,289.4 |
|
S4 |
1,263.9 |
1,268.7 |
1,286.8 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.2 |
1,349.0 |
1,304.3 |
|
R3 |
1,338.7 |
1,326.5 |
1,298.1 |
|
R2 |
1,316.2 |
1,316.2 |
1,296.0 |
|
R1 |
1,304.0 |
1,304.0 |
1,294.0 |
1,298.9 |
PP |
1,293.7 |
1,293.7 |
1,293.7 |
1,291.1 |
S1 |
1,281.5 |
1,281.5 |
1,289.8 |
1,276.4 |
S2 |
1,271.2 |
1,271.2 |
1,287.8 |
|
S3 |
1,248.7 |
1,259.0 |
1,285.7 |
|
S4 |
1,226.2 |
1,236.5 |
1,279.5 |
|
|
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% |
12.5 |
1.0% |
38% |
False |
False |
28,287 |
10 |
1,309.4 |
1,278.0 |
31.4 |
2.4% |
14.0 |
1.1% |
44% |
False |
False |
22,519 |
20 |
1,315.7 |
1,273.0 |
42.7 |
3.3% |
14.8 |
1.1% |
44% |
False |
False |
17,359 |
40 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
15.0 |
1.2% |
37% |
False |
False |
10,564 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
15.7 |
1.2% |
19% |
False |
False |
7,926 |
80 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.3 |
1.2% |
34% |
False |
False |
6,370 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.6 |
1.1% |
51% |
False |
False |
5,317 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.4 |
1.1% |
51% |
False |
False |
4,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.0 |
2.618 |
1,320.0 |
1.618 |
1,310.8 |
1.000 |
1,305.1 |
0.618 |
1,301.6 |
HIGH |
1,295.9 |
0.618 |
1,292.4 |
0.500 |
1,291.3 |
0.382 |
1,290.2 |
LOW |
1,286.7 |
0.618 |
1,281.0 |
1.000 |
1,277.5 |
1.618 |
1,271.8 |
2.618 |
1,262.6 |
4.250 |
1,247.6 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.7 |
1,293.7 |
PP |
1,291.5 |
1,293.1 |
S1 |
1,291.3 |
1,292.5 |
|