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 |
3,142.0 |
3,183.0 |
41.0 |
1.3% |
3,153.0 |
High |
3,175.0 |
3,183.0 |
8.0 |
0.3% |
3,195.0 |
Low |
3,130.0 |
3,158.0 |
28.0 |
0.9% |
3,120.0 |
Close |
3,168.0 |
3,175.0 |
7.0 |
0.2% |
3,146.0 |
Range |
45.0 |
25.0 |
-20.0 |
-44.4% |
75.0 |
ATR |
39.0 |
38.0 |
-1.0 |
-2.6% |
0.0 |
Volume |
537 |
8,156 |
7,619 |
1,418.8% |
1,996 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,247.0 |
3,236.0 |
3,188.8 |
|
R3 |
3,222.0 |
3,211.0 |
3,181.9 |
|
R2 |
3,197.0 |
3,197.0 |
3,179.6 |
|
R1 |
3,186.0 |
3,186.0 |
3,177.3 |
3,179.0 |
PP |
3,172.0 |
3,172.0 |
3,172.0 |
3,168.5 |
S1 |
3,161.0 |
3,161.0 |
3,172.7 |
3,154.0 |
S2 |
3,147.0 |
3,147.0 |
3,170.4 |
|
S3 |
3,122.0 |
3,136.0 |
3,168.1 |
|
S4 |
3,097.0 |
3,111.0 |
3,161.3 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,378.7 |
3,337.3 |
3,187.3 |
|
R3 |
3,303.7 |
3,262.3 |
3,166.6 |
|
R2 |
3,228.7 |
3,228.7 |
3,159.8 |
|
R1 |
3,187.3 |
3,187.3 |
3,152.9 |
3,170.5 |
PP |
3,153.7 |
3,153.7 |
3,153.7 |
3,145.3 |
S1 |
3,112.3 |
3,112.3 |
3,139.1 |
3,095.5 |
S2 |
3,078.7 |
3,078.7 |
3,132.3 |
|
S3 |
3,003.7 |
3,037.3 |
3,125.4 |
|
S4 |
2,928.7 |
2,962.3 |
3,104.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,183.0 |
3,118.0 |
65.0 |
2.0% |
35.0 |
1.1% |
88% |
True |
False |
2,656 |
10 |
3,195.0 |
3,118.0 |
77.0 |
2.4% |
32.4 |
1.0% |
74% |
False |
False |
1,484 |
20 |
3,195.0 |
3,075.0 |
120.0 |
3.8% |
36.2 |
1.1% |
83% |
False |
False |
2,359 |
40 |
3,195.0 |
2,994.0 |
201.0 |
6.3% |
36.9 |
1.2% |
90% |
False |
False |
1,408 |
60 |
3,195.0 |
2,910.0 |
285.0 |
9.0% |
36.3 |
1.1% |
93% |
False |
False |
987 |
80 |
3,195.0 |
2,866.0 |
329.0 |
10.4% |
32.8 |
1.0% |
94% |
False |
False |
741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,289.3 |
2.618 |
3,248.5 |
1.618 |
3,223.5 |
1.000 |
3,208.0 |
0.618 |
3,198.5 |
HIGH |
3,183.0 |
0.618 |
3,173.5 |
0.500 |
3,170.5 |
0.382 |
3,167.6 |
LOW |
3,158.0 |
0.618 |
3,142.6 |
1.000 |
3,133.0 |
1.618 |
3,117.6 |
2.618 |
3,092.6 |
4.250 |
3,051.8 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,173.5 |
3,168.7 |
PP |
3,172.0 |
3,162.3 |
S1 |
3,170.5 |
3,156.0 |
|