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 |
3,183.0 |
3,174.0 |
-9.0 |
-0.3% |
3,145.0 |
High |
3,183.0 |
3,192.0 |
9.0 |
0.3% |
3,192.0 |
Low |
3,158.0 |
3,167.0 |
9.0 |
0.3% |
3,118.0 |
Close |
3,175.0 |
3,188.0 |
13.0 |
0.4% |
3,188.0 |
Range |
25.0 |
25.0 |
0.0 |
0.0% |
74.0 |
ATR |
38.0 |
37.0 |
-0.9 |
-2.4% |
0.0 |
Volume |
8,156 |
1,100 |
-7,056 |
-86.5% |
13,573 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,257.3 |
3,247.7 |
3,201.8 |
|
R3 |
3,232.3 |
3,222.7 |
3,194.9 |
|
R2 |
3,207.3 |
3,207.3 |
3,192.6 |
|
R1 |
3,197.7 |
3,197.7 |
3,190.3 |
3,202.5 |
PP |
3,182.3 |
3,182.3 |
3,182.3 |
3,184.8 |
S1 |
3,172.7 |
3,172.7 |
3,185.7 |
3,177.5 |
S2 |
3,157.3 |
3,157.3 |
3,183.4 |
|
S3 |
3,132.3 |
3,147.7 |
3,181.1 |
|
S4 |
3,107.3 |
3,122.7 |
3,174.3 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,388.0 |
3,362.0 |
3,228.7 |
|
R3 |
3,314.0 |
3,288.0 |
3,208.4 |
|
R2 |
3,240.0 |
3,240.0 |
3,201.6 |
|
R1 |
3,214.0 |
3,214.0 |
3,194.8 |
3,227.0 |
PP |
3,166.0 |
3,166.0 |
3,166.0 |
3,172.5 |
S1 |
3,140.0 |
3,140.0 |
3,181.2 |
3,153.0 |
S2 |
3,092.0 |
3,092.0 |
3,174.4 |
|
S3 |
3,018.0 |
3,066.0 |
3,167.7 |
|
S4 |
2,944.0 |
2,992.0 |
3,147.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,192.0 |
3,118.0 |
74.0 |
2.3% |
33.0 |
1.0% |
95% |
True |
False |
2,714 |
10 |
3,195.0 |
3,118.0 |
77.0 |
2.4% |
32.4 |
1.0% |
91% |
False |
False |
1,556 |
20 |
3,195.0 |
3,075.0 |
120.0 |
3.8% |
34.7 |
1.1% |
94% |
False |
False |
2,385 |
40 |
3,195.0 |
3,009.0 |
186.0 |
5.8% |
36.4 |
1.1% |
96% |
False |
False |
1,429 |
60 |
3,195.0 |
2,910.0 |
285.0 |
8.9% |
36.4 |
1.1% |
98% |
False |
False |
1,006 |
80 |
3,195.0 |
2,866.0 |
329.0 |
10.3% |
33.0 |
1.0% |
98% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,298.3 |
2.618 |
3,257.5 |
1.618 |
3,232.5 |
1.000 |
3,217.0 |
0.618 |
3,207.5 |
HIGH |
3,192.0 |
0.618 |
3,182.5 |
0.500 |
3,179.5 |
0.382 |
3,176.6 |
LOW |
3,167.0 |
0.618 |
3,151.6 |
1.000 |
3,142.0 |
1.618 |
3,126.6 |
2.618 |
3,101.6 |
4.250 |
3,060.8 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,185.2 |
3,179.0 |
PP |
3,182.3 |
3,170.0 |
S1 |
3,179.5 |
3,161.0 |
|