Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,862.00 |
1,867.25 |
5.25 |
0.3% |
1,866.75 |
High |
1,867.25 |
1,886.50 |
19.25 |
1.0% |
1,877.25 |
Low |
1,855.25 |
1,867.25 |
12.00 |
0.6% |
1,847.25 |
Close |
1,866.00 |
1,885.50 |
19.50 |
1.0% |
1,866.00 |
Range |
12.00 |
19.25 |
7.25 |
60.4% |
30.00 |
ATR |
18.05 |
18.22 |
0.18 |
1.0% |
0.00 |
Volume |
3,712 |
1,693 |
-2,019 |
-54.4% |
15,076 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.50 |
1,930.75 |
1,896.00 |
|
R3 |
1,918.25 |
1,911.50 |
1,890.75 |
|
R2 |
1,899.00 |
1,899.00 |
1,889.00 |
|
R1 |
1,892.25 |
1,892.25 |
1,887.25 |
1,895.50 |
PP |
1,879.75 |
1,879.75 |
1,879.75 |
1,881.50 |
S1 |
1,873.00 |
1,873.00 |
1,883.75 |
1,876.50 |
S2 |
1,860.50 |
1,860.50 |
1,882.00 |
|
S3 |
1,841.25 |
1,853.75 |
1,880.25 |
|
S4 |
1,822.00 |
1,834.50 |
1,875.00 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.50 |
1,939.75 |
1,882.50 |
|
R3 |
1,923.50 |
1,909.75 |
1,874.25 |
|
R2 |
1,893.50 |
1,893.50 |
1,871.50 |
|
R1 |
1,879.75 |
1,879.75 |
1,868.75 |
1,871.50 |
PP |
1,863.50 |
1,863.50 |
1,863.50 |
1,859.50 |
S1 |
1,849.75 |
1,849.75 |
1,863.25 |
1,841.50 |
S2 |
1,833.50 |
1,833.50 |
1,860.50 |
|
S3 |
1,803.50 |
1,819.75 |
1,857.75 |
|
S4 |
1,773.50 |
1,789.75 |
1,849.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,886.50 |
1,847.25 |
39.25 |
2.1% |
18.25 |
1.0% |
97% |
True |
False |
2,597 |
10 |
1,886.50 |
1,847.25 |
39.25 |
2.1% |
15.75 |
0.8% |
97% |
True |
False |
2,802 |
20 |
1,886.50 |
1,796.50 |
90.00 |
4.8% |
17.50 |
0.9% |
99% |
True |
False |
3,024 |
40 |
1,886.50 |
1,796.50 |
90.00 |
4.8% |
19.50 |
1.0% |
99% |
True |
False |
2,582 |
60 |
1,886.50 |
1,796.50 |
90.00 |
4.8% |
18.25 |
1.0% |
99% |
True |
False |
1,802 |
80 |
1,886.50 |
1,719.25 |
167.25 |
8.9% |
18.75 |
1.0% |
99% |
True |
False |
1,423 |
100 |
1,886.50 |
1,719.25 |
167.25 |
8.9% |
16.50 |
0.9% |
99% |
True |
False |
1,167 |
120 |
1,886.50 |
1,719.25 |
167.25 |
8.9% |
14.00 |
0.7% |
99% |
True |
False |
978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.25 |
2.618 |
1,937.00 |
1.618 |
1,917.75 |
1.000 |
1,905.75 |
0.618 |
1,898.50 |
HIGH |
1,886.50 |
0.618 |
1,879.25 |
0.500 |
1,877.00 |
0.382 |
1,874.50 |
LOW |
1,867.25 |
0.618 |
1,855.25 |
1.000 |
1,848.00 |
1.618 |
1,836.00 |
2.618 |
1,816.75 |
4.250 |
1,785.50 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,882.50 |
1,880.50 |
PP |
1,879.75 |
1,875.75 |
S1 |
1,877.00 |
1,871.00 |
|