Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,867.25 |
1,885.75 |
18.50 |
1.0% |
1,866.75 |
High |
1,886.50 |
1,891.00 |
4.50 |
0.2% |
1,877.25 |
Low |
1,867.25 |
1,884.50 |
17.25 |
0.9% |
1,847.25 |
Close |
1,885.50 |
1,887.00 |
1.50 |
0.1% |
1,866.00 |
Range |
19.25 |
6.50 |
-12.75 |
-66.2% |
30.00 |
ATR |
18.22 |
17.38 |
-0.84 |
-4.6% |
0.00 |
Volume |
1,693 |
3,755 |
2,062 |
121.8% |
15,076 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.00 |
1,903.50 |
1,890.50 |
|
R3 |
1,900.50 |
1,897.00 |
1,888.75 |
|
R2 |
1,894.00 |
1,894.00 |
1,888.25 |
|
R1 |
1,890.50 |
1,890.50 |
1,887.50 |
1,892.25 |
PP |
1,887.50 |
1,887.50 |
1,887.50 |
1,888.50 |
S1 |
1,884.00 |
1,884.00 |
1,886.50 |
1,885.75 |
S2 |
1,881.00 |
1,881.00 |
1,885.75 |
|
S3 |
1,874.50 |
1,877.50 |
1,885.25 |
|
S4 |
1,868.00 |
1,871.00 |
1,883.50 |
|
|
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 |
1,891.00 |
1,847.25 |
43.75 |
2.3% |
15.50 |
0.8% |
91% |
True |
False |
3,019 |
10 |
1,891.00 |
1,847.25 |
43.75 |
2.3% |
15.50 |
0.8% |
91% |
True |
False |
2,795 |
20 |
1,891.00 |
1,802.50 |
88.50 |
4.7% |
16.50 |
0.9% |
95% |
True |
False |
2,906 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
19.00 |
1.0% |
96% |
True |
False |
2,663 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.25 |
1.0% |
96% |
True |
False |
1,862 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
18.75 |
1.0% |
98% |
True |
False |
1,469 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
16.50 |
0.9% |
98% |
True |
False |
1,205 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
14.00 |
0.7% |
98% |
True |
False |
1,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.50 |
2.618 |
1,908.00 |
1.618 |
1,901.50 |
1.000 |
1,897.50 |
0.618 |
1,895.00 |
HIGH |
1,891.00 |
0.618 |
1,888.50 |
0.500 |
1,887.75 |
0.382 |
1,887.00 |
LOW |
1,884.50 |
0.618 |
1,880.50 |
1.000 |
1,878.00 |
1.618 |
1,874.00 |
2.618 |
1,867.50 |
4.250 |
1,857.00 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,887.75 |
1,882.50 |
PP |
1,887.50 |
1,877.75 |
S1 |
1,887.25 |
1,873.00 |
|