Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,887.00 |
1,878.75 |
-8.25 |
-0.4% |
1,866.75 |
High |
1,889.00 |
1,881.00 |
-8.00 |
-0.4% |
1,877.25 |
Low |
1,874.75 |
1,851.75 |
-23.00 |
-1.2% |
1,847.25 |
Close |
1,878.00 |
1,860.00 |
-18.00 |
-1.0% |
1,866.00 |
Range |
14.25 |
29.25 |
15.00 |
105.3% |
30.00 |
ATR |
17.16 |
18.02 |
0.86 |
5.0% |
0.00 |
Volume |
2,115 |
7,000 |
4,885 |
231.0% |
15,076 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.00 |
1,935.25 |
1,876.00 |
|
R3 |
1,922.75 |
1,906.00 |
1,868.00 |
|
R2 |
1,893.50 |
1,893.50 |
1,865.25 |
|
R1 |
1,876.75 |
1,876.75 |
1,862.75 |
1,870.50 |
PP |
1,864.25 |
1,864.25 |
1,864.25 |
1,861.00 |
S1 |
1,847.50 |
1,847.50 |
1,857.25 |
1,841.25 |
S2 |
1,835.00 |
1,835.00 |
1,854.75 |
|
S3 |
1,805.75 |
1,818.25 |
1,852.00 |
|
S4 |
1,776.50 |
1,789.00 |
1,844.00 |
|
|
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 |
1,891.00 |
1,851.75 |
39.25 |
2.1% |
16.25 |
0.9% |
21% |
False |
True |
3,655 |
10 |
1,891.00 |
1,847.25 |
43.75 |
2.4% |
17.50 |
0.9% |
29% |
False |
False |
3,159 |
20 |
1,891.00 |
1,836.75 |
54.25 |
2.9% |
16.25 |
0.9% |
43% |
False |
False |
2,944 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.1% |
19.00 |
1.0% |
67% |
False |
False |
2,858 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.1% |
18.50 |
1.0% |
67% |
False |
False |
2,011 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
19.00 |
1.0% |
82% |
False |
False |
1,583 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
16.50 |
0.9% |
82% |
False |
False |
1,295 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
14.50 |
0.8% |
82% |
False |
False |
1,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,005.25 |
2.618 |
1,957.50 |
1.618 |
1,928.25 |
1.000 |
1,910.25 |
0.618 |
1,899.00 |
HIGH |
1,881.00 |
0.618 |
1,869.75 |
0.500 |
1,866.50 |
0.382 |
1,863.00 |
LOW |
1,851.75 |
0.618 |
1,833.75 |
1.000 |
1,822.50 |
1.618 |
1,804.50 |
2.618 |
1,775.25 |
4.250 |
1,727.50 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,866.50 |
1,871.50 |
PP |
1,864.25 |
1,867.50 |
S1 |
1,862.00 |
1,863.75 |
|