Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,860.00 |
1,868.75 |
8.75 |
0.5% |
1,867.25 |
High |
1,868.25 |
1,875.50 |
7.25 |
0.4% |
1,891.00 |
Low |
1,854.00 |
1,858.50 |
4.50 |
0.2% |
1,851.75 |
Close |
1,867.25 |
1,875.00 |
7.75 |
0.4% |
1,867.25 |
Range |
14.25 |
17.00 |
2.75 |
19.3% |
39.25 |
ATR |
17.75 |
17.70 |
-0.05 |
-0.3% |
0.00 |
Volume |
3,785 |
4,897 |
1,112 |
29.4% |
18,348 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.75 |
1,914.75 |
1,884.25 |
|
R3 |
1,903.75 |
1,897.75 |
1,879.75 |
|
R2 |
1,886.75 |
1,886.75 |
1,878.00 |
|
R1 |
1,880.75 |
1,880.75 |
1,876.50 |
1,883.75 |
PP |
1,869.75 |
1,869.75 |
1,869.75 |
1,871.00 |
S1 |
1,863.75 |
1,863.75 |
1,873.50 |
1,866.75 |
S2 |
1,852.75 |
1,852.75 |
1,872.00 |
|
S3 |
1,835.75 |
1,846.75 |
1,870.25 |
|
S4 |
1,818.75 |
1,829.75 |
1,865.75 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.75 |
1,966.75 |
1,888.75 |
|
R3 |
1,948.50 |
1,927.50 |
1,878.00 |
|
R2 |
1,909.25 |
1,909.25 |
1,874.50 |
|
R1 |
1,888.25 |
1,888.25 |
1,870.75 |
1,887.00 |
PP |
1,870.00 |
1,870.00 |
1,870.00 |
1,869.25 |
S1 |
1,849.00 |
1,849.00 |
1,863.75 |
1,847.50 |
S2 |
1,830.75 |
1,830.75 |
1,860.00 |
|
S3 |
1,791.50 |
1,809.75 |
1,856.50 |
|
S4 |
1,752.25 |
1,770.50 |
1,845.75 |
|
|
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% |
59% |
False |
False |
4,310 |
10 |
1,891.00 |
1,847.25 |
43.75 |
2.3% |
17.25 |
0.9% |
63% |
False |
False |
3,453 |
20 |
1,891.00 |
1,836.75 |
54.25 |
2.9% |
16.75 |
0.9% |
71% |
False |
False |
3,014 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.75 |
1.0% |
83% |
False |
False |
3,034 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.50 |
1.0% |
83% |
False |
False |
2,151 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
19.00 |
1.0% |
91% |
False |
False |
1,690 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
16.75 |
0.9% |
91% |
False |
False |
1,382 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
14.75 |
0.8% |
91% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.75 |
2.618 |
1,920.00 |
1.618 |
1,903.00 |
1.000 |
1,892.50 |
0.618 |
1,886.00 |
HIGH |
1,875.50 |
0.618 |
1,869.00 |
0.500 |
1,867.00 |
0.382 |
1,865.00 |
LOW |
1,858.50 |
0.618 |
1,848.00 |
1.000 |
1,841.50 |
1.618 |
1,831.00 |
2.618 |
1,814.00 |
4.250 |
1,786.25 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,872.25 |
1,872.00 |
PP |
1,869.75 |
1,869.25 |
S1 |
1,867.00 |
1,866.50 |
|