Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,868.75 |
1,874.25 |
5.50 |
0.3% |
1,867.25 |
High |
1,875.50 |
1,877.00 |
1.50 |
0.1% |
1,891.00 |
Low |
1,858.50 |
1,857.50 |
-1.00 |
-0.1% |
1,851.75 |
Close |
1,875.00 |
1,860.75 |
-14.25 |
-0.8% |
1,867.25 |
Range |
17.00 |
19.50 |
2.50 |
14.7% |
39.25 |
ATR |
17.70 |
17.83 |
0.13 |
0.7% |
0.00 |
Volume |
4,897 |
3,710 |
-1,187 |
-24.2% |
18,348 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.50 |
1,911.75 |
1,871.50 |
|
R3 |
1,904.00 |
1,892.25 |
1,866.00 |
|
R2 |
1,884.50 |
1,884.50 |
1,864.25 |
|
R1 |
1,872.75 |
1,872.75 |
1,862.50 |
1,869.00 |
PP |
1,865.00 |
1,865.00 |
1,865.00 |
1,863.25 |
S1 |
1,853.25 |
1,853.25 |
1,859.00 |
1,849.50 |
S2 |
1,845.50 |
1,845.50 |
1,857.25 |
|
S3 |
1,826.00 |
1,833.75 |
1,855.50 |
|
S4 |
1,806.50 |
1,814.25 |
1,850.00 |
|
|
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 |
1,889.00 |
1,851.75 |
37.25 |
2.0% |
18.75 |
1.0% |
24% |
False |
False |
4,301 |
10 |
1,891.00 |
1,847.25 |
43.75 |
2.4% |
17.25 |
0.9% |
31% |
False |
False |
3,660 |
20 |
1,891.00 |
1,836.75 |
54.25 |
2.9% |
16.75 |
0.9% |
44% |
False |
False |
3,120 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.1% |
18.50 |
1.0% |
68% |
False |
False |
3,095 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.1% |
18.50 |
1.0% |
68% |
False |
False |
2,212 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
18.75 |
1.0% |
82% |
False |
False |
1,736 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
17.00 |
0.9% |
82% |
False |
False |
1,419 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
14.75 |
0.8% |
82% |
False |
False |
1,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,960.00 |
2.618 |
1,928.00 |
1.618 |
1,908.50 |
1.000 |
1,896.50 |
0.618 |
1,889.00 |
HIGH |
1,877.00 |
0.618 |
1,869.50 |
0.500 |
1,867.25 |
0.382 |
1,865.00 |
LOW |
1,857.50 |
0.618 |
1,845.50 |
1.000 |
1,838.00 |
1.618 |
1,826.00 |
2.618 |
1,806.50 |
4.250 |
1,774.50 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,867.25 |
1,865.50 |
PP |
1,865.00 |
1,864.00 |
S1 |
1,863.00 |
1,862.25 |
|