Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,874.25 |
1,861.50 |
-12.75 |
-0.7% |
1,867.25 |
High |
1,877.00 |
1,879.00 |
2.00 |
0.1% |
1,891.00 |
Low |
1,857.50 |
1,859.25 |
1.75 |
0.1% |
1,851.75 |
Close |
1,860.75 |
1,877.50 |
16.75 |
0.9% |
1,867.25 |
Range |
19.50 |
19.75 |
0.25 |
1.3% |
39.25 |
ATR |
17.83 |
17.97 |
0.14 |
0.8% |
0.00 |
Volume |
3,710 |
7,983 |
4,273 |
115.2% |
18,348 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.25 |
1,924.00 |
1,888.25 |
|
R3 |
1,911.50 |
1,904.25 |
1,883.00 |
|
R2 |
1,891.75 |
1,891.75 |
1,881.00 |
|
R1 |
1,884.50 |
1,884.50 |
1,879.25 |
1,888.00 |
PP |
1,872.00 |
1,872.00 |
1,872.00 |
1,873.75 |
S1 |
1,864.75 |
1,864.75 |
1,875.75 |
1,868.50 |
S2 |
1,852.25 |
1,852.25 |
1,874.00 |
|
S3 |
1,832.50 |
1,845.00 |
1,872.00 |
|
S4 |
1,812.75 |
1,825.25 |
1,866.75 |
|
|
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 |
1,881.00 |
1,851.75 |
29.25 |
1.6% |
20.00 |
1.1% |
88% |
False |
False |
5,475 |
10 |
1,891.00 |
1,851.75 |
39.25 |
2.1% |
17.00 |
0.9% |
66% |
False |
False |
4,189 |
20 |
1,891.00 |
1,836.75 |
54.25 |
2.9% |
17.25 |
0.9% |
75% |
False |
False |
3,446 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.75 |
1.0% |
86% |
False |
False |
3,260 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.50 |
1.0% |
86% |
False |
False |
2,344 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
18.75 |
1.0% |
92% |
False |
False |
1,828 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
17.00 |
0.9% |
92% |
False |
False |
1,498 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
15.00 |
0.8% |
92% |
False |
False |
1,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.00 |
2.618 |
1,930.75 |
1.618 |
1,911.00 |
1.000 |
1,898.75 |
0.618 |
1,891.25 |
HIGH |
1,879.00 |
0.618 |
1,871.50 |
0.500 |
1,869.00 |
0.382 |
1,866.75 |
LOW |
1,859.25 |
0.618 |
1,847.00 |
1.000 |
1,839.50 |
1.618 |
1,827.25 |
2.618 |
1,807.50 |
4.250 |
1,775.25 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,874.75 |
1,874.50 |
PP |
1,872.00 |
1,871.25 |
S1 |
1,869.00 |
1,868.25 |
|