Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,861.50 |
1,876.75 |
15.25 |
0.8% |
1,867.25 |
High |
1,879.00 |
1,886.50 |
7.50 |
0.4% |
1,891.00 |
Low |
1,859.25 |
1,875.75 |
16.50 |
0.9% |
1,851.75 |
Close |
1,877.50 |
1,882.75 |
5.25 |
0.3% |
1,867.25 |
Range |
19.75 |
10.75 |
-9.00 |
-45.6% |
39.25 |
ATR |
17.97 |
17.45 |
-0.52 |
-2.9% |
0.00 |
Volume |
7,983 |
10,129 |
2,146 |
26.9% |
18,348 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.00 |
1,909.00 |
1,888.75 |
|
R3 |
1,903.25 |
1,898.25 |
1,885.75 |
|
R2 |
1,892.50 |
1,892.50 |
1,884.75 |
|
R1 |
1,887.50 |
1,887.50 |
1,883.75 |
1,890.00 |
PP |
1,881.75 |
1,881.75 |
1,881.75 |
1,883.00 |
S1 |
1,876.75 |
1,876.75 |
1,881.75 |
1,879.25 |
S2 |
1,871.00 |
1,871.00 |
1,880.75 |
|
S3 |
1,860.25 |
1,866.00 |
1,879.75 |
|
S4 |
1,849.50 |
1,855.25 |
1,876.75 |
|
|
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 |
1,886.50 |
1,854.00 |
32.50 |
1.7% |
16.25 |
0.9% |
88% |
True |
False |
6,100 |
10 |
1,891.00 |
1,851.75 |
39.25 |
2.1% |
16.25 |
0.9% |
79% |
False |
False |
4,877 |
20 |
1,891.00 |
1,836.75 |
54.25 |
2.9% |
16.75 |
0.9% |
85% |
False |
False |
3,829 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.25 |
1.0% |
91% |
False |
False |
3,490 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.50 |
1.0% |
91% |
False |
False |
2,511 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
18.75 |
1.0% |
95% |
False |
False |
1,952 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
17.25 |
0.9% |
95% |
False |
False |
1,600 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
15.00 |
0.8% |
95% |
False |
False |
1,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.25 |
2.618 |
1,914.75 |
1.618 |
1,904.00 |
1.000 |
1,897.25 |
0.618 |
1,893.25 |
HIGH |
1,886.50 |
0.618 |
1,882.50 |
0.500 |
1,881.00 |
0.382 |
1,879.75 |
LOW |
1,875.75 |
0.618 |
1,869.00 |
1.000 |
1,865.00 |
1.618 |
1,858.25 |
2.618 |
1,847.50 |
4.250 |
1,830.00 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,882.25 |
1,879.25 |
PP |
1,881.75 |
1,875.50 |
S1 |
1,881.00 |
1,872.00 |
|