Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,876.75 |
1,882.25 |
5.50 |
0.3% |
1,868.75 |
High |
1,886.50 |
1,891.75 |
5.25 |
0.3% |
1,891.75 |
Low |
1,875.75 |
1,882.25 |
6.50 |
0.3% |
1,857.50 |
Close |
1,882.75 |
1,889.50 |
6.75 |
0.4% |
1,889.50 |
Range |
10.75 |
9.50 |
-1.25 |
-11.6% |
34.25 |
ATR |
17.45 |
16.88 |
-0.57 |
-3.3% |
0.00 |
Volume |
10,129 |
5,815 |
-4,314 |
-42.6% |
32,534 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.25 |
1,912.50 |
1,894.75 |
|
R3 |
1,906.75 |
1,903.00 |
1,892.00 |
|
R2 |
1,897.25 |
1,897.25 |
1,891.25 |
|
R1 |
1,893.50 |
1,893.50 |
1,890.25 |
1,895.50 |
PP |
1,887.75 |
1,887.75 |
1,887.75 |
1,888.75 |
S1 |
1,884.00 |
1,884.00 |
1,888.75 |
1,886.00 |
S2 |
1,878.25 |
1,878.25 |
1,887.75 |
|
S3 |
1,868.75 |
1,874.50 |
1,887.00 |
|
S4 |
1,859.25 |
1,865.00 |
1,884.25 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.25 |
1,970.25 |
1,908.25 |
|
R3 |
1,948.00 |
1,936.00 |
1,899.00 |
|
R2 |
1,913.75 |
1,913.75 |
1,895.75 |
|
R1 |
1,901.75 |
1,901.75 |
1,892.75 |
1,907.75 |
PP |
1,879.50 |
1,879.50 |
1,879.50 |
1,882.50 |
S1 |
1,867.50 |
1,867.50 |
1,886.25 |
1,873.50 |
S2 |
1,845.25 |
1,845.25 |
1,883.25 |
|
S3 |
1,811.00 |
1,833.25 |
1,880.00 |
|
S4 |
1,776.75 |
1,799.00 |
1,870.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,891.75 |
1,857.50 |
34.25 |
1.8% |
15.25 |
0.8% |
93% |
True |
False |
6,506 |
10 |
1,891.75 |
1,851.75 |
40.00 |
2.1% |
16.00 |
0.8% |
94% |
True |
False |
5,088 |
20 |
1,891.75 |
1,836.75 |
55.00 |
2.9% |
16.25 |
0.9% |
96% |
True |
False |
3,970 |
40 |
1,891.75 |
1,796.50 |
95.25 |
5.0% |
18.25 |
1.0% |
98% |
True |
False |
3,578 |
60 |
1,891.75 |
1,796.50 |
95.25 |
5.0% |
18.50 |
1.0% |
98% |
True |
False |
2,608 |
80 |
1,891.75 |
1,719.25 |
172.50 |
9.1% |
18.50 |
1.0% |
99% |
True |
False |
2,025 |
100 |
1,891.75 |
1,719.25 |
172.50 |
9.1% |
17.25 |
0.9% |
99% |
True |
False |
1,658 |
120 |
1,891.75 |
1,719.25 |
172.50 |
9.1% |
15.25 |
0.8% |
99% |
True |
False |
1,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.00 |
2.618 |
1,916.50 |
1.618 |
1,907.00 |
1.000 |
1,901.25 |
0.618 |
1,897.50 |
HIGH |
1,891.75 |
0.618 |
1,888.00 |
0.500 |
1,887.00 |
0.382 |
1,886.00 |
LOW |
1,882.25 |
0.618 |
1,876.50 |
1.000 |
1,872.75 |
1.618 |
1,867.00 |
2.618 |
1,857.50 |
4.250 |
1,842.00 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,888.75 |
1,884.75 |
PP |
1,887.75 |
1,880.25 |
S1 |
1,887.00 |
1,875.50 |
|