Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,288.5 |
1,296.6 |
8.1 |
0.6% |
1,301.4 |
High |
1,305.0 |
1,298.4 |
-6.6 |
-0.5% |
1,315.9 |
Low |
1,283.3 |
1,291.0 |
7.7 |
0.6% |
1,286.9 |
Close |
1,296.6 |
1,295.8 |
-0.8 |
-0.1% |
1,288.4 |
Range |
21.7 |
7.4 |
-14.3 |
-65.9% |
29.0 |
ATR |
16.0 |
15.4 |
-0.6 |
-3.8% |
0.0 |
Volume |
2,942 |
2,667 |
-275 |
-9.3% |
17,174 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.3 |
1,313.9 |
1,299.9 |
|
R3 |
1,309.9 |
1,306.5 |
1,297.8 |
|
R2 |
1,302.5 |
1,302.5 |
1,297.2 |
|
R1 |
1,299.1 |
1,299.1 |
1,296.5 |
1,297.1 |
PP |
1,295.1 |
1,295.1 |
1,295.1 |
1,294.1 |
S1 |
1,291.7 |
1,291.7 |
1,295.1 |
1,289.7 |
S2 |
1,287.7 |
1,287.7 |
1,294.4 |
|
S3 |
1,280.3 |
1,284.3 |
1,293.8 |
|
S4 |
1,272.9 |
1,276.9 |
1,291.7 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.1 |
1,365.2 |
1,304.4 |
|
R3 |
1,355.1 |
1,336.2 |
1,296.4 |
|
R2 |
1,326.1 |
1,326.1 |
1,293.7 |
|
R1 |
1,307.2 |
1,307.2 |
1,291.1 |
1,302.2 |
PP |
1,297.1 |
1,297.1 |
1,297.1 |
1,294.5 |
S1 |
1,278.2 |
1,278.2 |
1,285.7 |
1,273.2 |
S2 |
1,268.1 |
1,268.1 |
1,283.1 |
|
S3 |
1,239.1 |
1,249.2 |
1,280.4 |
|
S4 |
1,210.1 |
1,220.2 |
1,272.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.1 |
1,283.3 |
31.8 |
2.5% |
14.3 |
1.1% |
39% |
False |
False |
3,828 |
10 |
1,315.9 |
1,275.0 |
40.9 |
3.2% |
15.1 |
1.2% |
51% |
False |
False |
2,652 |
20 |
1,327.4 |
1,270.0 |
57.4 |
4.4% |
16.0 |
1.2% |
45% |
False |
False |
1,971 |
40 |
1,367.6 |
1,270.0 |
97.6 |
7.5% |
15.1 |
1.2% |
26% |
False |
False |
1,852 |
60 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
15.3 |
1.2% |
21% |
False |
False |
1,682 |
80 |
1,390.8 |
1,234.7 |
156.1 |
12.0% |
15.3 |
1.2% |
39% |
False |
False |
1,457 |
100 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
15.2 |
1.2% |
54% |
False |
False |
1,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.9 |
2.618 |
1,317.8 |
1.618 |
1,310.4 |
1.000 |
1,305.8 |
0.618 |
1,303.0 |
HIGH |
1,298.4 |
0.618 |
1,295.6 |
0.500 |
1,294.7 |
0.382 |
1,293.8 |
LOW |
1,291.0 |
0.618 |
1,286.4 |
1.000 |
1,283.6 |
1.618 |
1,279.0 |
2.618 |
1,271.6 |
4.250 |
1,259.6 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,295.4 |
1,295.3 |
PP |
1,295.1 |
1,294.7 |
S1 |
1,294.7 |
1,294.2 |
|