Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,295.2 |
1,306.4 |
11.2 |
0.9% |
1,301.4 |
High |
1,310.0 |
1,307.2 |
-2.8 |
-0.2% |
1,315.9 |
Low |
1,295.2 |
1,293.0 |
-2.2 |
-0.2% |
1,286.9 |
Close |
1,306.8 |
1,294.5 |
-12.3 |
-0.9% |
1,288.4 |
Range |
14.8 |
14.2 |
-0.6 |
-4.1% |
29.0 |
ATR |
15.3 |
15.3 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,250 |
1,619 |
-631 |
-28.0% |
17,174 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.8 |
1,331.9 |
1,302.3 |
|
R3 |
1,326.6 |
1,317.7 |
1,298.4 |
|
R2 |
1,312.4 |
1,312.4 |
1,297.1 |
|
R1 |
1,303.5 |
1,303.5 |
1,295.8 |
1,300.9 |
PP |
1,298.2 |
1,298.2 |
1,298.2 |
1,296.9 |
S1 |
1,289.3 |
1,289.3 |
1,293.2 |
1,286.7 |
S2 |
1,284.0 |
1,284.0 |
1,291.9 |
|
S3 |
1,269.8 |
1,275.1 |
1,290.6 |
|
S4 |
1,255.6 |
1,260.9 |
1,286.7 |
|
|
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 |
1,310.0 |
1,283.3 |
26.7 |
2.1% |
13.1 |
1.0% |
42% |
False |
False |
2,257 |
10 |
1,315.9 |
1,275.0 |
40.9 |
3.2% |
15.4 |
1.2% |
48% |
False |
False |
2,765 |
20 |
1,315.9 |
1,270.0 |
45.9 |
3.5% |
14.9 |
1.2% |
53% |
False |
False |
2,018 |
40 |
1,344.2 |
1,270.0 |
74.2 |
5.7% |
14.7 |
1.1% |
33% |
False |
False |
1,894 |
60 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
15.3 |
1.2% |
20% |
False |
False |
1,708 |
80 |
1,390.8 |
1,234.7 |
156.1 |
12.1% |
15.3 |
1.2% |
38% |
False |
False |
1,493 |
100 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
15.0 |
1.2% |
53% |
False |
False |
1,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.6 |
2.618 |
1,344.4 |
1.618 |
1,330.2 |
1.000 |
1,321.4 |
0.618 |
1,316.0 |
HIGH |
1,307.2 |
0.618 |
1,301.8 |
0.500 |
1,300.1 |
0.382 |
1,298.4 |
LOW |
1,293.0 |
0.618 |
1,284.2 |
1.000 |
1,278.8 |
1.618 |
1,270.0 |
2.618 |
1,255.8 |
4.250 |
1,232.7 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,300.1 |
1,300.5 |
PP |
1,298.2 |
1,298.5 |
S1 |
1,296.4 |
1,296.5 |
|