Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,306.4 |
1,297.5 |
-8.9 |
-0.7% |
1,288.5 |
High |
1,307.2 |
1,298.1 |
-9.1 |
-0.7% |
1,310.0 |
Low |
1,293.0 |
1,289.4 |
-3.6 |
-0.3% |
1,283.3 |
Close |
1,294.5 |
1,294.2 |
-0.3 |
0.0% |
1,294.2 |
Range |
14.2 |
8.7 |
-5.5 |
-38.7% |
26.7 |
ATR |
15.3 |
14.8 |
-0.5 |
-3.1% |
0.0 |
Volume |
1,619 |
1,860 |
241 |
14.9% |
11,338 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.0 |
1,315.8 |
1,299.0 |
|
R3 |
1,311.3 |
1,307.1 |
1,296.6 |
|
R2 |
1,302.6 |
1,302.6 |
1,295.8 |
|
R1 |
1,298.4 |
1,298.4 |
1,295.0 |
1,296.2 |
PP |
1,293.9 |
1,293.9 |
1,293.9 |
1,292.8 |
S1 |
1,289.7 |
1,289.7 |
1,293.4 |
1,287.5 |
S2 |
1,285.2 |
1,285.2 |
1,292.6 |
|
S3 |
1,276.5 |
1,281.0 |
1,291.8 |
|
S4 |
1,267.8 |
1,272.3 |
1,289.4 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.9 |
1,361.8 |
1,308.9 |
|
R3 |
1,349.2 |
1,335.1 |
1,301.5 |
|
R2 |
1,322.5 |
1,322.5 |
1,299.1 |
|
R1 |
1,308.4 |
1,308.4 |
1,296.6 |
1,315.5 |
PP |
1,295.8 |
1,295.8 |
1,295.8 |
1,299.4 |
S1 |
1,281.7 |
1,281.7 |
1,291.8 |
1,288.8 |
S2 |
1,269.1 |
1,269.1 |
1,289.3 |
|
S3 |
1,242.4 |
1,255.0 |
1,286.9 |
|
S4 |
1,215.7 |
1,228.3 |
1,279.5 |
|
|
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% |
13.4 |
1.0% |
41% |
False |
False |
2,267 |
10 |
1,315.9 |
1,283.3 |
32.6 |
2.5% |
13.2 |
1.0% |
33% |
False |
False |
2,851 |
20 |
1,315.9 |
1,270.0 |
45.9 |
3.5% |
14.8 |
1.1% |
53% |
False |
False |
2,063 |
40 |
1,344.2 |
1,270.0 |
74.2 |
5.7% |
14.6 |
1.1% |
33% |
False |
False |
1,907 |
60 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
15.2 |
1.2% |
20% |
False |
False |
1,724 |
80 |
1,390.8 |
1,234.7 |
156.1 |
12.1% |
15.3 |
1.2% |
38% |
False |
False |
1,510 |
100 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
14.9 |
1.2% |
53% |
False |
False |
1,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.1 |
2.618 |
1,320.9 |
1.618 |
1,312.2 |
1.000 |
1,306.8 |
0.618 |
1,303.5 |
HIGH |
1,298.1 |
0.618 |
1,294.8 |
0.500 |
1,293.8 |
0.382 |
1,292.7 |
LOW |
1,289.4 |
0.618 |
1,284.0 |
1.000 |
1,280.7 |
1.618 |
1,275.3 |
2.618 |
1,266.6 |
4.250 |
1,252.4 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,294.1 |
1,299.7 |
PP |
1,293.9 |
1,297.9 |
S1 |
1,293.8 |
1,296.0 |
|