Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,296.3 |
1,293.5 |
-2.8 |
-0.2% |
1,289.6 |
High |
1,298.1 |
1,305.8 |
7.7 |
0.6% |
1,309.4 |
Low |
1,288.0 |
1,290.0 |
2.0 |
0.2% |
1,278.0 |
Close |
1,293.6 |
1,294.0 |
0.4 |
0.0% |
1,293.6 |
Range |
10.1 |
15.8 |
5.7 |
56.4% |
31.4 |
ATR |
15.9 |
15.8 |
0.0 |
0.0% |
0.0 |
Volume |
26,700 |
7,548 |
-19,152 |
-71.7% |
83,755 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.0 |
1,334.8 |
1,302.7 |
|
R3 |
1,328.2 |
1,319.0 |
1,298.3 |
|
R2 |
1,312.4 |
1,312.4 |
1,296.9 |
|
R1 |
1,303.2 |
1,303.2 |
1,295.4 |
1,307.8 |
PP |
1,296.6 |
1,296.6 |
1,296.6 |
1,298.9 |
S1 |
1,287.4 |
1,287.4 |
1,292.6 |
1,292.0 |
S2 |
1,280.8 |
1,280.8 |
1,291.1 |
|
S3 |
1,265.0 |
1,271.6 |
1,289.7 |
|
S4 |
1,249.2 |
1,255.8 |
1,285.3 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.9 |
1,372.1 |
1,310.9 |
|
R3 |
1,356.5 |
1,340.7 |
1,302.2 |
|
R2 |
1,325.1 |
1,325.1 |
1,299.4 |
|
R1 |
1,309.3 |
1,309.3 |
1,296.5 |
1,317.2 |
PP |
1,293.7 |
1,293.7 |
1,293.7 |
1,297.6 |
S1 |
1,277.9 |
1,277.9 |
1,290.7 |
1,285.8 |
S2 |
1,262.3 |
1,262.3 |
1,287.8 |
|
S3 |
1,230.9 |
1,246.5 |
1,285.0 |
|
S4 |
1,199.5 |
1,215.1 |
1,276.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,309.4 |
1,288.0 |
21.4 |
1.7% |
13.6 |
1.0% |
28% |
False |
False |
14,645 |
10 |
1,315.0 |
1,278.0 |
37.0 |
2.9% |
14.9 |
1.1% |
43% |
False |
False |
18,184 |
20 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
15.8 |
1.2% |
54% |
False |
False |
11,832 |
40 |
1,333.7 |
1,268.5 |
65.2 |
5.0% |
15.5 |
1.2% |
39% |
False |
False |
7,566 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.9 |
1.2% |
21% |
False |
False |
5,818 |
80 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.4 |
1.2% |
35% |
False |
False |
4,812 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
52% |
False |
False |
3,987 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.4 |
1.1% |
52% |
False |
False |
3,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.0 |
2.618 |
1,347.2 |
1.618 |
1,331.4 |
1.000 |
1,321.6 |
0.618 |
1,315.6 |
HIGH |
1,305.8 |
0.618 |
1,299.8 |
0.500 |
1,297.9 |
0.382 |
1,296.0 |
LOW |
1,290.0 |
0.618 |
1,280.2 |
1.000 |
1,274.2 |
1.618 |
1,264.4 |
2.618 |
1,248.6 |
4.250 |
1,222.9 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,297.9 |
1,297.6 |
PP |
1,296.6 |
1,296.4 |
S1 |
1,295.3 |
1,295.2 |
|