Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.5 |
1,292.9 |
-0.6 |
0.0% |
1,289.6 |
High |
1,305.8 |
1,297.2 |
-8.6 |
-0.7% |
1,309.4 |
Low |
1,290.0 |
1,286.2 |
-3.8 |
-0.3% |
1,278.0 |
Close |
1,294.0 |
1,294.8 |
0.8 |
0.1% |
1,293.6 |
Range |
15.8 |
11.0 |
-4.8 |
-30.4% |
31.4 |
ATR |
15.8 |
15.5 |
-0.3 |
-2.2% |
0.0 |
Volume |
7,548 |
16,737 |
9,189 |
121.7% |
83,755 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.7 |
1,321.3 |
1,300.9 |
|
R3 |
1,314.7 |
1,310.3 |
1,297.8 |
|
R2 |
1,303.7 |
1,303.7 |
1,296.8 |
|
R1 |
1,299.3 |
1,299.3 |
1,295.8 |
1,301.5 |
PP |
1,292.7 |
1,292.7 |
1,292.7 |
1,293.9 |
S1 |
1,288.3 |
1,288.3 |
1,293.8 |
1,290.5 |
S2 |
1,281.7 |
1,281.7 |
1,292.8 |
|
S3 |
1,270.7 |
1,277.3 |
1,291.8 |
|
S4 |
1,259.7 |
1,266.3 |
1,288.8 |
|
|
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 |
1,286.2 |
23.2 |
1.8% |
13.9 |
1.1% |
37% |
False |
True |
14,507 |
10 |
1,315.0 |
1,278.0 |
37.0 |
2.9% |
15.0 |
1.2% |
45% |
False |
False |
18,484 |
20 |
1,315.7 |
1,268.5 |
47.2 |
3.6% |
15.6 |
1.2% |
56% |
False |
False |
12,602 |
40 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
15.1 |
1.2% |
42% |
False |
False |
7,904 |
60 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.7 |
1.2% |
21% |
False |
False |
6,037 |
80 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.4 |
1.2% |
36% |
False |
False |
5,014 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.4 |
1.1% |
53% |
False |
False |
4,153 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.4 |
1.1% |
53% |
False |
False |
3,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.0 |
2.618 |
1,326.0 |
1.618 |
1,315.0 |
1.000 |
1,308.2 |
0.618 |
1,304.0 |
HIGH |
1,297.2 |
0.618 |
1,293.0 |
0.500 |
1,291.7 |
0.382 |
1,290.4 |
LOW |
1,286.2 |
0.618 |
1,279.4 |
1.000 |
1,275.2 |
1.618 |
1,268.4 |
2.618 |
1,257.4 |
4.250 |
1,239.5 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.8 |
1,296.0 |
PP |
1,292.7 |
1,295.6 |
S1 |
1,291.7 |
1,295.2 |
|