| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,551.23 |
16,584.82 |
33.59 |
0.2% |
16,509.75 |
| High |
16,588.77 |
16,704.84 |
116.07 |
0.7% |
16,622.95 |
| Low |
16,498.71 |
16,584.82 |
86.11 |
0.5% |
16,357.35 |
| Close |
16,583.34 |
16,695.47 |
112.13 |
0.7% |
16,583.34 |
| Range |
90.06 |
120.02 |
29.96 |
33.3% |
265.60 |
| ATR |
133.48 |
132.62 |
-0.86 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,021.77 |
16,978.64 |
16,761.48 |
|
| R3 |
16,901.75 |
16,858.62 |
16,728.48 |
|
| R2 |
16,781.73 |
16,781.73 |
16,717.47 |
|
| R1 |
16,738.60 |
16,738.60 |
16,706.47 |
16,760.17 |
| PP |
16,661.71 |
16,661.71 |
16,661.71 |
16,672.49 |
| S1 |
16,618.58 |
16,618.58 |
16,684.47 |
16,640.15 |
| S2 |
16,541.69 |
16,541.69 |
16,673.47 |
|
| S3 |
16,421.67 |
16,498.56 |
16,662.46 |
|
| S4 |
16,301.65 |
16,378.54 |
16,629.46 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,318.01 |
17,216.28 |
16,729.42 |
|
| R3 |
17,052.41 |
16,950.68 |
16,656.38 |
|
| R2 |
16,786.81 |
16,786.81 |
16,632.03 |
|
| R1 |
16,685.08 |
16,685.08 |
16,607.69 |
16,735.95 |
| PP |
16,521.21 |
16,521.21 |
16,521.21 |
16,546.65 |
| S1 |
16,419.48 |
16,419.48 |
16,558.99 |
16,470.35 |
| S2 |
16,255.61 |
16,255.61 |
16,534.65 |
|
| S3 |
15,990.01 |
16,153.88 |
16,510.30 |
|
| S4 |
15,724.41 |
15,888.28 |
16,437.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,704.84 |
16,357.35 |
347.49 |
2.1% |
125.29 |
0.8% |
97% |
True |
False |
|
| 10 |
16,704.84 |
16,357.35 |
347.49 |
2.1% |
119.82 |
0.7% |
97% |
True |
False |
|
| 20 |
16,704.84 |
16,028.29 |
676.55 |
4.1% |
124.21 |
0.7% |
99% |
True |
False |
|
| 40 |
16,704.84 |
16,015.32 |
689.52 |
4.1% |
143.73 |
0.9% |
99% |
True |
False |
|
| 60 |
16,704.84 |
15,985.39 |
719.45 |
4.3% |
144.92 |
0.9% |
99% |
True |
False |
|
| 80 |
16,704.84 |
15,340.69 |
1,364.15 |
8.2% |
152.93 |
0.9% |
99% |
True |
False |
|
| 100 |
16,704.84 |
15,340.69 |
1,364.15 |
8.2% |
146.23 |
0.9% |
99% |
True |
False |
|
| 120 |
16,704.84 |
15,340.69 |
1,364.15 |
8.2% |
139.73 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,214.93 |
|
2.618 |
17,019.05 |
|
1.618 |
16,899.03 |
|
1.000 |
16,824.86 |
|
0.618 |
16,779.01 |
|
HIGH |
16,704.84 |
|
0.618 |
16,658.99 |
|
0.500 |
16,644.83 |
|
0.382 |
16,630.67 |
|
LOW |
16,584.82 |
|
0.618 |
16,510.65 |
|
1.000 |
16,464.80 |
|
1.618 |
16,390.63 |
|
2.618 |
16,270.61 |
|
4.250 |
16,074.74 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,678.59 |
16,664.24 |
| PP |
16,661.71 |
16,633.01 |
| S1 |
16,644.83 |
16,601.78 |
|