| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,584.82 |
16,695.92 |
111.10 |
0.7% |
16,509.75 |
| High |
16,704.84 |
16,735.51 |
30.67 |
0.2% |
16,622.95 |
| Low |
16,584.82 |
16,695.92 |
111.10 |
0.7% |
16,357.35 |
| Close |
16,695.47 |
16,715.44 |
19.97 |
0.1% |
16,583.34 |
| Range |
120.02 |
39.59 |
-80.43 |
-67.0% |
265.60 |
| ATR |
132.62 |
126.01 |
-6.61 |
-5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,834.39 |
16,814.51 |
16,737.21 |
|
| R3 |
16,794.80 |
16,774.92 |
16,726.33 |
|
| R2 |
16,755.21 |
16,755.21 |
16,722.70 |
|
| R1 |
16,735.33 |
16,735.33 |
16,719.07 |
16,745.27 |
| PP |
16,715.62 |
16,715.62 |
16,715.62 |
16,720.60 |
| S1 |
16,695.74 |
16,695.74 |
16,711.81 |
16,705.68 |
| S2 |
16,676.03 |
16,676.03 |
16,708.18 |
|
| S3 |
16,636.44 |
16,656.15 |
16,704.55 |
|
| S4 |
16,596.85 |
16,616.56 |
16,693.67 |
|
|
| 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 |
16,735.51 |
16,357.35 |
378.16 |
2.3% |
107.24 |
0.6% |
95% |
True |
False |
|
| 10 |
16,735.51 |
16,357.35 |
378.16 |
2.3% |
112.96 |
0.7% |
95% |
True |
False |
|
| 20 |
16,735.51 |
16,063.20 |
672.31 |
4.0% |
118.37 |
0.7% |
97% |
True |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
139.62 |
0.8% |
97% |
True |
False |
|
| 60 |
16,735.51 |
16,006.59 |
728.92 |
4.4% |
142.41 |
0.9% |
97% |
True |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.3% |
152.15 |
0.9% |
99% |
True |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.3% |
145.81 |
0.9% |
99% |
True |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.3% |
139.33 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,903.77 |
|
2.618 |
16,839.16 |
|
1.618 |
16,799.57 |
|
1.000 |
16,775.10 |
|
0.618 |
16,759.98 |
|
HIGH |
16,735.51 |
|
0.618 |
16,720.39 |
|
0.500 |
16,715.72 |
|
0.382 |
16,711.04 |
|
LOW |
16,695.92 |
|
0.618 |
16,671.45 |
|
1.000 |
16,656.33 |
|
1.618 |
16,631.86 |
|
2.618 |
16,592.27 |
|
4.250 |
16,527.66 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,715.72 |
16,682.66 |
| PP |
16,715.62 |
16,649.89 |
| S1 |
16,715.53 |
16,617.11 |
|