| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,695.92 |
16,716.08 |
20.16 |
0.1% |
16,509.75 |
| High |
16,735.51 |
16,717.56 |
-17.95 |
-0.1% |
16,622.95 |
| Low |
16,695.92 |
16,595.00 |
-100.92 |
-0.6% |
16,357.35 |
| Close |
16,715.44 |
16,613.97 |
-101.47 |
-0.6% |
16,583.34 |
| Range |
39.59 |
122.56 |
82.97 |
209.6% |
265.60 |
| ATR |
126.01 |
125.76 |
-0.25 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,009.86 |
16,934.47 |
16,681.38 |
|
| R3 |
16,887.30 |
16,811.91 |
16,647.67 |
|
| R2 |
16,764.74 |
16,764.74 |
16,636.44 |
|
| R1 |
16,689.35 |
16,689.35 |
16,625.20 |
16,665.77 |
| PP |
16,642.18 |
16,642.18 |
16,642.18 |
16,630.38 |
| S1 |
16,566.79 |
16,566.79 |
16,602.74 |
16,543.21 |
| S2 |
16,519.62 |
16,519.62 |
16,591.50 |
|
| S3 |
16,397.06 |
16,444.23 |
16,580.27 |
|
| S4 |
16,274.50 |
16,321.67 |
16,546.56 |
|
|
| 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 |
16,498.71 |
236.80 |
1.4% |
98.63 |
0.6% |
49% |
False |
False |
|
| 10 |
16,735.51 |
16,357.35 |
378.16 |
2.3% |
117.07 |
0.7% |
68% |
False |
False |
|
| 20 |
16,735.51 |
16,266.23 |
469.28 |
2.8% |
114.01 |
0.7% |
74% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
139.59 |
0.8% |
83% |
False |
False |
|
| 60 |
16,735.51 |
16,006.59 |
728.92 |
4.4% |
143.45 |
0.9% |
83% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
152.22 |
0.9% |
91% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
143.39 |
0.9% |
91% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
139.67 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,238.44 |
|
2.618 |
17,038.42 |
|
1.618 |
16,915.86 |
|
1.000 |
16,840.12 |
|
0.618 |
16,793.30 |
|
HIGH |
16,717.56 |
|
0.618 |
16,670.74 |
|
0.500 |
16,656.28 |
|
0.382 |
16,641.82 |
|
LOW |
16,595.00 |
|
0.618 |
16,519.26 |
|
1.000 |
16,472.44 |
|
1.618 |
16,396.70 |
|
2.618 |
16,274.14 |
|
4.250 |
16,074.12 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,656.28 |
16,660.17 |
| PP |
16,642.18 |
16,644.77 |
| S1 |
16,628.07 |
16,629.37 |
|