| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,716.08 |
16,613.52 |
-102.56 |
-0.6% |
16,509.75 |
| High |
16,717.56 |
16,622.90 |
-94.66 |
-0.6% |
16,622.95 |
| Low |
16,595.00 |
16,397.46 |
-197.54 |
-1.2% |
16,357.35 |
| Close |
16,613.97 |
16,446.81 |
-167.16 |
-1.0% |
16,583.34 |
| Range |
122.56 |
225.44 |
102.88 |
83.9% |
265.60 |
| ATR |
125.76 |
132.88 |
7.12 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,165.38 |
17,031.53 |
16,570.80 |
|
| R3 |
16,939.94 |
16,806.09 |
16,508.81 |
|
| R2 |
16,714.50 |
16,714.50 |
16,488.14 |
|
| R1 |
16,580.65 |
16,580.65 |
16,467.48 |
16,534.86 |
| PP |
16,489.06 |
16,489.06 |
16,489.06 |
16,466.16 |
| S1 |
16,355.21 |
16,355.21 |
16,426.14 |
16,309.42 |
| S2 |
16,263.62 |
16,263.62 |
16,405.48 |
|
| S3 |
16,038.18 |
16,129.77 |
16,384.81 |
|
| S4 |
15,812.74 |
15,904.33 |
16,322.82 |
|
|
| 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 |
16,397.46 |
338.05 |
2.1% |
119.53 |
0.7% |
15% |
False |
True |
|
| 10 |
16,735.51 |
16,357.35 |
378.16 |
2.3% |
131.66 |
0.8% |
24% |
False |
False |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.6% |
117.35 |
0.7% |
32% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
139.30 |
0.8% |
60% |
False |
False |
|
| 60 |
16,735.51 |
16,006.59 |
728.92 |
4.4% |
143.97 |
0.9% |
60% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
152.49 |
0.9% |
79% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
144.92 |
0.9% |
79% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
140.28 |
0.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,581.02 |
|
2.618 |
17,213.10 |
|
1.618 |
16,987.66 |
|
1.000 |
16,848.34 |
|
0.618 |
16,762.22 |
|
HIGH |
16,622.90 |
|
0.618 |
16,536.78 |
|
0.500 |
16,510.18 |
|
0.382 |
16,483.58 |
|
LOW |
16,397.46 |
|
0.618 |
16,258.14 |
|
1.000 |
16,172.02 |
|
1.618 |
16,032.70 |
|
2.618 |
15,807.26 |
|
4.250 |
15,439.34 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,510.18 |
16,566.49 |
| PP |
16,489.06 |
16,526.59 |
| S1 |
16,467.93 |
16,486.70 |
|