| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,613.52 |
16,447.32 |
-166.20 |
-1.0% |
16,584.82 |
| High |
16,622.90 |
16,498.99 |
-123.91 |
-0.7% |
16,735.51 |
| Low |
16,397.46 |
16,414.32 |
16.86 |
0.1% |
16,397.46 |
| Close |
16,446.81 |
16,491.31 |
44.50 |
0.3% |
16,491.31 |
| Range |
225.44 |
84.67 |
-140.77 |
-62.4% |
338.05 |
| ATR |
132.88 |
129.44 |
-3.44 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,722.22 |
16,691.43 |
16,537.88 |
|
| R3 |
16,637.55 |
16,606.76 |
16,514.59 |
|
| R2 |
16,552.88 |
16,552.88 |
16,506.83 |
|
| R1 |
16,522.09 |
16,522.09 |
16,499.07 |
16,537.49 |
| PP |
16,468.21 |
16,468.21 |
16,468.21 |
16,475.90 |
| S1 |
16,437.42 |
16,437.42 |
16,483.55 |
16,452.82 |
| S2 |
16,383.54 |
16,383.54 |
16,475.79 |
|
| S3 |
16,298.87 |
16,352.75 |
16,468.03 |
|
| S4 |
16,214.20 |
16,268.08 |
16,444.74 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,555.58 |
17,361.49 |
16,677.24 |
|
| R3 |
17,217.53 |
17,023.44 |
16,584.27 |
|
| R2 |
16,879.48 |
16,879.48 |
16,553.29 |
|
| R1 |
16,685.39 |
16,685.39 |
16,522.30 |
16,613.41 |
| PP |
16,541.43 |
16,541.43 |
16,541.43 |
16,505.44 |
| S1 |
16,347.34 |
16,347.34 |
16,460.32 |
16,275.36 |
| S2 |
16,203.38 |
16,203.38 |
16,429.33 |
|
| S3 |
15,865.33 |
16,009.29 |
16,398.35 |
|
| S4 |
15,527.28 |
15,671.24 |
16,305.38 |
|
|
| 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 |
2.0% |
118.46 |
0.7% |
28% |
False |
False |
|
| 10 |
16,735.51 |
16,357.35 |
378.16 |
2.3% |
126.96 |
0.8% |
35% |
False |
False |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.6% |
116.97 |
0.7% |
42% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
136.57 |
0.8% |
66% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
142.80 |
0.9% |
66% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
152.04 |
0.9% |
82% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
144.67 |
0.9% |
82% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
140.09 |
0.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,858.84 |
|
2.618 |
16,720.66 |
|
1.618 |
16,635.99 |
|
1.000 |
16,583.66 |
|
0.618 |
16,551.32 |
|
HIGH |
16,498.99 |
|
0.618 |
16,466.65 |
|
0.500 |
16,456.66 |
|
0.382 |
16,446.66 |
|
LOW |
16,414.32 |
|
0.618 |
16,361.99 |
|
1.000 |
16,329.65 |
|
1.618 |
16,277.32 |
|
2.618 |
16,192.65 |
|
4.250 |
16,054.47 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,479.76 |
16,557.51 |
| PP |
16,468.21 |
16,535.44 |
| S1 |
16,456.66 |
16,513.38 |
|