| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,447.32 |
16,490.35 |
43.03 |
0.3% |
16,584.82 |
| High |
16,498.99 |
16,526.26 |
27.27 |
0.2% |
16,735.51 |
| Low |
16,414.32 |
16,442.12 |
27.80 |
0.2% |
16,397.46 |
| Close |
16,491.31 |
16,511.86 |
20.55 |
0.1% |
16,491.31 |
| Range |
84.67 |
84.14 |
-0.53 |
-0.6% |
338.05 |
| ATR |
129.44 |
126.20 |
-3.24 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,745.83 |
16,712.99 |
16,558.14 |
|
| R3 |
16,661.69 |
16,628.85 |
16,535.00 |
|
| R2 |
16,577.55 |
16,577.55 |
16,527.29 |
|
| R1 |
16,544.71 |
16,544.71 |
16,519.57 |
16,561.13 |
| PP |
16,493.41 |
16,493.41 |
16,493.41 |
16,501.63 |
| S1 |
16,460.57 |
16,460.57 |
16,504.15 |
16,476.99 |
| S2 |
16,409.27 |
16,409.27 |
16,496.43 |
|
| S3 |
16,325.13 |
16,376.43 |
16,488.72 |
|
| S4 |
16,240.99 |
16,292.29 |
16,465.58 |
|
|
| 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% |
111.28 |
0.7% |
34% |
False |
False |
|
| 10 |
16,735.51 |
16,357.35 |
378.16 |
2.3% |
118.29 |
0.7% |
41% |
False |
False |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.6% |
118.29 |
0.7% |
47% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
134.54 |
0.8% |
69% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
142.56 |
0.9% |
69% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
150.19 |
0.9% |
84% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
144.58 |
0.9% |
84% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
140.02 |
0.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,883.86 |
|
2.618 |
16,746.54 |
|
1.618 |
16,662.40 |
|
1.000 |
16,610.40 |
|
0.618 |
16,578.26 |
|
HIGH |
16,526.26 |
|
0.618 |
16,494.12 |
|
0.500 |
16,484.19 |
|
0.382 |
16,474.26 |
|
LOW |
16,442.12 |
|
0.618 |
16,390.12 |
|
1.000 |
16,357.98 |
|
1.618 |
16,305.98 |
|
2.618 |
16,221.84 |
|
4.250 |
16,084.53 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,502.64 |
16,511.30 |
| PP |
16,493.41 |
16,510.74 |
| S1 |
16,484.19 |
16,510.18 |
|