| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,490.35 |
16,511.22 |
20.87 |
0.1% |
16,584.82 |
| High |
16,526.26 |
16,511.22 |
-15.04 |
-0.1% |
16,735.51 |
| Low |
16,442.12 |
16,341.30 |
-100.82 |
-0.6% |
16,397.46 |
| Close |
16,511.86 |
16,374.31 |
-137.55 |
-0.8% |
16,491.31 |
| Range |
84.14 |
169.92 |
85.78 |
101.9% |
338.05 |
| ATR |
126.20 |
129.37 |
3.17 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,918.70 |
16,816.43 |
16,467.77 |
|
| R3 |
16,748.78 |
16,646.51 |
16,421.04 |
|
| R2 |
16,578.86 |
16,578.86 |
16,405.46 |
|
| R1 |
16,476.59 |
16,476.59 |
16,389.89 |
16,442.77 |
| PP |
16,408.94 |
16,408.94 |
16,408.94 |
16,392.03 |
| S1 |
16,306.67 |
16,306.67 |
16,358.73 |
16,272.85 |
| S2 |
16,239.02 |
16,239.02 |
16,343.16 |
|
| S3 |
16,069.10 |
16,136.75 |
16,327.58 |
|
| S4 |
15,899.18 |
15,966.83 |
16,280.85 |
|
|
| 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 |
16,717.56 |
16,341.30 |
376.26 |
2.3% |
137.35 |
0.8% |
9% |
False |
True |
|
| 10 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
122.29 |
0.7% |
8% |
False |
True |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.6% |
120.97 |
0.7% |
15% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
134.66 |
0.8% |
50% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
142.10 |
0.9% |
50% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
148.26 |
0.9% |
74% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
145.63 |
0.9% |
74% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.5% |
140.98 |
0.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,233.38 |
|
2.618 |
16,956.07 |
|
1.618 |
16,786.15 |
|
1.000 |
16,681.14 |
|
0.618 |
16,616.23 |
|
HIGH |
16,511.22 |
|
0.618 |
16,446.31 |
|
0.500 |
16,426.26 |
|
0.382 |
16,406.21 |
|
LOW |
16,341.30 |
|
0.618 |
16,236.29 |
|
1.000 |
16,171.38 |
|
1.618 |
16,066.37 |
|
2.618 |
15,896.45 |
|
4.250 |
15,619.14 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,426.26 |
16,433.78 |
| PP |
16,408.94 |
16,413.96 |
| S1 |
16,391.63 |
16,394.13 |
|