| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,511.22 |
16,376.17 |
-135.05 |
-0.8% |
16,584.82 |
| High |
16,511.22 |
16,544.60 |
33.38 |
0.2% |
16,735.51 |
| Low |
16,341.30 |
16,376.17 |
34.87 |
0.2% |
16,397.46 |
| Close |
16,374.31 |
16,533.06 |
158.75 |
1.0% |
16,491.31 |
| Range |
169.92 |
168.43 |
-1.49 |
-0.9% |
338.05 |
| ATR |
129.37 |
132.29 |
2.92 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,989.90 |
16,929.91 |
16,625.70 |
|
| R3 |
16,821.47 |
16,761.48 |
16,579.38 |
|
| R2 |
16,653.04 |
16,653.04 |
16,563.94 |
|
| R1 |
16,593.05 |
16,593.05 |
16,548.50 |
16,623.05 |
| PP |
16,484.61 |
16,484.61 |
16,484.61 |
16,499.61 |
| S1 |
16,424.62 |
16,424.62 |
16,517.62 |
16,454.62 |
| S2 |
16,316.18 |
16,316.18 |
16,502.18 |
|
| S3 |
16,147.75 |
16,256.19 |
16,486.74 |
|
| S4 |
15,979.32 |
16,087.76 |
16,440.42 |
|
|
| 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 |
16,622.90 |
16,341.30 |
281.60 |
1.7% |
146.52 |
0.9% |
68% |
False |
False |
|
| 10 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
122.58 |
0.7% |
49% |
False |
False |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.6% |
126.96 |
0.8% |
52% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
135.67 |
0.8% |
72% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
143.12 |
0.9% |
72% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
148.37 |
0.9% |
85% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
146.20 |
0.9% |
85% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
141.98 |
0.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,260.43 |
|
2.618 |
16,985.55 |
|
1.618 |
16,817.12 |
|
1.000 |
16,713.03 |
|
0.618 |
16,648.69 |
|
HIGH |
16,544.60 |
|
0.618 |
16,480.26 |
|
0.500 |
16,460.39 |
|
0.382 |
16,440.51 |
|
LOW |
16,376.17 |
|
0.618 |
16,272.08 |
|
1.000 |
16,207.74 |
|
1.618 |
16,103.65 |
|
2.618 |
15,935.22 |
|
4.250 |
15,660.34 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,508.84 |
16,503.02 |
| PP |
16,484.61 |
16,472.99 |
| S1 |
16,460.39 |
16,442.95 |
|