| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,376.17 |
16,532.74 |
156.57 |
1.0% |
16,584.82 |
| High |
16,544.60 |
16,565.39 |
20.79 |
0.1% |
16,735.51 |
| Low |
16,376.17 |
16,489.61 |
113.44 |
0.7% |
16,397.46 |
| Close |
16,533.06 |
16,543.08 |
10.02 |
0.1% |
16,491.31 |
| Range |
168.43 |
75.78 |
-92.65 |
-55.0% |
338.05 |
| ATR |
132.29 |
128.26 |
-4.04 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760.03 |
16,727.34 |
16,584.76 |
|
| R3 |
16,684.25 |
16,651.56 |
16,563.92 |
|
| R2 |
16,608.47 |
16,608.47 |
16,556.97 |
|
| R1 |
16,575.78 |
16,575.78 |
16,550.03 |
16,592.13 |
| PP |
16,532.69 |
16,532.69 |
16,532.69 |
16,540.87 |
| S1 |
16,500.00 |
16,500.00 |
16,536.13 |
16,516.35 |
| S2 |
16,456.91 |
16,456.91 |
16,529.19 |
|
| S3 |
16,381.13 |
16,424.22 |
16,522.24 |
|
| S4 |
16,305.35 |
16,348.44 |
16,501.40 |
|
|
| 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 |
16,565.39 |
16,341.30 |
224.09 |
1.4% |
116.59 |
0.7% |
90% |
True |
False |
|
| 10 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
118.06 |
0.7% |
51% |
False |
False |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.6% |
126.30 |
0.8% |
54% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
132.64 |
0.8% |
73% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.4% |
142.78 |
0.9% |
73% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
148.01 |
0.9% |
86% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
146.28 |
0.9% |
86% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
142.19 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,887.46 |
|
2.618 |
16,763.78 |
|
1.618 |
16,688.00 |
|
1.000 |
16,641.17 |
|
0.618 |
16,612.22 |
|
HIGH |
16,565.39 |
|
0.618 |
16,536.44 |
|
0.500 |
16,527.50 |
|
0.382 |
16,518.56 |
|
LOW |
16,489.61 |
|
0.618 |
16,442.78 |
|
1.000 |
16,413.83 |
|
1.618 |
16,367.00 |
|
2.618 |
16,291.22 |
|
4.250 |
16,167.55 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,537.89 |
16,513.17 |
| PP |
16,532.69 |
16,483.26 |
| S1 |
16,527.50 |
16,453.35 |
|