| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,532.74 |
16,544.49 |
11.75 |
0.1% |
16,490.35 |
| High |
16,565.39 |
16,613.07 |
47.68 |
0.3% |
16,613.07 |
| Low |
16,489.61 |
16,544.49 |
54.88 |
0.3% |
16,341.30 |
| Close |
16,543.08 |
16,606.27 |
63.19 |
0.4% |
16,606.27 |
| Range |
75.78 |
68.58 |
-7.20 |
-9.5% |
271.77 |
| ATR |
128.26 |
124.09 |
-4.16 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,793.68 |
16,768.56 |
16,643.99 |
|
| R3 |
16,725.10 |
16,699.98 |
16,625.13 |
|
| R2 |
16,656.52 |
16,656.52 |
16,618.84 |
|
| R1 |
16,631.40 |
16,631.40 |
16,612.56 |
16,643.96 |
| PP |
16,587.94 |
16,587.94 |
16,587.94 |
16,594.23 |
| S1 |
16,562.82 |
16,562.82 |
16,599.98 |
16,575.38 |
| S2 |
16,519.36 |
16,519.36 |
16,593.70 |
|
| S3 |
16,450.78 |
16,494.24 |
16,587.41 |
|
| S4 |
16,382.20 |
16,425.66 |
16,568.55 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,335.52 |
17,242.67 |
16,755.74 |
|
| R3 |
17,063.75 |
16,970.90 |
16,681.01 |
|
| R2 |
16,791.98 |
16,791.98 |
16,656.09 |
|
| R1 |
16,699.13 |
16,699.13 |
16,631.18 |
16,745.56 |
| PP |
16,520.21 |
16,520.21 |
16,520.21 |
16,543.43 |
| S1 |
16,427.36 |
16,427.36 |
16,581.36 |
16,473.79 |
| S2 |
16,248.44 |
16,248.44 |
16,556.45 |
|
| S3 |
15,976.67 |
16,155.59 |
16,531.53 |
|
| S4 |
15,704.90 |
15,883.82 |
16,456.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,613.07 |
16,341.30 |
271.77 |
1.6% |
113.37 |
0.7% |
97% |
True |
False |
|
| 10 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
115.91 |
0.7% |
67% |
False |
False |
|
| 20 |
16,735.51 |
16,312.66 |
422.85 |
2.5% |
121.25 |
0.7% |
69% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
131.62 |
0.8% |
82% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
141.98 |
0.9% |
82% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
146.14 |
0.9% |
91% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
146.69 |
0.9% |
91% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
141.92 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,904.54 |
|
2.618 |
16,792.61 |
|
1.618 |
16,724.03 |
|
1.000 |
16,681.65 |
|
0.618 |
16,655.45 |
|
HIGH |
16,613.07 |
|
0.618 |
16,586.87 |
|
0.500 |
16,578.78 |
|
0.382 |
16,570.69 |
|
LOW |
16,544.49 |
|
0.618 |
16,502.11 |
|
1.000 |
16,475.91 |
|
1.618 |
16,433.53 |
|
2.618 |
16,364.95 |
|
4.250 |
16,253.03 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,597.11 |
16,569.05 |
| PP |
16,587.94 |
16,531.84 |
| S1 |
16,578.78 |
16,494.62 |
|