| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,544.49 |
16,607.42 |
62.93 |
0.4% |
16,490.35 |
| High |
16,613.07 |
16,688.69 |
75.62 |
0.5% |
16,613.07 |
| Low |
16,544.49 |
16,607.42 |
62.93 |
0.4% |
16,341.30 |
| Close |
16,606.27 |
16,675.50 |
69.23 |
0.4% |
16,606.27 |
| Range |
68.58 |
81.27 |
12.69 |
18.5% |
271.77 |
| ATR |
124.09 |
121.12 |
-2.98 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,901.01 |
16,869.53 |
16,720.20 |
|
| R3 |
16,819.74 |
16,788.26 |
16,697.85 |
|
| R2 |
16,738.47 |
16,738.47 |
16,690.40 |
|
| R1 |
16,706.99 |
16,706.99 |
16,682.95 |
16,722.73 |
| PP |
16,657.20 |
16,657.20 |
16,657.20 |
16,665.08 |
| S1 |
16,625.72 |
16,625.72 |
16,668.05 |
16,641.46 |
| S2 |
16,575.93 |
16,575.93 |
16,660.60 |
|
| S3 |
16,494.66 |
16,544.45 |
16,653.15 |
|
| S4 |
16,413.39 |
16,463.18 |
16,630.80 |
|
|
| 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 |
16,688.69 |
16,341.30 |
347.39 |
2.1% |
112.80 |
0.7% |
96% |
True |
False |
|
| 10 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
112.04 |
0.7% |
85% |
False |
False |
|
| 20 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
115.93 |
0.7% |
85% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
129.98 |
0.8% |
92% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
140.45 |
0.8% |
92% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
144.98 |
0.9% |
96% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
146.73 |
0.9% |
96% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
141.67 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,034.09 |
|
2.618 |
16,901.45 |
|
1.618 |
16,820.18 |
|
1.000 |
16,769.96 |
|
0.618 |
16,738.91 |
|
HIGH |
16,688.69 |
|
0.618 |
16,657.64 |
|
0.500 |
16,648.06 |
|
0.382 |
16,638.47 |
|
LOW |
16,607.42 |
|
0.618 |
16,557.20 |
|
1.000 |
16,526.15 |
|
1.618 |
16,475.93 |
|
2.618 |
16,394.66 |
|
4.250 |
16,262.02 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,666.35 |
16,646.72 |
| PP |
16,657.20 |
16,617.93 |
| S1 |
16,648.06 |
16,589.15 |
|