| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,607.42 |
16,674.98 |
67.56 |
0.4% |
16,490.35 |
| High |
16,688.69 |
16,674.98 |
-13.71 |
-0.1% |
16,613.07 |
| Low |
16,607.42 |
16,620.22 |
12.80 |
0.1% |
16,341.30 |
| Close |
16,675.50 |
16,633.18 |
-42.32 |
-0.3% |
16,606.27 |
| Range |
81.27 |
54.76 |
-26.51 |
-32.6% |
271.77 |
| ATR |
121.12 |
116.42 |
-4.70 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,807.07 |
16,774.89 |
16,663.30 |
|
| R3 |
16,752.31 |
16,720.13 |
16,648.24 |
|
| R2 |
16,697.55 |
16,697.55 |
16,643.22 |
|
| R1 |
16,665.37 |
16,665.37 |
16,638.20 |
16,654.08 |
| PP |
16,642.79 |
16,642.79 |
16,642.79 |
16,637.15 |
| S1 |
16,610.61 |
16,610.61 |
16,628.16 |
16,599.32 |
| S2 |
16,588.03 |
16,588.03 |
16,623.14 |
|
| S3 |
16,533.27 |
16,555.85 |
16,618.12 |
|
| S4 |
16,478.51 |
16,501.09 |
16,603.06 |
|
|
| 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 |
16,376.17 |
312.52 |
1.9% |
89.76 |
0.5% |
82% |
False |
False |
|
| 10 |
16,717.56 |
16,341.30 |
376.26 |
2.3% |
113.56 |
0.7% |
78% |
False |
False |
|
| 20 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
113.26 |
0.7% |
74% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
127.43 |
0.8% |
86% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
137.19 |
0.8% |
86% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
142.79 |
0.9% |
93% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
145.71 |
0.9% |
93% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
140.91 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,907.71 |
|
2.618 |
16,818.34 |
|
1.618 |
16,763.58 |
|
1.000 |
16,729.74 |
|
0.618 |
16,708.82 |
|
HIGH |
16,674.98 |
|
0.618 |
16,654.06 |
|
0.500 |
16,647.60 |
|
0.382 |
16,641.14 |
|
LOW |
16,620.22 |
|
0.618 |
16,586.38 |
|
1.000 |
16,565.46 |
|
1.618 |
16,531.62 |
|
2.618 |
16,476.86 |
|
4.250 |
16,387.49 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,647.60 |
16,627.65 |
| PP |
16,642.79 |
16,622.12 |
| S1 |
16,637.99 |
16,616.59 |
|