| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,674.98 |
16,637.74 |
-37.24 |
-0.2% |
16,490.35 |
| High |
16,674.98 |
16,698.74 |
23.76 |
0.1% |
16,613.07 |
| Low |
16,620.22 |
16,620.43 |
0.21 |
0.0% |
16,341.30 |
| Close |
16,633.18 |
16,698.74 |
65.56 |
0.4% |
16,606.27 |
| Range |
54.76 |
78.31 |
23.55 |
43.0% |
271.77 |
| ATR |
116.42 |
113.69 |
-2.72 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,907.57 |
16,881.46 |
16,741.81 |
|
| R3 |
16,829.26 |
16,803.15 |
16,720.28 |
|
| R2 |
16,750.95 |
16,750.95 |
16,713.10 |
|
| R1 |
16,724.84 |
16,724.84 |
16,705.92 |
16,737.90 |
| PP |
16,672.64 |
16,672.64 |
16,672.64 |
16,679.16 |
| S1 |
16,646.53 |
16,646.53 |
16,691.56 |
16,659.59 |
| S2 |
16,594.33 |
16,594.33 |
16,684.38 |
|
| S3 |
16,516.02 |
16,568.22 |
16,677.20 |
|
| S4 |
16,437.71 |
16,489.91 |
16,655.67 |
|
|
| 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 |
16,698.74 |
16,489.61 |
209.13 |
1.3% |
71.74 |
0.4% |
100% |
True |
False |
|
| 10 |
16,698.74 |
16,341.30 |
357.44 |
2.1% |
109.13 |
0.7% |
100% |
True |
False |
|
| 20 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
113.10 |
0.7% |
91% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
126.69 |
0.8% |
95% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
134.33 |
0.8% |
95% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
139.36 |
0.8% |
97% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
145.70 |
0.9% |
97% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.4% |
140.16 |
0.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,031.56 |
|
2.618 |
16,903.76 |
|
1.618 |
16,825.45 |
|
1.000 |
16,777.05 |
|
0.618 |
16,747.14 |
|
HIGH |
16,698.74 |
|
0.618 |
16,668.83 |
|
0.500 |
16,659.59 |
|
0.382 |
16,650.34 |
|
LOW |
16,620.43 |
|
0.618 |
16,572.03 |
|
1.000 |
16,542.12 |
|
1.618 |
16,493.72 |
|
2.618 |
16,415.41 |
|
4.250 |
16,287.61 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,685.69 |
16,683.52 |
| PP |
16,672.64 |
16,668.30 |
| S1 |
16,659.59 |
16,653.08 |
|