| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,637.74 |
16,697.33 |
59.59 |
0.4% |
16,607.42 |
| High |
16,698.74 |
16,721.22 |
22.48 |
0.1% |
16,721.22 |
| Low |
16,620.43 |
16,648.85 |
28.42 |
0.2% |
16,607.42 |
| Close |
16,698.74 |
16,717.17 |
18.43 |
0.1% |
16,717.17 |
| Range |
78.31 |
72.37 |
-5.94 |
-7.6% |
113.80 |
| ATR |
113.69 |
110.74 |
-2.95 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,912.86 |
16,887.38 |
16,756.97 |
|
| R3 |
16,840.49 |
16,815.01 |
16,737.07 |
|
| R2 |
16,768.12 |
16,768.12 |
16,730.44 |
|
| R1 |
16,742.64 |
16,742.64 |
16,723.80 |
16,755.38 |
| PP |
16,695.75 |
16,695.75 |
16,695.75 |
16,702.12 |
| S1 |
16,670.27 |
16,670.27 |
16,710.54 |
16,683.01 |
| S2 |
16,623.38 |
16,623.38 |
16,703.90 |
|
| S3 |
16,551.01 |
16,597.90 |
16,697.27 |
|
| S4 |
16,478.64 |
16,525.53 |
16,677.37 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,023.34 |
16,984.05 |
16,779.76 |
|
| R3 |
16,909.54 |
16,870.25 |
16,748.47 |
|
| R2 |
16,795.74 |
16,795.74 |
16,738.03 |
|
| R1 |
16,756.45 |
16,756.45 |
16,727.60 |
16,776.10 |
| PP |
16,681.94 |
16,681.94 |
16,681.94 |
16,691.76 |
| S1 |
16,642.65 |
16,642.65 |
16,706.74 |
16,662.30 |
| S2 |
16,568.14 |
16,568.14 |
16,696.31 |
|
| S3 |
16,454.34 |
16,528.85 |
16,685.88 |
|
| S4 |
16,340.54 |
16,415.05 |
16,654.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,721.22 |
16,544.49 |
176.73 |
1.1% |
71.06 |
0.4% |
98% |
True |
False |
|
| 10 |
16,721.22 |
16,341.30 |
379.92 |
2.3% |
93.82 |
0.6% |
99% |
True |
False |
|
| 20 |
16,735.51 |
16,341.30 |
394.21 |
2.4% |
112.74 |
0.7% |
95% |
False |
False |
|
| 40 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
126.46 |
0.8% |
97% |
False |
False |
|
| 60 |
16,735.51 |
16,015.32 |
720.19 |
4.3% |
134.49 |
0.8% |
97% |
False |
False |
|
| 80 |
16,735.51 |
15,340.69 |
1,394.82 |
8.3% |
138.70 |
0.8% |
99% |
False |
False |
|
| 100 |
16,735.51 |
15,340.69 |
1,394.82 |
8.3% |
145.15 |
0.9% |
99% |
False |
False |
|
| 120 |
16,735.51 |
15,340.69 |
1,394.82 |
8.3% |
140.04 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,028.79 |
|
2.618 |
16,910.68 |
|
1.618 |
16,838.31 |
|
1.000 |
16,793.59 |
|
0.618 |
16,765.94 |
|
HIGH |
16,721.22 |
|
0.618 |
16,693.57 |
|
0.500 |
16,685.04 |
|
0.382 |
16,676.50 |
|
LOW |
16,648.85 |
|
0.618 |
16,604.13 |
|
1.000 |
16,576.48 |
|
1.618 |
16,531.76 |
|
2.618 |
16,459.39 |
|
4.250 |
16,341.28 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,706.46 |
16,701.69 |
| PP |
16,695.75 |
16,686.20 |
| S1 |
16,685.04 |
16,670.72 |
|