| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,187.0 |
3,149.0 |
-38.0 |
-1.2% |
3,161.0 |
| High |
3,203.0 |
3,162.0 |
-41.0 |
-1.3% |
3,203.0 |
| Low |
3,135.0 |
3,124.0 |
-11.0 |
-0.4% |
3,124.0 |
| Close |
3,140.0 |
3,151.0 |
11.0 |
0.4% |
3,151.0 |
| Range |
68.0 |
38.0 |
-30.0 |
-44.1% |
79.0 |
| ATR |
42.4 |
42.1 |
-0.3 |
-0.7% |
0.0 |
| Volume |
979,662 |
755,135 |
-224,527 |
-22.9% |
4,439,450 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,259.7 |
3,243.3 |
3,171.9 |
|
| R3 |
3,221.7 |
3,205.3 |
3,161.5 |
|
| R2 |
3,183.7 |
3,183.7 |
3,158.0 |
|
| R1 |
3,167.3 |
3,167.3 |
3,154.5 |
3,175.5 |
| PP |
3,145.7 |
3,145.7 |
3,145.7 |
3,149.8 |
| S1 |
3,129.3 |
3,129.3 |
3,147.5 |
3,137.5 |
| S2 |
3,107.7 |
3,107.7 |
3,144.0 |
|
| S3 |
3,069.7 |
3,091.3 |
3,140.6 |
|
| S4 |
3,031.7 |
3,053.3 |
3,130.1 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.3 |
3,352.7 |
3,194.5 |
|
| R3 |
3,317.3 |
3,273.7 |
3,172.7 |
|
| R2 |
3,238.3 |
3,238.3 |
3,165.5 |
|
| R1 |
3,194.7 |
3,194.7 |
3,158.2 |
3,177.0 |
| PP |
3,159.3 |
3,159.3 |
3,159.3 |
3,150.5 |
| S1 |
3,115.7 |
3,115.7 |
3,143.8 |
3,098.0 |
| S2 |
3,080.3 |
3,080.3 |
3,136.5 |
|
| S3 |
3,001.3 |
3,036.7 |
3,129.3 |
|
| S4 |
2,922.3 |
2,957.7 |
3,107.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,203.0 |
3,124.0 |
79.0 |
2.5% |
35.2 |
1.1% |
34% |
False |
True |
887,890 |
| 10 |
3,203.0 |
3,090.0 |
113.0 |
3.6% |
38.6 |
1.2% |
54% |
False |
False |
890,596 |
| 20 |
3,203.0 |
3,054.0 |
149.0 |
4.7% |
39.8 |
1.3% |
65% |
False |
False |
848,064 |
| 40 |
3,203.0 |
2,961.0 |
242.0 |
7.7% |
42.3 |
1.3% |
79% |
False |
False |
910,192 |
| 60 |
3,203.0 |
2,902.0 |
301.0 |
9.6% |
42.2 |
1.3% |
83% |
False |
False |
660,412 |
| 80 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
43.6 |
1.4% |
84% |
False |
False |
495,819 |
| 100 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
41.2 |
1.3% |
84% |
False |
False |
396,765 |
| 120 |
3,203.0 |
2,847.0 |
356.0 |
11.3% |
37.4 |
1.2% |
85% |
False |
False |
330,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,323.5 |
|
2.618 |
3,261.5 |
|
1.618 |
3,223.5 |
|
1.000 |
3,200.0 |
|
0.618 |
3,185.5 |
|
HIGH |
3,162.0 |
|
0.618 |
3,147.5 |
|
0.500 |
3,143.0 |
|
0.382 |
3,138.5 |
|
LOW |
3,124.0 |
|
0.618 |
3,100.5 |
|
1.000 |
3,086.0 |
|
1.618 |
3,062.5 |
|
2.618 |
3,024.5 |
|
4.250 |
2,962.5 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,148.3 |
3,163.5 |
| PP |
3,145.7 |
3,159.3 |
| S1 |
3,143.0 |
3,155.2 |
|