| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,149.0 |
3,154.0 |
5.0 |
0.2% |
3,161.0 |
| High |
3,162.0 |
3,163.0 |
1.0 |
0.0% |
3,203.0 |
| Low |
3,124.0 |
3,121.0 |
-3.0 |
-0.1% |
3,124.0 |
| Close |
3,151.0 |
3,158.0 |
7.0 |
0.2% |
3,151.0 |
| Range |
38.0 |
42.0 |
4.0 |
10.5% |
79.0 |
| ATR |
42.1 |
42.1 |
0.0 |
0.0% |
0.0 |
| Volume |
755,135 |
668,071 |
-87,064 |
-11.5% |
4,439,450 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.3 |
3,257.7 |
3,181.1 |
|
| R3 |
3,231.3 |
3,215.7 |
3,169.6 |
|
| R2 |
3,189.3 |
3,189.3 |
3,165.7 |
|
| R1 |
3,173.7 |
3,173.7 |
3,161.9 |
3,181.5 |
| PP |
3,147.3 |
3,147.3 |
3,147.3 |
3,151.3 |
| S1 |
3,131.7 |
3,131.7 |
3,154.2 |
3,139.5 |
| S2 |
3,105.3 |
3,105.3 |
3,150.3 |
|
| S3 |
3,063.3 |
3,089.7 |
3,146.5 |
|
| S4 |
3,021.3 |
3,047.7 |
3,134.9 |
|
|
| 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 |
3,121.0 |
82.0 |
2.6% |
37.0 |
1.2% |
45% |
False |
True |
871,594 |
| 10 |
3,203.0 |
3,095.0 |
108.0 |
3.4% |
37.9 |
1.2% |
58% |
False |
False |
882,344 |
| 20 |
3,203.0 |
3,063.0 |
140.0 |
4.4% |
39.9 |
1.3% |
68% |
False |
False |
839,502 |
| 40 |
3,203.0 |
2,968.0 |
235.0 |
7.4% |
41.7 |
1.3% |
81% |
False |
False |
897,275 |
| 60 |
3,203.0 |
2,902.0 |
301.0 |
9.5% |
42.5 |
1.3% |
85% |
False |
False |
671,543 |
| 80 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
43.8 |
1.4% |
87% |
False |
False |
504,168 |
| 100 |
3,203.0 |
2,868.0 |
335.0 |
10.6% |
41.4 |
1.3% |
87% |
False |
False |
403,445 |
| 120 |
3,203.0 |
2,847.0 |
356.0 |
11.3% |
37.7 |
1.2% |
87% |
False |
False |
336,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,341.5 |
|
2.618 |
3,273.0 |
|
1.618 |
3,231.0 |
|
1.000 |
3,205.0 |
|
0.618 |
3,189.0 |
|
HIGH |
3,163.0 |
|
0.618 |
3,147.0 |
|
0.500 |
3,142.0 |
|
0.382 |
3,137.0 |
|
LOW |
3,121.0 |
|
0.618 |
3,095.0 |
|
1.000 |
3,079.0 |
|
1.618 |
3,053.0 |
|
2.618 |
3,011.0 |
|
4.250 |
2,942.5 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,152.7 |
3,162.0 |
| PP |
3,147.3 |
3,160.7 |
| S1 |
3,142.0 |
3,159.3 |
|