| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,146.0 |
3,186.0 |
40.0 |
1.3% |
3,161.0 |
| High |
3,181.0 |
3,187.0 |
6.0 |
0.2% |
3,203.0 |
| Low |
3,133.0 |
3,163.0 |
30.0 |
1.0% |
3,124.0 |
| Close |
3,174.0 |
3,180.0 |
6.0 |
0.2% |
3,151.0 |
| Range |
48.0 |
24.0 |
-24.0 |
-50.0% |
79.0 |
| ATR |
42.0 |
40.7 |
-1.3 |
-3.1% |
0.0 |
| Volume |
637,207 |
550,903 |
-86,304 |
-13.5% |
4,439,450 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,238.3 |
3,193.2 |
|
| R3 |
3,224.7 |
3,214.3 |
3,186.6 |
|
| R2 |
3,200.7 |
3,200.7 |
3,184.4 |
|
| R1 |
3,190.3 |
3,190.3 |
3,182.2 |
3,183.5 |
| PP |
3,176.7 |
3,176.7 |
3,176.7 |
3,173.3 |
| S1 |
3,166.3 |
3,166.3 |
3,177.8 |
3,159.5 |
| S2 |
3,152.7 |
3,152.7 |
3,175.6 |
|
| S3 |
3,128.7 |
3,142.3 |
3,173.4 |
|
| S4 |
3,104.7 |
3,118.3 |
3,166.8 |
|
|
| 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 |
3,187.0 |
3,121.0 |
66.0 |
2.1% |
37.2 |
1.2% |
89% |
True |
False |
677,125 |
| 10 |
3,203.0 |
3,121.0 |
82.0 |
2.6% |
35.1 |
1.1% |
72% |
False |
False |
777,861 |
| 20 |
3,203.0 |
3,080.0 |
123.0 |
3.9% |
38.9 |
1.2% |
81% |
False |
False |
817,706 |
| 40 |
3,203.0 |
2,978.0 |
225.0 |
7.1% |
40.5 |
1.3% |
90% |
False |
False |
874,539 |
| 60 |
3,203.0 |
2,902.0 |
301.0 |
9.5% |
42.6 |
1.3% |
92% |
False |
False |
704,241 |
| 80 |
3,203.0 |
2,868.0 |
335.0 |
10.5% |
42.7 |
1.3% |
93% |
False |
False |
528,628 |
| 100 |
3,203.0 |
2,868.0 |
335.0 |
10.5% |
41.5 |
1.3% |
93% |
False |
False |
423,043 |
| 120 |
3,203.0 |
2,847.0 |
356.0 |
11.2% |
38.4 |
1.2% |
94% |
False |
False |
352,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,289.0 |
|
2.618 |
3,249.8 |
|
1.618 |
3,225.8 |
|
1.000 |
3,211.0 |
|
0.618 |
3,201.8 |
|
HIGH |
3,187.0 |
|
0.618 |
3,177.8 |
|
0.500 |
3,175.0 |
|
0.382 |
3,172.2 |
|
LOW |
3,163.0 |
|
0.618 |
3,148.2 |
|
1.000 |
3,139.0 |
|
1.618 |
3,124.2 |
|
2.618 |
3,100.2 |
|
4.250 |
3,061.0 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,178.3 |
3,173.3 |
| PP |
3,176.7 |
3,166.7 |
| S1 |
3,175.0 |
3,160.0 |
|