| 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 |
9,963.5 |
9,939.5 |
-24.0 |
-0.2% |
9,632.5 |
| High |
9,974.0 |
9,963.5 |
-10.5 |
-0.1% |
9,782.5 |
| Low |
9,900.5 |
9,920.5 |
20.0 |
0.2% |
9,536.5 |
| Close |
9,929.5 |
9,939.0 |
9.5 |
0.1% |
9,764.0 |
| Range |
73.5 |
43.0 |
-30.5 |
-41.5% |
246.0 |
| ATR |
124.1 |
118.3 |
-5.8 |
-4.7% |
0.0 |
| Volume |
41,188 |
67,389 |
26,201 |
63.6% |
347,635 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,070.0 |
10,047.5 |
9,962.7 |
|
| R3 |
10,027.0 |
10,004.5 |
9,950.8 |
|
| R2 |
9,984.0 |
9,984.0 |
9,946.9 |
|
| R1 |
9,961.5 |
9,961.5 |
9,942.9 |
9,951.3 |
| PP |
9,941.0 |
9,941.0 |
9,941.0 |
9,935.9 |
| S1 |
9,918.5 |
9,918.5 |
9,935.1 |
9,908.3 |
| S2 |
9,898.0 |
9,898.0 |
9,931.1 |
|
| S3 |
9,855.0 |
9,875.5 |
9,927.2 |
|
| S4 |
9,812.0 |
9,832.5 |
9,915.4 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,432.3 |
10,344.2 |
9,899.3 |
|
| R3 |
10,186.3 |
10,098.2 |
9,831.7 |
|
| R2 |
9,940.3 |
9,940.3 |
9,809.1 |
|
| R1 |
9,852.2 |
9,852.2 |
9,786.6 |
9,896.3 |
| PP |
9,694.3 |
9,694.3 |
9,694.3 |
9,716.4 |
| S1 |
9,606.2 |
9,606.2 |
9,741.5 |
9,650.3 |
| S2 |
9,448.3 |
9,448.3 |
9,718.9 |
|
| S3 |
9,202.3 |
9,360.2 |
9,696.4 |
|
| S4 |
8,956.3 |
9,114.2 |
9,628.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,974.0 |
9,692.5 |
281.5 |
2.8% |
63.1 |
0.6% |
88% |
False |
False |
57,126 |
| 10 |
9,974.0 |
9,536.5 |
437.5 |
4.4% |
97.7 |
1.0% |
92% |
False |
False |
74,284 |
| 20 |
9,974.0 |
9,404.0 |
570.0 |
5.7% |
102.4 |
1.0% |
94% |
False |
False |
88,453 |
| 40 |
9,974.0 |
9,102.5 |
871.5 |
8.8% |
121.0 |
1.2% |
96% |
False |
False |
97,652 |
| 60 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
131.2 |
1.3% |
97% |
False |
False |
80,634 |
| 80 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
128.5 |
1.3% |
97% |
False |
False |
60,525 |
| 100 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
127.1 |
1.3% |
97% |
False |
False |
48,448 |
| 120 |
9,974.0 |
8,934.5 |
1,039.5 |
10.5% |
120.8 |
1.2% |
97% |
False |
False |
40,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,146.3 |
|
2.618 |
10,076.1 |
|
1.618 |
10,033.1 |
|
1.000 |
10,006.5 |
|
0.618 |
9,990.1 |
|
HIGH |
9,963.5 |
|
0.618 |
9,947.1 |
|
0.500 |
9,942.0 |
|
0.382 |
9,936.9 |
|
LOW |
9,920.5 |
|
0.618 |
9,893.9 |
|
1.000 |
9,877.5 |
|
1.618 |
9,850.9 |
|
2.618 |
9,807.9 |
|
4.250 |
9,737.8 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,942.0 |
9,935.3 |
| PP |
9,941.0 |
9,931.7 |
| S1 |
9,940.0 |
9,928.0 |
|