| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,852.5 |
6,856.0 |
3.5 |
0.1% |
6,778.0 |
| High |
6,870.5 |
6,880.0 |
9.5 |
0.1% |
6,810.5 |
| Low |
6,837.0 |
6,803.0 |
-34.0 |
-0.5% |
6,734.5 |
| Close |
6,862.5 |
6,820.5 |
-42.0 |
-0.6% |
6,787.0 |
| Range |
33.5 |
77.0 |
43.5 |
129.9% |
76.0 |
| ATR |
56.6 |
58.1 |
1.5 |
2.6% |
0.0 |
| Volume |
137,163 |
118,244 |
-18,919 |
-13.8% |
382,839 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,065.5 |
7,020.0 |
6,863.0 |
|
| R3 |
6,988.5 |
6,943.0 |
6,841.5 |
|
| R2 |
6,911.5 |
6,911.5 |
6,834.5 |
|
| R1 |
6,866.0 |
6,866.0 |
6,827.5 |
6,850.0 |
| PP |
6,834.5 |
6,834.5 |
6,834.5 |
6,826.5 |
| S1 |
6,789.0 |
6,789.0 |
6,813.5 |
6,773.0 |
| S2 |
6,757.5 |
6,757.5 |
6,806.5 |
|
| S3 |
6,680.5 |
6,712.0 |
6,799.5 |
|
| S4 |
6,603.5 |
6,635.0 |
6,778.0 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,005.5 |
6,972.0 |
6,829.0 |
|
| R3 |
6,929.5 |
6,896.0 |
6,808.0 |
|
| R2 |
6,853.5 |
6,853.5 |
6,801.0 |
|
| R1 |
6,820.0 |
6,820.0 |
6,794.0 |
6,837.0 |
| PP |
6,777.5 |
6,777.5 |
6,777.5 |
6,785.5 |
| S1 |
6,744.0 |
6,744.0 |
6,780.0 |
6,761.0 |
| S2 |
6,701.5 |
6,701.5 |
6,773.0 |
|
| S3 |
6,625.5 |
6,668.0 |
6,766.0 |
|
| S4 |
6,549.5 |
6,592.0 |
6,745.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,880.0 |
6,773.0 |
107.0 |
1.6% |
45.5 |
0.7% |
44% |
True |
False |
97,293 |
| 10 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
44.0 |
0.6% |
59% |
True |
False |
98,024 |
| 20 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
53.5 |
0.8% |
86% |
True |
False |
95,499 |
| 40 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
65.0 |
1.0% |
87% |
True |
False |
101,093 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
66.5 |
1.0% |
87% |
True |
False |
77,571 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
62.5 |
0.9% |
90% |
True |
False |
58,208 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
52.0 |
0.8% |
90% |
True |
False |
46,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,207.0 |
|
2.618 |
7,081.5 |
|
1.618 |
7,004.5 |
|
1.000 |
6,957.0 |
|
0.618 |
6,927.5 |
|
HIGH |
6,880.0 |
|
0.618 |
6,850.5 |
|
0.500 |
6,841.5 |
|
0.382 |
6,832.5 |
|
LOW |
6,803.0 |
|
0.618 |
6,755.5 |
|
1.000 |
6,726.0 |
|
1.618 |
6,678.5 |
|
2.618 |
6,601.5 |
|
4.250 |
6,476.0 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,841.5 |
6,841.5 |
| PP |
6,834.5 |
6,834.5 |
| S1 |
6,827.5 |
6,827.5 |
|