| 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 |
6,856.0 |
6,832.5 |
-23.5 |
-0.3% |
6,796.5 |
| High |
6,880.0 |
6,852.0 |
-28.0 |
-0.4% |
6,880.0 |
| Low |
6,803.0 |
6,796.0 |
-7.0 |
-0.1% |
6,787.0 |
| Close |
6,820.5 |
6,837.5 |
17.0 |
0.2% |
6,837.5 |
| Range |
77.0 |
56.0 |
-21.0 |
-27.3% |
93.0 |
| ATR |
58.1 |
57.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
118,244 |
88,577 |
-29,667 |
-25.1% |
501,096 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,996.5 |
6,973.0 |
6,868.5 |
|
| R3 |
6,940.5 |
6,917.0 |
6,853.0 |
|
| R2 |
6,884.5 |
6,884.5 |
6,848.0 |
|
| R1 |
6,861.0 |
6,861.0 |
6,842.5 |
6,873.0 |
| PP |
6,828.5 |
6,828.5 |
6,828.5 |
6,834.5 |
| S1 |
6,805.0 |
6,805.0 |
6,832.5 |
6,817.0 |
| S2 |
6,772.5 |
6,772.5 |
6,827.0 |
|
| S3 |
6,716.5 |
6,749.0 |
6,822.0 |
|
| S4 |
6,660.5 |
6,693.0 |
6,806.5 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,114.0 |
7,068.5 |
6,888.5 |
|
| R3 |
7,021.0 |
6,975.5 |
6,863.0 |
|
| R2 |
6,928.0 |
6,928.0 |
6,854.5 |
|
| R1 |
6,882.5 |
6,882.5 |
6,846.0 |
6,905.0 |
| PP |
6,835.0 |
6,835.0 |
6,835.0 |
6,846.0 |
| S1 |
6,789.5 |
6,789.5 |
6,829.0 |
6,812.0 |
| S2 |
6,742.0 |
6,742.0 |
6,820.5 |
|
| S3 |
6,649.0 |
6,696.5 |
6,812.0 |
|
| S4 |
6,556.0 |
6,603.5 |
6,786.5 |
|
|
| 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 |
6,787.0 |
93.0 |
1.4% |
50.5 |
0.7% |
54% |
False |
False |
100,219 |
| 10 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
46.0 |
0.7% |
71% |
False |
False |
96,460 |
| 20 |
6,880.0 |
6,500.0 |
380.0 |
5.6% |
52.0 |
0.8% |
89% |
False |
False |
94,747 |
| 40 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
62.0 |
0.9% |
91% |
False |
False |
99,274 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
66.0 |
1.0% |
91% |
False |
False |
79,038 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
63.5 |
0.9% |
93% |
False |
False |
59,315 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
53.0 |
0.8% |
93% |
False |
False |
47,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,090.0 |
|
2.618 |
6,998.5 |
|
1.618 |
6,942.5 |
|
1.000 |
6,908.0 |
|
0.618 |
6,886.5 |
|
HIGH |
6,852.0 |
|
0.618 |
6,830.5 |
|
0.500 |
6,824.0 |
|
0.382 |
6,817.5 |
|
LOW |
6,796.0 |
|
0.618 |
6,761.5 |
|
1.000 |
6,740.0 |
|
1.618 |
6,705.5 |
|
2.618 |
6,649.5 |
|
4.250 |
6,558.0 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,833.0 |
6,838.0 |
| PP |
6,828.5 |
6,838.0 |
| S1 |
6,824.0 |
6,837.5 |
|