| 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 |
6,832.5 |
6,850.0 |
17.5 |
0.3% |
6,796.5 |
| High |
6,852.0 |
6,852.5 |
0.5 |
0.0% |
6,880.0 |
| Low |
6,796.0 |
6,786.5 |
-9.5 |
-0.1% |
6,787.0 |
| Close |
6,837.5 |
6,833.5 |
-4.0 |
-0.1% |
6,837.5 |
| Range |
56.0 |
66.0 |
10.0 |
17.9% |
93.0 |
| ATR |
57.9 |
58.5 |
0.6 |
1.0% |
0.0 |
| Volume |
88,577 |
82,025 |
-6,552 |
-7.4% |
501,096 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,022.0 |
6,994.0 |
6,870.0 |
|
| R3 |
6,956.0 |
6,928.0 |
6,851.5 |
|
| R2 |
6,890.0 |
6,890.0 |
6,845.5 |
|
| R1 |
6,862.0 |
6,862.0 |
6,839.5 |
6,843.0 |
| PP |
6,824.0 |
6,824.0 |
6,824.0 |
6,815.0 |
| S1 |
6,796.0 |
6,796.0 |
6,827.5 |
6,777.0 |
| S2 |
6,758.0 |
6,758.0 |
6,821.5 |
|
| S3 |
6,692.0 |
6,730.0 |
6,815.5 |
|
| S4 |
6,626.0 |
6,664.0 |
6,797.0 |
|
|
| 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 |
6,786.5 |
93.5 |
1.4% |
54.0 |
0.8% |
50% |
False |
True |
99,508 |
| 10 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
48.5 |
0.7% |
68% |
False |
False |
96,596 |
| 20 |
6,880.0 |
6,500.0 |
380.0 |
5.6% |
52.5 |
0.8% |
88% |
False |
False |
94,279 |
| 40 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.5 |
0.9% |
90% |
False |
False |
98,775 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
66.5 |
1.0% |
90% |
False |
False |
80,404 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
64.0 |
0.9% |
92% |
False |
False |
60,340 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
53.5 |
0.8% |
92% |
False |
False |
48,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,133.0 |
|
2.618 |
7,025.5 |
|
1.618 |
6,959.5 |
|
1.000 |
6,918.5 |
|
0.618 |
6,893.5 |
|
HIGH |
6,852.5 |
|
0.618 |
6,827.5 |
|
0.500 |
6,819.5 |
|
0.382 |
6,811.5 |
|
LOW |
6,786.5 |
|
0.618 |
6,745.5 |
|
1.000 |
6,720.5 |
|
1.618 |
6,679.5 |
|
2.618 |
6,613.5 |
|
4.250 |
6,506.0 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,829.0 |
6,833.5 |
| PP |
6,824.0 |
6,833.5 |
| S1 |
6,819.5 |
6,833.0 |
|