| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,850.0 |
6,834.0 |
-16.0 |
-0.2% |
6,796.5 |
| High |
6,852.5 |
6,837.0 |
-15.5 |
-0.2% |
6,880.0 |
| Low |
6,786.5 |
6,762.5 |
-24.0 |
-0.4% |
6,787.0 |
| Close |
6,833.5 |
6,786.5 |
-47.0 |
-0.7% |
6,837.5 |
| Range |
66.0 |
74.5 |
8.5 |
12.9% |
93.0 |
| ATR |
58.5 |
59.6 |
1.1 |
2.0% |
0.0 |
| Volume |
82,025 |
78,095 |
-3,930 |
-4.8% |
501,096 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,019.0 |
6,977.0 |
6,827.5 |
|
| R3 |
6,944.5 |
6,902.5 |
6,807.0 |
|
| R2 |
6,870.0 |
6,870.0 |
6,800.0 |
|
| R1 |
6,828.0 |
6,828.0 |
6,793.5 |
6,812.0 |
| PP |
6,795.5 |
6,795.5 |
6,795.5 |
6,787.0 |
| S1 |
6,753.5 |
6,753.5 |
6,779.5 |
6,737.0 |
| S2 |
6,721.0 |
6,721.0 |
6,773.0 |
|
| S3 |
6,646.5 |
6,679.0 |
6,766.0 |
|
| S4 |
6,572.0 |
6,604.5 |
6,745.5 |
|
|
| 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 |
6,762.5 |
117.5 |
1.7% |
61.5 |
0.9% |
20% |
False |
True |
100,820 |
| 10 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
51.0 |
0.8% |
36% |
False |
False |
93,293 |
| 20 |
6,880.0 |
6,595.5 |
284.5 |
4.2% |
51.0 |
0.7% |
67% |
False |
False |
93,231 |
| 40 |
6,880.0 |
6,445.5 |
434.5 |
6.4% |
62.0 |
0.9% |
78% |
False |
False |
97,684 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
66.5 |
1.0% |
79% |
False |
False |
81,703 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
64.5 |
0.9% |
84% |
False |
False |
61,316 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
54.0 |
0.8% |
84% |
False |
False |
49,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,153.5 |
|
2.618 |
7,032.0 |
|
1.618 |
6,957.5 |
|
1.000 |
6,911.5 |
|
0.618 |
6,883.0 |
|
HIGH |
6,837.0 |
|
0.618 |
6,808.5 |
|
0.500 |
6,800.0 |
|
0.382 |
6,791.0 |
|
LOW |
6,762.5 |
|
0.618 |
6,716.5 |
|
1.000 |
6,688.0 |
|
1.618 |
6,642.0 |
|
2.618 |
6,567.5 |
|
4.250 |
6,446.0 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,800.0 |
6,807.5 |
| PP |
6,795.5 |
6,800.5 |
| S1 |
6,791.0 |
6,793.5 |
|