| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,834.0 |
6,777.0 |
-57.0 |
-0.8% |
6,796.5 |
| High |
6,837.0 |
6,816.5 |
-20.5 |
-0.3% |
6,880.0 |
| Low |
6,762.5 |
6,771.5 |
9.0 |
0.1% |
6,787.0 |
| Close |
6,786.5 |
6,806.5 |
20.0 |
0.3% |
6,837.5 |
| Range |
74.5 |
45.0 |
-29.5 |
-39.6% |
93.0 |
| ATR |
59.6 |
58.6 |
-1.0 |
-1.8% |
0.0 |
| Volume |
78,095 |
70,553 |
-7,542 |
-9.7% |
501,096 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,933.0 |
6,915.0 |
6,831.0 |
|
| R3 |
6,888.0 |
6,870.0 |
6,819.0 |
|
| R2 |
6,843.0 |
6,843.0 |
6,815.0 |
|
| R1 |
6,825.0 |
6,825.0 |
6,810.5 |
6,834.0 |
| PP |
6,798.0 |
6,798.0 |
6,798.0 |
6,803.0 |
| S1 |
6,780.0 |
6,780.0 |
6,802.5 |
6,789.0 |
| S2 |
6,753.0 |
6,753.0 |
6,798.0 |
|
| S3 |
6,708.0 |
6,735.0 |
6,794.0 |
|
| S4 |
6,663.0 |
6,690.0 |
6,782.0 |
|
|
| 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 |
6,762.5 |
117.5 |
1.7% |
63.5 |
0.9% |
37% |
False |
False |
87,498 |
| 10 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
51.5 |
0.8% |
37% |
False |
False |
88,806 |
| 20 |
6,880.0 |
6,613.0 |
267.0 |
3.9% |
50.0 |
0.7% |
72% |
False |
False |
93,445 |
| 40 |
6,880.0 |
6,445.5 |
434.5 |
6.4% |
61.5 |
0.9% |
83% |
False |
False |
96,773 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
66.0 |
1.0% |
84% |
False |
False |
82,878 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
63.5 |
0.9% |
87% |
False |
False |
62,196 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
54.5 |
0.8% |
87% |
False |
False |
49,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,008.0 |
|
2.618 |
6,934.5 |
|
1.618 |
6,889.5 |
|
1.000 |
6,861.5 |
|
0.618 |
6,844.5 |
|
HIGH |
6,816.5 |
|
0.618 |
6,799.5 |
|
0.500 |
6,794.0 |
|
0.382 |
6,788.5 |
|
LOW |
6,771.5 |
|
0.618 |
6,743.5 |
|
1.000 |
6,726.5 |
|
1.618 |
6,698.5 |
|
2.618 |
6,653.5 |
|
4.250 |
6,580.0 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,802.5 |
6,807.5 |
| PP |
6,798.0 |
6,807.0 |
| S1 |
6,794.0 |
6,807.0 |
|