| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,777.0 |
6,810.0 |
33.0 |
0.5% |
6,796.5 |
| High |
6,816.5 |
6,836.0 |
19.5 |
0.3% |
6,880.0 |
| Low |
6,771.5 |
6,797.5 |
26.0 |
0.4% |
6,787.0 |
| Close |
6,806.5 |
6,815.0 |
8.5 |
0.1% |
6,837.5 |
| Range |
45.0 |
38.5 |
-6.5 |
-14.4% |
93.0 |
| ATR |
58.6 |
57.2 |
-1.4 |
-2.5% |
0.0 |
| Volume |
70,553 |
51,353 |
-19,200 |
-27.2% |
501,096 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,931.5 |
6,912.0 |
6,836.0 |
|
| R3 |
6,893.0 |
6,873.5 |
6,825.5 |
|
| R2 |
6,854.5 |
6,854.5 |
6,822.0 |
|
| R1 |
6,835.0 |
6,835.0 |
6,818.5 |
6,845.0 |
| PP |
6,816.0 |
6,816.0 |
6,816.0 |
6,821.0 |
| S1 |
6,796.5 |
6,796.5 |
6,811.5 |
6,806.0 |
| S2 |
6,777.5 |
6,777.5 |
6,808.0 |
|
| S3 |
6,739.0 |
6,758.0 |
6,804.5 |
|
| S4 |
6,700.5 |
6,719.5 |
6,794.0 |
|
|
| 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 |
6,852.5 |
6,762.5 |
90.0 |
1.3% |
56.0 |
0.8% |
58% |
False |
False |
74,120 |
| 10 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
51.0 |
0.7% |
45% |
False |
False |
85,706 |
| 20 |
6,880.0 |
6,613.0 |
267.0 |
3.9% |
50.0 |
0.7% |
76% |
False |
False |
90,845 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
60.5 |
0.9% |
85% |
False |
False |
95,201 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
65.5 |
1.0% |
86% |
False |
False |
83,728 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
63.0 |
0.9% |
89% |
False |
False |
62,838 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
55.0 |
0.8% |
89% |
False |
False |
50,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,999.5 |
|
2.618 |
6,937.0 |
|
1.618 |
6,898.5 |
|
1.000 |
6,874.5 |
|
0.618 |
6,860.0 |
|
HIGH |
6,836.0 |
|
0.618 |
6,821.5 |
|
0.500 |
6,817.0 |
|
0.382 |
6,812.0 |
|
LOW |
6,797.5 |
|
0.618 |
6,773.5 |
|
1.000 |
6,759.0 |
|
1.618 |
6,735.0 |
|
2.618 |
6,696.5 |
|
4.250 |
6,634.0 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,817.0 |
6,810.0 |
| PP |
6,816.0 |
6,805.0 |
| S1 |
6,815.5 |
6,800.0 |
|