| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,809.5 |
6,813.5 |
4.0 |
0.1% |
6,850.0 |
| High |
6,814.0 |
6,846.5 |
32.5 |
0.5% |
6,852.5 |
| Low |
6,782.0 |
6,813.5 |
31.5 |
0.5% |
6,762.5 |
| Close |
6,798.5 |
6,829.5 |
31.0 |
0.5% |
6,798.5 |
| Range |
32.0 |
33.0 |
1.0 |
3.1% |
90.0 |
| ATR |
55.4 |
54.9 |
-0.5 |
-1.0% |
0.0 |
| Volume |
64,136 |
58,311 |
-5,825 |
-9.1% |
346,162 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,929.0 |
6,912.0 |
6,847.5 |
|
| R3 |
6,896.0 |
6,879.0 |
6,838.5 |
|
| R2 |
6,863.0 |
6,863.0 |
6,835.5 |
|
| R1 |
6,846.0 |
6,846.0 |
6,832.5 |
6,854.5 |
| PP |
6,830.0 |
6,830.0 |
6,830.0 |
6,834.0 |
| S1 |
6,813.0 |
6,813.0 |
6,826.5 |
6,821.5 |
| S2 |
6,797.0 |
6,797.0 |
6,823.5 |
|
| S3 |
6,764.0 |
6,780.0 |
6,820.5 |
|
| S4 |
6,731.0 |
6,747.0 |
6,811.5 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,074.5 |
7,026.5 |
6,848.0 |
|
| R3 |
6,984.5 |
6,936.5 |
6,823.0 |
|
| R2 |
6,894.5 |
6,894.5 |
6,815.0 |
|
| R1 |
6,846.5 |
6,846.5 |
6,807.0 |
6,825.5 |
| PP |
6,804.5 |
6,804.5 |
6,804.5 |
6,794.0 |
| S1 |
6,756.5 |
6,756.5 |
6,790.0 |
6,735.5 |
| S2 |
6,714.5 |
6,714.5 |
6,782.0 |
|
| S3 |
6,624.5 |
6,666.5 |
6,774.0 |
|
| S4 |
6,534.5 |
6,576.5 |
6,749.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,846.5 |
6,762.5 |
84.0 |
1.2% |
44.5 |
0.7% |
80% |
True |
False |
64,489 |
| 10 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
49.5 |
0.7% |
57% |
False |
False |
81,999 |
| 20 |
6,880.0 |
6,622.0 |
258.0 |
3.8% |
48.5 |
0.7% |
80% |
False |
False |
87,362 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
57.5 |
0.8% |
88% |
False |
False |
93,043 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
64.5 |
0.9% |
89% |
False |
False |
85,731 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
62.0 |
0.9% |
91% |
False |
False |
64,367 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
55.5 |
0.8% |
91% |
False |
False |
51,504 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
46.5 |
0.7% |
91% |
False |
False |
42,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,987.0 |
|
2.618 |
6,933.0 |
|
1.618 |
6,900.0 |
|
1.000 |
6,879.5 |
|
0.618 |
6,867.0 |
|
HIGH |
6,846.5 |
|
0.618 |
6,834.0 |
|
0.500 |
6,830.0 |
|
0.382 |
6,826.0 |
|
LOW |
6,813.5 |
|
0.618 |
6,793.0 |
|
1.000 |
6,780.5 |
|
1.618 |
6,760.0 |
|
2.618 |
6,727.0 |
|
4.250 |
6,673.0 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,830.0 |
6,824.5 |
| PP |
6,830.0 |
6,819.5 |
| S1 |
6,829.5 |
6,814.0 |
|