| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,092.9 |
1,104.2 |
11.3 |
1.0% |
1,124.6 |
| High |
1,105.7 |
1,135.1 |
29.4 |
2.7% |
1,127.4 |
| Low |
1,087.1 |
1,104.2 |
17.1 |
1.6% |
1,087.1 |
| Close |
1,104.5 |
1,129.5 |
25.0 |
2.3% |
1,104.5 |
| Range |
18.6 |
30.9 |
12.3 |
66.1% |
40.3 |
| ATR |
20.7 |
21.4 |
0.7 |
3.5% |
0.0 |
| Volume |
144,160 |
150,226 |
6,066 |
4.2% |
765,725 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.8 |
1,203.5 |
1,146.5 |
|
| R3 |
1,184.8 |
1,172.5 |
1,138.0 |
|
| R2 |
1,153.8 |
1,153.8 |
1,135.3 |
|
| R1 |
1,141.8 |
1,141.8 |
1,132.3 |
1,147.8 |
| PP |
1,123.0 |
1,123.0 |
1,123.0 |
1,126.0 |
| S1 |
1,110.8 |
1,110.8 |
1,126.8 |
1,116.8 |
| S2 |
1,092.0 |
1,092.0 |
1,123.8 |
|
| S3 |
1,061.3 |
1,079.8 |
1,121.0 |
|
| S4 |
1,030.3 |
1,049.0 |
1,112.5 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.3 |
1,206.3 |
1,126.8 |
|
| R3 |
1,187.0 |
1,165.8 |
1,115.5 |
|
| R2 |
1,146.8 |
1,146.8 |
1,112.0 |
|
| R1 |
1,125.5 |
1,125.5 |
1,108.3 |
1,116.0 |
| PP |
1,106.3 |
1,106.3 |
1,106.3 |
1,101.5 |
| S1 |
1,085.3 |
1,085.3 |
1,100.8 |
1,075.8 |
| S2 |
1,066.0 |
1,066.0 |
1,097.0 |
|
| S3 |
1,025.8 |
1,045.0 |
1,093.5 |
|
| S4 |
985.5 |
1,004.8 |
1,082.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,135.1 |
1,087.1 |
48.0 |
4.2% |
23.5 |
2.1% |
88% |
True |
False |
158,939 |
| 10 |
1,136.1 |
1,087.1 |
49.0 |
4.3% |
20.8 |
1.8% |
87% |
False |
False |
150,944 |
| 20 |
1,155.0 |
1,087.1 |
67.9 |
6.0% |
20.5 |
1.8% |
62% |
False |
False |
140,609 |
| 40 |
1,204.8 |
1,087.1 |
117.7 |
10.4% |
22.0 |
1.9% |
36% |
False |
False |
141,062 |
| 60 |
1,208.2 |
1,087.1 |
121.1 |
10.7% |
19.0 |
1.7% |
35% |
False |
False |
99,588 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
10.9% |
14.8 |
1.3% |
36% |
False |
False |
74,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,266.5 |
|
2.618 |
1,216.0 |
|
1.618 |
1,185.0 |
|
1.000 |
1,166.0 |
|
0.618 |
1,154.3 |
|
HIGH |
1,135.0 |
|
0.618 |
1,123.3 |
|
0.500 |
1,119.8 |
|
0.382 |
1,116.0 |
|
LOW |
1,104.3 |
|
0.618 |
1,085.0 |
|
1.000 |
1,073.3 |
|
1.618 |
1,054.3 |
|
2.618 |
1,023.3 |
|
4.250 |
973.0 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.3 |
1,123.3 |
| PP |
1,123.0 |
1,117.3 |
| S1 |
1,119.8 |
1,111.0 |
|