| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,129.9 |
1,117.8 |
-12.1 |
-1.1% |
1,124.6 |
| High |
1,133.4 |
1,120.0 |
-13.4 |
-1.2% |
1,127.4 |
| Low |
1,117.6 |
1,098.6 |
-19.0 |
-1.7% |
1,087.1 |
| Close |
1,118.0 |
1,101.4 |
-16.6 |
-1.5% |
1,104.5 |
| Range |
15.8 |
21.4 |
5.6 |
35.4% |
40.3 |
| ATR |
21.0 |
21.0 |
0.0 |
0.1% |
0.0 |
| Volume |
146,054 |
177,108 |
31,054 |
21.3% |
765,725 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.8 |
1,157.5 |
1,113.3 |
|
| R3 |
1,149.5 |
1,136.3 |
1,107.3 |
|
| R2 |
1,128.0 |
1,128.0 |
1,105.3 |
|
| R1 |
1,114.8 |
1,114.8 |
1,103.3 |
1,110.8 |
| PP |
1,106.8 |
1,106.8 |
1,106.8 |
1,104.8 |
| S1 |
1,093.3 |
1,093.3 |
1,099.5 |
1,089.3 |
| S2 |
1,085.3 |
1,085.3 |
1,097.5 |
|
| S3 |
1,063.8 |
1,072.0 |
1,095.5 |
|
| S4 |
1,042.5 |
1,050.5 |
1,089.8 |
|
|
| 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 |
4.4% |
22.5 |
2.0% |
30% |
False |
False |
160,270 |
| 10 |
1,136.1 |
1,087.1 |
49.0 |
4.4% |
21.0 |
1.9% |
29% |
False |
False |
155,624 |
| 20 |
1,155.0 |
1,087.1 |
67.9 |
6.2% |
19.8 |
1.8% |
21% |
False |
False |
139,934 |
| 40 |
1,204.8 |
1,087.1 |
117.7 |
10.7% |
21.8 |
2.0% |
12% |
False |
False |
140,649 |
| 60 |
1,208.2 |
1,087.1 |
121.1 |
11.0% |
19.5 |
1.8% |
12% |
False |
False |
104,973 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.2% |
15.3 |
1.4% |
13% |
False |
False |
78,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.0 |
|
2.618 |
1,176.0 |
|
1.618 |
1,154.8 |
|
1.000 |
1,141.5 |
|
0.618 |
1,133.3 |
|
HIGH |
1,120.0 |
|
0.618 |
1,111.8 |
|
0.500 |
1,109.3 |
|
0.382 |
1,106.8 |
|
LOW |
1,098.5 |
|
0.618 |
1,085.3 |
|
1.000 |
1,077.3 |
|
1.618 |
1,064.0 |
|
2.618 |
1,042.5 |
|
4.250 |
1,007.8 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.3 |
1,116.8 |
| PP |
1,106.8 |
1,111.8 |
| S1 |
1,104.0 |
1,106.5 |
|