| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,117.8 |
1,101.6 |
-16.2 |
-1.4% |
1,124.6 |
| High |
1,120.0 |
1,103.9 |
-16.1 |
-1.4% |
1,127.4 |
| Low |
1,098.6 |
1,078.7 |
-19.9 |
-1.8% |
1,087.1 |
| Close |
1,101.4 |
1,092.8 |
-8.6 |
-0.8% |
1,104.5 |
| Range |
21.4 |
25.2 |
3.8 |
17.8% |
40.3 |
| ATR |
21.0 |
21.3 |
0.3 |
1.4% |
0.0 |
| Volume |
177,108 |
198,100 |
20,992 |
11.9% |
765,725 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.5 |
1,155.3 |
1,106.8 |
|
| R3 |
1,142.3 |
1,130.0 |
1,099.8 |
|
| R2 |
1,117.0 |
1,117.0 |
1,097.5 |
|
| R1 |
1,105.0 |
1,105.0 |
1,095.0 |
1,098.3 |
| PP |
1,091.8 |
1,091.8 |
1,091.8 |
1,088.5 |
| S1 |
1,079.8 |
1,079.8 |
1,090.5 |
1,073.3 |
| S2 |
1,066.5 |
1,066.5 |
1,088.3 |
|
| S3 |
1,041.5 |
1,054.5 |
1,085.8 |
|
| S4 |
1,016.3 |
1,029.3 |
1,079.0 |
|
|
| 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 |
1,078.7 |
56.4 |
5.2% |
22.5 |
2.0% |
25% |
False |
True |
163,129 |
| 10 |
1,136.1 |
1,078.7 |
57.4 |
5.3% |
21.3 |
1.9% |
25% |
False |
True |
158,624 |
| 20 |
1,155.0 |
1,078.7 |
76.3 |
7.0% |
20.5 |
1.9% |
18% |
False |
True |
142,571 |
| 40 |
1,204.8 |
1,078.7 |
126.1 |
11.5% |
21.8 |
2.0% |
11% |
False |
True |
141,576 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.9% |
19.5 |
1.8% |
11% |
False |
True |
108,275 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.9% |
15.5 |
1.4% |
11% |
False |
True |
81,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.0 |
|
2.618 |
1,169.8 |
|
1.618 |
1,144.8 |
|
1.000 |
1,129.0 |
|
0.618 |
1,119.5 |
|
HIGH |
1,104.0 |
|
0.618 |
1,094.3 |
|
0.500 |
1,091.3 |
|
0.382 |
1,088.3 |
|
LOW |
1,078.8 |
|
0.618 |
1,063.3 |
|
1.000 |
1,053.5 |
|
1.618 |
1,038.0 |
|
2.618 |
1,012.8 |
|
4.250 |
971.5 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,092.3 |
1,106.0 |
| PP |
1,091.8 |
1,101.8 |
| S1 |
1,091.3 |
1,097.3 |
|