| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,101.6 |
1,092.8 |
-8.8 |
-0.8% |
1,104.2 |
| High |
1,103.9 |
1,102.2 |
-1.7 |
-0.2% |
1,135.1 |
| Low |
1,078.7 |
1,084.7 |
6.0 |
0.6% |
1,078.7 |
| Close |
1,092.8 |
1,099.6 |
6.8 |
0.6% |
1,099.6 |
| Range |
25.2 |
17.5 |
-7.7 |
-30.6% |
56.4 |
| ATR |
21.3 |
21.1 |
-0.3 |
-1.3% |
0.0 |
| Volume |
198,100 |
126,798 |
-71,302 |
-36.0% |
798,286 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.0 |
1,141.3 |
1,109.3 |
|
| R3 |
1,130.5 |
1,123.8 |
1,104.5 |
|
| R2 |
1,113.0 |
1,113.0 |
1,102.8 |
|
| R1 |
1,106.3 |
1,106.3 |
1,101.3 |
1,109.8 |
| PP |
1,095.5 |
1,095.5 |
1,095.5 |
1,097.3 |
| S1 |
1,088.8 |
1,088.8 |
1,098.0 |
1,092.3 |
| S2 |
1,078.0 |
1,078.0 |
1,096.5 |
|
| S3 |
1,060.5 |
1,071.3 |
1,094.8 |
|
| S4 |
1,043.0 |
1,053.8 |
1,090.0 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.8 |
1,243.0 |
1,130.5 |
|
| R3 |
1,217.3 |
1,186.8 |
1,115.0 |
|
| R2 |
1,160.8 |
1,160.8 |
1,110.0 |
|
| R1 |
1,130.3 |
1,130.3 |
1,104.8 |
1,117.3 |
| PP |
1,104.5 |
1,104.5 |
1,104.5 |
1,098.0 |
| S1 |
1,073.8 |
1,073.8 |
1,094.5 |
1,061.0 |
| S2 |
1,048.0 |
1,048.0 |
1,089.3 |
|
| S3 |
991.8 |
1,017.5 |
1,084.0 |
|
| S4 |
935.3 |
961.0 |
1,068.5 |
|
|
| 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 |
5.1% |
22.3 |
2.0% |
37% |
False |
False |
159,657 |
| 10 |
1,135.1 |
1,078.7 |
56.4 |
5.1% |
21.5 |
2.0% |
37% |
False |
False |
156,401 |
| 20 |
1,155.0 |
1,078.7 |
76.3 |
6.9% |
20.5 |
1.9% |
27% |
False |
False |
143,582 |
| 40 |
1,204.8 |
1,078.7 |
126.1 |
11.5% |
22.0 |
2.0% |
17% |
False |
False |
142,117 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
20.0 |
1.8% |
16% |
False |
False |
110,388 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
15.8 |
1.4% |
16% |
False |
False |
82,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,176.5 |
|
2.618 |
1,148.0 |
|
1.618 |
1,130.5 |
|
1.000 |
1,119.8 |
|
0.618 |
1,113.0 |
|
HIGH |
1,102.3 |
|
0.618 |
1,095.5 |
|
0.500 |
1,093.5 |
|
0.382 |
1,091.5 |
|
LOW |
1,084.8 |
|
0.618 |
1,074.0 |
|
1.000 |
1,067.3 |
|
1.618 |
1,056.5 |
|
2.618 |
1,039.0 |
|
4.250 |
1,010.3 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,097.5 |
1,099.5 |
| PP |
1,095.5 |
1,099.5 |
| S1 |
1,093.5 |
1,099.3 |
|