| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,092.8 |
1,101.4 |
8.6 |
0.8% |
1,104.2 |
| High |
1,102.2 |
1,115.3 |
13.1 |
1.2% |
1,135.1 |
| Low |
1,084.7 |
1,093.6 |
8.9 |
0.8% |
1,078.7 |
| Close |
1,099.6 |
1,113.3 |
13.7 |
1.2% |
1,099.6 |
| Range |
17.5 |
21.7 |
4.2 |
24.0% |
56.4 |
| ATR |
21.1 |
21.1 |
0.0 |
0.2% |
0.0 |
| Volume |
126,798 |
104,305 |
-22,493 |
-17.7% |
798,286 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.5 |
1,164.5 |
1,125.3 |
|
| R3 |
1,150.8 |
1,143.0 |
1,119.3 |
|
| R2 |
1,129.0 |
1,129.0 |
1,117.3 |
|
| R1 |
1,121.3 |
1,121.3 |
1,115.3 |
1,125.3 |
| PP |
1,107.5 |
1,107.5 |
1,107.5 |
1,109.5 |
| S1 |
1,099.5 |
1,099.5 |
1,111.3 |
1,103.5 |
| S2 |
1,085.8 |
1,085.8 |
1,109.3 |
|
| S3 |
1,064.0 |
1,077.8 |
1,107.3 |
|
| S4 |
1,042.3 |
1,056.0 |
1,101.3 |
|
|
| 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 |
1,133.4 |
1,078.7 |
54.7 |
4.9% |
20.3 |
1.8% |
63% |
False |
False |
150,473 |
| 10 |
1,135.1 |
1,078.7 |
56.4 |
5.1% |
21.8 |
2.0% |
61% |
False |
False |
154,706 |
| 20 |
1,155.0 |
1,078.7 |
76.3 |
6.9% |
20.8 |
1.9% |
45% |
False |
False |
145,601 |
| 40 |
1,193.8 |
1,078.7 |
115.1 |
10.3% |
22.0 |
2.0% |
30% |
False |
False |
141,509 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.6% |
20.0 |
1.8% |
27% |
False |
False |
112,126 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.6% |
16.0 |
1.4% |
27% |
False |
False |
84,098 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.6% |
13.0 |
1.2% |
27% |
False |
False |
67,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,207.5 |
|
2.618 |
1,172.0 |
|
1.618 |
1,150.5 |
|
1.000 |
1,137.0 |
|
0.618 |
1,128.8 |
|
HIGH |
1,115.3 |
|
0.618 |
1,107.0 |
|
0.500 |
1,104.5 |
|
0.382 |
1,102.0 |
|
LOW |
1,093.5 |
|
0.618 |
1,080.3 |
|
1.000 |
1,072.0 |
|
1.618 |
1,058.5 |
|
2.618 |
1,036.8 |
|
4.250 |
1,001.5 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,110.3 |
1,107.8 |
| PP |
1,107.5 |
1,102.5 |
| S1 |
1,104.5 |
1,097.0 |
|