| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,101.4 |
1,112.0 |
10.6 |
1.0% |
1,104.2 |
| High |
1,115.3 |
1,114.2 |
-1.1 |
-0.1% |
1,135.1 |
| Low |
1,093.6 |
1,088.6 |
-5.0 |
-0.5% |
1,078.7 |
| Close |
1,113.3 |
1,094.1 |
-19.2 |
-1.7% |
1,099.6 |
| Range |
21.7 |
25.6 |
3.9 |
18.0% |
56.4 |
| ATR |
21.1 |
21.4 |
0.3 |
1.5% |
0.0 |
| Volume |
104,305 |
170,446 |
66,141 |
63.4% |
798,286 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.8 |
1,160.5 |
1,108.3 |
|
| R3 |
1,150.3 |
1,135.0 |
1,101.3 |
|
| R2 |
1,124.5 |
1,124.5 |
1,098.8 |
|
| R1 |
1,109.3 |
1,109.3 |
1,096.5 |
1,104.3 |
| PP |
1,099.0 |
1,099.0 |
1,099.0 |
1,096.5 |
| S1 |
1,083.8 |
1,083.8 |
1,091.8 |
1,078.5 |
| S2 |
1,073.3 |
1,073.3 |
1,089.5 |
|
| S3 |
1,047.8 |
1,058.3 |
1,087.0 |
|
| S4 |
1,022.3 |
1,032.5 |
1,080.0 |
|
|
| 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 |
1,120.0 |
1,078.7 |
41.3 |
3.8% |
22.3 |
2.0% |
37% |
False |
False |
155,351 |
| 10 |
1,135.1 |
1,078.7 |
56.4 |
5.2% |
22.5 |
2.0% |
27% |
False |
False |
157,798 |
| 20 |
1,153.5 |
1,078.7 |
74.8 |
6.8% |
21.3 |
1.9% |
21% |
False |
False |
149,197 |
| 40 |
1,191.1 |
1,078.7 |
112.4 |
10.3% |
22.0 |
2.0% |
14% |
False |
False |
142,458 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
20.3 |
1.8% |
12% |
False |
False |
114,964 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
16.3 |
1.5% |
12% |
False |
False |
86,228 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
13.3 |
1.2% |
12% |
False |
False |
68,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,223.0 |
|
2.618 |
1,181.3 |
|
1.618 |
1,155.5 |
|
1.000 |
1,139.8 |
|
0.618 |
1,130.0 |
|
HIGH |
1,114.3 |
|
0.618 |
1,104.5 |
|
0.500 |
1,101.5 |
|
0.382 |
1,098.5 |
|
LOW |
1,088.5 |
|
0.618 |
1,072.8 |
|
1.000 |
1,063.0 |
|
1.618 |
1,047.3 |
|
2.618 |
1,021.5 |
|
4.250 |
979.8 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,101.5 |
1,100.0 |
| PP |
1,099.0 |
1,098.0 |
| S1 |
1,096.5 |
1,096.0 |
|