| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,112.0 |
1,092.9 |
-19.1 |
-1.7% |
1,104.2 |
| High |
1,114.2 |
1,106.1 |
-8.1 |
-0.7% |
1,135.1 |
| Low |
1,088.6 |
1,090.0 |
1.4 |
0.1% |
1,078.7 |
| Close |
1,094.1 |
1,101.5 |
7.4 |
0.7% |
1,099.6 |
| Range |
25.6 |
16.1 |
-9.5 |
-37.1% |
56.4 |
| ATR |
21.4 |
21.0 |
-0.4 |
-1.8% |
0.0 |
| Volume |
170,446 |
141,233 |
-29,213 |
-17.1% |
798,286 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.5 |
1,140.5 |
1,110.3 |
|
| R3 |
1,131.5 |
1,124.5 |
1,106.0 |
|
| R2 |
1,115.3 |
1,115.3 |
1,104.5 |
|
| R1 |
1,108.5 |
1,108.5 |
1,103.0 |
1,111.8 |
| PP |
1,099.3 |
1,099.3 |
1,099.3 |
1,101.0 |
| S1 |
1,092.3 |
1,092.3 |
1,100.0 |
1,095.8 |
| S2 |
1,083.0 |
1,083.0 |
1,098.5 |
|
| S3 |
1,067.0 |
1,076.3 |
1,097.0 |
|
| S4 |
1,051.0 |
1,060.0 |
1,092.8 |
|
|
| 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 |
1,115.3 |
1,078.7 |
36.6 |
3.3% |
21.3 |
1.9% |
62% |
False |
False |
148,176 |
| 10 |
1,135.1 |
1,078.7 |
56.4 |
5.1% |
21.8 |
2.0% |
40% |
False |
False |
154,223 |
| 20 |
1,153.5 |
1,078.7 |
74.8 |
6.8% |
21.5 |
2.0% |
30% |
False |
False |
151,217 |
| 40 |
1,191.1 |
1,078.7 |
112.4 |
10.2% |
21.8 |
2.0% |
20% |
False |
False |
142,753 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
20.5 |
1.9% |
18% |
False |
False |
117,316 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
16.5 |
1.5% |
18% |
False |
False |
87,993 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.8% |
13.5 |
1.2% |
18% |
False |
False |
70,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,174.5 |
|
2.618 |
1,148.3 |
|
1.618 |
1,132.3 |
|
1.000 |
1,122.3 |
|
0.618 |
1,116.0 |
|
HIGH |
1,106.0 |
|
0.618 |
1,100.0 |
|
0.500 |
1,098.0 |
|
0.382 |
1,096.3 |
|
LOW |
1,090.0 |
|
0.618 |
1,080.0 |
|
1.000 |
1,074.0 |
|
1.618 |
1,064.0 |
|
2.618 |
1,047.8 |
|
4.250 |
1,021.5 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,100.3 |
1,102.0 |
| PP |
1,099.3 |
1,101.8 |
| S1 |
1,098.0 |
1,101.8 |
|