| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,101.2 |
1,111.1 |
9.9 |
0.9% |
1,101.4 |
| High |
1,115.4 |
1,125.2 |
9.8 |
0.9% |
1,125.2 |
| Low |
1,100.3 |
1,109.7 |
9.4 |
0.9% |
1,088.6 |
| Close |
1,111.3 |
1,124.0 |
12.7 |
1.1% |
1,124.0 |
| Range |
15.1 |
15.5 |
0.4 |
2.6% |
36.6 |
| ATR |
20.6 |
20.3 |
-0.4 |
-1.8% |
0.0 |
| Volume |
110,017 |
2,593 |
-107,424 |
-97.6% |
528,594 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.3 |
1,160.5 |
1,132.5 |
|
| R3 |
1,150.8 |
1,145.0 |
1,128.3 |
|
| R2 |
1,135.3 |
1,135.3 |
1,126.8 |
|
| R1 |
1,129.5 |
1,129.5 |
1,125.5 |
1,132.3 |
| PP |
1,119.8 |
1,119.8 |
1,119.8 |
1,121.0 |
| S1 |
1,114.0 |
1,114.0 |
1,122.5 |
1,116.8 |
| S2 |
1,104.3 |
1,104.3 |
1,121.3 |
|
| S3 |
1,088.8 |
1,098.5 |
1,119.8 |
|
| S4 |
1,073.3 |
1,083.0 |
1,115.5 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.5 |
1,209.8 |
1,144.3 |
|
| R3 |
1,185.8 |
1,173.3 |
1,134.0 |
|
| R2 |
1,149.3 |
1,149.3 |
1,130.8 |
|
| R1 |
1,136.5 |
1,136.5 |
1,127.3 |
1,143.0 |
| PP |
1,112.5 |
1,112.5 |
1,112.5 |
1,115.8 |
| S1 |
1,100.0 |
1,100.0 |
1,120.8 |
1,106.3 |
| S2 |
1,076.0 |
1,076.0 |
1,117.3 |
|
| S3 |
1,039.5 |
1,063.5 |
1,114.0 |
|
| S4 |
1,002.8 |
1,026.8 |
1,103.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,125.2 |
1,088.6 |
36.6 |
3.3% |
18.8 |
1.7% |
97% |
True |
False |
105,718 |
| 10 |
1,135.1 |
1,078.7 |
56.4 |
5.0% |
20.5 |
1.8% |
80% |
False |
False |
132,688 |
| 20 |
1,136.1 |
1,078.7 |
57.4 |
5.1% |
20.8 |
1.8% |
79% |
False |
False |
144,050 |
| 40 |
1,191.1 |
1,078.7 |
112.4 |
10.0% |
21.3 |
1.9% |
40% |
False |
False |
137,708 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.5% |
20.5 |
1.8% |
35% |
False |
False |
119,186 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.5% |
16.8 |
1.5% |
35% |
False |
False |
89,401 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.5% |
13.8 |
1.2% |
35% |
False |
False |
71,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,191.0 |
|
2.618 |
1,165.8 |
|
1.618 |
1,150.3 |
|
1.000 |
1,140.8 |
|
0.618 |
1,134.8 |
|
HIGH |
1,125.3 |
|
0.618 |
1,119.3 |
|
0.500 |
1,117.5 |
|
0.382 |
1,115.5 |
|
LOW |
1,109.8 |
|
0.618 |
1,100.0 |
|
1.000 |
1,094.3 |
|
1.618 |
1,084.5 |
|
2.618 |
1,069.0 |
|
4.250 |
1,043.8 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.8 |
1,118.5 |
| PP |
1,119.8 |
1,113.0 |
| S1 |
1,117.5 |
1,107.5 |
|