| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,111.1 |
1,131.0 |
19.9 |
1.8% |
1,101.4 |
| High |
1,125.2 |
1,143.6 |
18.4 |
1.6% |
1,125.2 |
| Low |
1,109.7 |
1,129.8 |
20.1 |
1.8% |
1,088.6 |
| Close |
1,124.0 |
1,141.2 |
17.2 |
1.5% |
1,124.0 |
| Range |
15.5 |
13.8 |
-1.7 |
-11.0% |
36.6 |
| ATR |
20.3 |
20.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
2,593 |
108,816 |
106,223 |
4,096.5% |
528,594 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,179.5 |
1,174.3 |
1,148.8 |
|
| R3 |
1,165.8 |
1,160.5 |
1,145.0 |
|
| R2 |
1,152.0 |
1,152.0 |
1,143.8 |
|
| R1 |
1,146.5 |
1,146.5 |
1,142.5 |
1,149.3 |
| PP |
1,138.3 |
1,138.3 |
1,138.3 |
1,139.5 |
| S1 |
1,132.8 |
1,132.8 |
1,140.0 |
1,135.5 |
| S2 |
1,124.5 |
1,124.5 |
1,138.8 |
|
| S3 |
1,110.5 |
1,119.0 |
1,137.5 |
|
| S4 |
1,096.8 |
1,105.3 |
1,133.5 |
|
|
| 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 |
1,143.6 |
1,088.6 |
55.0 |
4.8% |
17.3 |
1.5% |
96% |
True |
False |
106,621 |
| 10 |
1,143.6 |
1,078.7 |
64.9 |
5.7% |
18.8 |
1.6% |
96% |
True |
False |
128,547 |
| 20 |
1,143.6 |
1,078.7 |
64.9 |
5.7% |
19.8 |
1.7% |
96% |
True |
False |
139,745 |
| 40 |
1,191.1 |
1,078.7 |
112.4 |
9.8% |
21.0 |
1.8% |
56% |
False |
False |
137,422 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.3% |
20.5 |
1.8% |
48% |
False |
False |
120,999 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.3% |
17.0 |
1.5% |
48% |
False |
False |
90,761 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.3% |
14.0 |
1.2% |
48% |
False |
False |
72,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,202.3 |
|
2.618 |
1,179.8 |
|
1.618 |
1,166.0 |
|
1.000 |
1,157.5 |
|
0.618 |
1,152.3 |
|
HIGH |
1,143.5 |
|
0.618 |
1,138.3 |
|
0.500 |
1,136.8 |
|
0.382 |
1,135.0 |
|
LOW |
1,129.8 |
|
0.618 |
1,121.3 |
|
1.000 |
1,116.0 |
|
1.618 |
1,107.5 |
|
2.618 |
1,093.8 |
|
4.250 |
1,071.3 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,139.8 |
1,134.8 |
| PP |
1,138.3 |
1,128.3 |
| S1 |
1,136.8 |
1,122.0 |
|