| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,140.5 |
1,135.3 |
-5.2 |
-0.5% |
1,101.4 |
| High |
1,145.2 |
1,141.2 |
-4.0 |
-0.3% |
1,125.2 |
| Low |
1,130.2 |
1,132.1 |
1.9 |
0.2% |
1,088.6 |
| Close |
1,135.4 |
1,139.8 |
4.4 |
0.4% |
1,124.0 |
| Range |
15.0 |
9.1 |
-5.9 |
-39.3% |
36.6 |
| ATR |
19.8 |
19.1 |
-0.8 |
-3.9% |
0.0 |
| Volume |
112,101 |
87,921 |
-24,180 |
-21.6% |
528,594 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,165.0 |
1,161.5 |
1,144.8 |
|
| R3 |
1,156.0 |
1,152.5 |
1,142.3 |
|
| R2 |
1,146.8 |
1,146.8 |
1,141.5 |
|
| R1 |
1,143.3 |
1,143.3 |
1,140.8 |
1,145.0 |
| PP |
1,137.8 |
1,137.8 |
1,137.8 |
1,138.5 |
| S1 |
1,134.3 |
1,134.3 |
1,139.0 |
1,136.0 |
| S2 |
1,128.5 |
1,128.5 |
1,138.3 |
|
| S3 |
1,119.5 |
1,125.0 |
1,137.3 |
|
| S4 |
1,110.5 |
1,116.0 |
1,134.8 |
|
|
| 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 |
1,145.2 |
1,100.3 |
44.9 |
3.9% |
13.8 |
1.2% |
88% |
False |
False |
84,289 |
| 10 |
1,145.2 |
1,078.7 |
66.5 |
5.8% |
17.5 |
1.5% |
92% |
False |
False |
116,233 |
| 20 |
1,145.2 |
1,078.7 |
66.5 |
5.8% |
19.3 |
1.7% |
92% |
False |
False |
135,928 |
| 40 |
1,191.1 |
1,078.7 |
112.4 |
9.9% |
20.5 |
1.8% |
54% |
False |
False |
135,977 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
20.3 |
1.8% |
47% |
False |
False |
124,324 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
17.3 |
1.5% |
47% |
False |
False |
93,261 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
14.0 |
1.2% |
47% |
False |
False |
74,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.0 |
|
2.618 |
1,165.0 |
|
1.618 |
1,156.0 |
|
1.000 |
1,150.3 |
|
0.618 |
1,146.8 |
|
HIGH |
1,141.3 |
|
0.618 |
1,137.8 |
|
0.500 |
1,136.8 |
|
0.382 |
1,135.5 |
|
LOW |
1,132.0 |
|
0.618 |
1,126.5 |
|
1.000 |
1,123.0 |
|
1.618 |
1,117.5 |
|
2.618 |
1,108.3 |
|
4.250 |
1,093.5 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,138.8 |
1,139.0 |
| PP |
1,137.8 |
1,138.3 |
| S1 |
1,136.8 |
1,137.5 |
|