| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,135.3 |
1,138.9 |
3.6 |
0.3% |
1,131.0 |
| High |
1,141.2 |
1,140.0 |
-1.2 |
-0.1% |
1,145.2 |
| Low |
1,132.1 |
1,128.5 |
-3.6 |
-0.3% |
1,128.5 |
| Close |
1,139.8 |
1,133.2 |
-6.6 |
-0.6% |
1,133.2 |
| Range |
9.1 |
11.5 |
2.4 |
26.4% |
16.7 |
| ATR |
19.1 |
18.5 |
-0.5 |
-2.8% |
0.0 |
| Volume |
87,921 |
108,039 |
20,118 |
22.9% |
416,877 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.5 |
1,162.3 |
1,139.5 |
|
| R3 |
1,157.0 |
1,150.8 |
1,136.3 |
|
| R2 |
1,145.5 |
1,145.5 |
1,135.3 |
|
| R1 |
1,139.3 |
1,139.3 |
1,134.3 |
1,136.5 |
| PP |
1,134.0 |
1,134.0 |
1,134.0 |
1,132.5 |
| S1 |
1,127.8 |
1,127.8 |
1,132.3 |
1,125.0 |
| S2 |
1,122.5 |
1,122.5 |
1,131.0 |
|
| S3 |
1,111.0 |
1,116.3 |
1,130.0 |
|
| S4 |
1,099.5 |
1,104.8 |
1,127.0 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.8 |
1,176.3 |
1,142.5 |
|
| R3 |
1,169.0 |
1,159.5 |
1,137.8 |
|
| R2 |
1,152.3 |
1,152.3 |
1,136.3 |
|
| R1 |
1,142.8 |
1,142.8 |
1,134.8 |
1,147.5 |
| PP |
1,135.8 |
1,135.8 |
1,135.8 |
1,138.0 |
| S1 |
1,126.0 |
1,126.0 |
1,131.8 |
1,130.8 |
| S2 |
1,119.0 |
1,119.0 |
1,130.3 |
|
| S3 |
1,102.3 |
1,109.3 |
1,128.5 |
|
| S4 |
1,085.5 |
1,092.8 |
1,124.0 |
|
|
| 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 |
1,109.7 |
35.5 |
3.1% |
13.0 |
1.1% |
66% |
False |
False |
83,894 |
| 10 |
1,145.2 |
1,084.7 |
60.5 |
5.3% |
16.0 |
1.4% |
80% |
False |
False |
107,226 |
| 20 |
1,145.2 |
1,078.7 |
66.5 |
5.9% |
18.8 |
1.6% |
82% |
False |
False |
132,925 |
| 40 |
1,191.1 |
1,078.7 |
112.4 |
9.9% |
20.5 |
1.8% |
48% |
False |
False |
136,217 |
| 60 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
20.3 |
1.8% |
42% |
False |
False |
126,104 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
17.5 |
1.5% |
42% |
False |
False |
94,611 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.4% |
14.3 |
1.3% |
42% |
False |
False |
75,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,189.0 |
|
2.618 |
1,170.0 |
|
1.618 |
1,158.5 |
|
1.000 |
1,151.5 |
|
0.618 |
1,147.0 |
|
HIGH |
1,140.0 |
|
0.618 |
1,135.5 |
|
0.500 |
1,134.3 |
|
0.382 |
1,133.0 |
|
LOW |
1,128.5 |
|
0.618 |
1,121.5 |
|
1.000 |
1,117.0 |
|
1.618 |
1,110.0 |
|
2.618 |
1,098.5 |
|
4.250 |
1,079.5 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.3 |
1,136.8 |
| PP |
1,134.0 |
1,135.8 |
| S1 |
1,133.5 |
1,134.5 |
|