| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,496 |
16,531 |
35 |
0.2% |
16,449 |
| High |
16,542 |
16,670 |
128 |
0.8% |
16,572 |
| Low |
16,451 |
16,530 |
79 |
0.5% |
16,305 |
| Close |
16,527 |
16,655 |
128 |
0.8% |
16,527 |
| Range |
91 |
140 |
49 |
53.8% |
267 |
| ATR |
147 |
147 |
0 |
-0.2% |
0 |
| Volume |
141,287 |
112,535 |
-28,752 |
-20.4% |
798,204 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,038 |
16,987 |
16,732 |
|
| R3 |
16,898 |
16,847 |
16,694 |
|
| R2 |
16,758 |
16,758 |
16,681 |
|
| R1 |
16,707 |
16,707 |
16,668 |
16,733 |
| PP |
16,618 |
16,618 |
16,618 |
16,631 |
| S1 |
16,567 |
16,567 |
16,642 |
16,593 |
| S2 |
16,478 |
16,478 |
16,629 |
|
| S3 |
16,338 |
16,427 |
16,617 |
|
| S4 |
16,198 |
16,287 |
16,578 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,269 |
17,165 |
16,674 |
|
| R3 |
17,002 |
16,898 |
16,601 |
|
| R2 |
16,735 |
16,735 |
16,576 |
|
| R1 |
16,631 |
16,631 |
16,552 |
16,683 |
| PP |
16,468 |
16,468 |
16,468 |
16,494 |
| S1 |
16,364 |
16,364 |
16,503 |
16,416 |
| S2 |
16,201 |
16,201 |
16,478 |
|
| S3 |
15,934 |
16,097 |
16,454 |
|
| S4 |
15,667 |
15,830 |
16,380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,670 |
16,305 |
365 |
2.2% |
139 |
0.8% |
96% |
True |
False |
156,864 |
| 10 |
16,670 |
16,305 |
365 |
2.2% |
128 |
0.8% |
96% |
True |
False |
141,413 |
| 20 |
16,670 |
15,881 |
789 |
4.7% |
141 |
0.8% |
98% |
True |
False |
147,674 |
| 40 |
16,670 |
15,881 |
789 |
4.7% |
160 |
1.0% |
98% |
True |
False |
161,057 |
| 60 |
16,670 |
15,881 |
789 |
4.7% |
157 |
0.9% |
98% |
True |
False |
111,605 |
| 80 |
16,670 |
15,216 |
1,454 |
8.7% |
159 |
1.0% |
99% |
True |
False |
83,712 |
| 100 |
16,670 |
15,216 |
1,454 |
8.7% |
146 |
0.9% |
99% |
True |
False |
66,975 |
| 120 |
16,670 |
15,216 |
1,454 |
8.7% |
125 |
0.8% |
99% |
True |
False |
55,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,265 |
|
2.618 |
17,037 |
|
1.618 |
16,897 |
|
1.000 |
16,810 |
|
0.618 |
16,757 |
|
HIGH |
16,670 |
|
0.618 |
16,617 |
|
0.500 |
16,600 |
|
0.382 |
16,584 |
|
LOW |
16,530 |
|
0.618 |
16,444 |
|
1.000 |
16,390 |
|
1.618 |
16,304 |
|
2.618 |
16,164 |
|
4.250 |
15,935 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,637 |
16,622 |
| PP |
16,618 |
16,589 |
| S1 |
16,600 |
16,556 |
|