| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,531 |
16,664 |
133 |
0.8% |
16,449 |
| High |
16,670 |
16,694 |
24 |
0.1% |
16,572 |
| Low |
16,530 |
16,652 |
122 |
0.7% |
16,305 |
| Close |
16,655 |
16,675 |
20 |
0.1% |
16,527 |
| Range |
140 |
42 |
-98 |
-70.0% |
267 |
| ATR |
147 |
139 |
-7 |
-5.1% |
0 |
| Volume |
112,535 |
95,136 |
-17,399 |
-15.5% |
798,204 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,800 |
16,779 |
16,698 |
|
| R3 |
16,758 |
16,737 |
16,687 |
|
| R2 |
16,716 |
16,716 |
16,683 |
|
| R1 |
16,695 |
16,695 |
16,679 |
16,706 |
| PP |
16,674 |
16,674 |
16,674 |
16,679 |
| S1 |
16,653 |
16,653 |
16,671 |
16,664 |
| S2 |
16,632 |
16,632 |
16,667 |
|
| S3 |
16,590 |
16,611 |
16,664 |
|
| S4 |
16,548 |
16,569 |
16,652 |
|
|
| 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 |
16,694 |
16,305 |
389 |
2.3% |
116 |
0.7% |
95% |
True |
False |
150,044 |
| 10 |
16,694 |
16,305 |
389 |
2.3% |
122 |
0.7% |
95% |
True |
False |
138,507 |
| 20 |
16,694 |
15,988 |
706 |
4.2% |
131 |
0.8% |
97% |
True |
False |
142,905 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
154 |
0.9% |
98% |
True |
False |
159,249 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
155 |
0.9% |
98% |
True |
False |
113,189 |
| 80 |
16,694 |
15,216 |
1,478 |
8.9% |
159 |
1.0% |
99% |
True |
False |
84,901 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
146 |
0.9% |
99% |
True |
False |
67,927 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
125 |
0.8% |
99% |
True |
False |
56,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,873 |
|
2.618 |
16,804 |
|
1.618 |
16,762 |
|
1.000 |
16,736 |
|
0.618 |
16,720 |
|
HIGH |
16,694 |
|
0.618 |
16,678 |
|
0.500 |
16,673 |
|
0.382 |
16,668 |
|
LOW |
16,652 |
|
0.618 |
16,626 |
|
1.000 |
16,610 |
|
1.618 |
16,584 |
|
2.618 |
16,542 |
|
4.250 |
16,474 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,674 |
16,641 |
| PP |
16,674 |
16,607 |
| S1 |
16,673 |
16,573 |
|