| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,664 |
16,680 |
16 |
0.1% |
16,449 |
| High |
16,694 |
16,694 |
0 |
0.0% |
16,572 |
| Low |
16,652 |
16,557 |
-95 |
-0.6% |
16,305 |
| Close |
16,675 |
16,587 |
-88 |
-0.5% |
16,527 |
| Range |
42 |
137 |
95 |
226.2% |
267 |
| ATR |
139 |
139 |
0 |
-0.1% |
0 |
| Volume |
95,136 |
114,270 |
19,134 |
20.1% |
798,204 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,024 |
16,942 |
16,662 |
|
| R3 |
16,887 |
16,805 |
16,625 |
|
| R2 |
16,750 |
16,750 |
16,612 |
|
| R1 |
16,668 |
16,668 |
16,600 |
16,641 |
| PP |
16,613 |
16,613 |
16,613 |
16,599 |
| S1 |
16,531 |
16,531 |
16,575 |
16,504 |
| S2 |
16,476 |
16,476 |
16,562 |
|
| S3 |
16,339 |
16,394 |
16,549 |
|
| S4 |
16,202 |
16,257 |
16,512 |
|
|
| 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 |
16,442 |
252 |
1.5% |
108 |
0.7% |
58% |
True |
False |
130,809 |
| 10 |
16,694 |
16,305 |
389 |
2.3% |
126 |
0.8% |
72% |
True |
False |
136,486 |
| 20 |
16,694 |
16,222 |
472 |
2.8% |
125 |
0.8% |
77% |
True |
False |
134,749 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
153 |
0.9% |
87% |
True |
False |
157,592 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
156 |
0.9% |
87% |
True |
False |
115,092 |
| 80 |
16,694 |
15,216 |
1,478 |
8.9% |
159 |
1.0% |
93% |
True |
False |
86,330 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
143 |
0.9% |
93% |
True |
False |
69,068 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
127 |
0.8% |
93% |
True |
False |
57,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,276 |
|
2.618 |
17,053 |
|
1.618 |
16,916 |
|
1.000 |
16,831 |
|
0.618 |
16,779 |
|
HIGH |
16,694 |
|
0.618 |
16,642 |
|
0.500 |
16,626 |
|
0.382 |
16,609 |
|
LOW |
16,557 |
|
0.618 |
16,472 |
|
1.000 |
16,420 |
|
1.618 |
16,335 |
|
2.618 |
16,198 |
|
4.250 |
15,975 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,626 |
16,612 |
| PP |
16,613 |
16,604 |
| S1 |
16,600 |
16,595 |
|