| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,680 |
16,594 |
-86 |
-0.5% |
16,449 |
| High |
16,694 |
16,619 |
-75 |
-0.4% |
16,572 |
| Low |
16,557 |
16,366 |
-191 |
-1.2% |
16,305 |
| Close |
16,587 |
16,421 |
-166 |
-1.0% |
16,527 |
| Range |
137 |
253 |
116 |
84.7% |
267 |
| ATR |
139 |
147 |
8 |
5.9% |
0 |
| Volume |
114,270 |
211,379 |
97,109 |
85.0% |
798,204 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,228 |
17,077 |
16,560 |
|
| R3 |
16,975 |
16,824 |
16,491 |
|
| R2 |
16,722 |
16,722 |
16,468 |
|
| R1 |
16,571 |
16,571 |
16,444 |
16,520 |
| PP |
16,469 |
16,469 |
16,469 |
16,443 |
| S1 |
16,318 |
16,318 |
16,398 |
16,267 |
| S2 |
16,216 |
16,216 |
16,375 |
|
| S3 |
15,963 |
16,065 |
16,352 |
|
| S4 |
15,710 |
15,812 |
16,282 |
|
|
| 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 |
16,366 |
328 |
2.0% |
133 |
0.8% |
17% |
False |
True |
134,921 |
| 10 |
16,694 |
16,305 |
389 |
2.4% |
143 |
0.9% |
30% |
False |
False |
149,461 |
| 20 |
16,694 |
16,242 |
452 |
2.8% |
130 |
0.8% |
40% |
False |
False |
137,131 |
| 40 |
16,694 |
15,881 |
813 |
5.0% |
153 |
0.9% |
66% |
False |
False |
158,047 |
| 60 |
16,694 |
15,881 |
813 |
5.0% |
156 |
1.0% |
66% |
False |
False |
118,614 |
| 80 |
16,694 |
15,216 |
1,478 |
9.0% |
159 |
1.0% |
82% |
False |
False |
88,972 |
| 100 |
16,694 |
15,216 |
1,478 |
9.0% |
145 |
0.9% |
82% |
False |
False |
71,182 |
| 120 |
16,694 |
15,216 |
1,478 |
9.0% |
129 |
0.8% |
82% |
False |
False |
59,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,694 |
|
2.618 |
17,281 |
|
1.618 |
17,028 |
|
1.000 |
16,872 |
|
0.618 |
16,775 |
|
HIGH |
16,619 |
|
0.618 |
16,522 |
|
0.500 |
16,493 |
|
0.382 |
16,463 |
|
LOW |
16,366 |
|
0.618 |
16,210 |
|
1.000 |
16,113 |
|
1.618 |
15,957 |
|
2.618 |
15,704 |
|
4.250 |
15,291 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,493 |
16,530 |
| PP |
16,469 |
16,494 |
| S1 |
16,445 |
16,457 |
|