| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,594 |
16,416 |
-178 |
-1.1% |
16,531 |
| High |
16,619 |
16,471 |
-148 |
-0.9% |
16,694 |
| Low |
16,366 |
16,377 |
11 |
0.1% |
16,366 |
| Close |
16,421 |
16,465 |
44 |
0.3% |
16,465 |
| Range |
253 |
94 |
-159 |
-62.8% |
328 |
| ATR |
147 |
143 |
-4 |
-2.6% |
0 |
| Volume |
211,379 |
130,925 |
-80,454 |
-38.1% |
664,245 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,720 |
16,686 |
16,517 |
|
| R3 |
16,626 |
16,592 |
16,491 |
|
| R2 |
16,532 |
16,532 |
16,482 |
|
| R1 |
16,498 |
16,498 |
16,474 |
16,515 |
| PP |
16,438 |
16,438 |
16,438 |
16,446 |
| S1 |
16,404 |
16,404 |
16,457 |
16,421 |
| S2 |
16,344 |
16,344 |
16,448 |
|
| S3 |
16,250 |
16,310 |
16,439 |
|
| S4 |
16,156 |
16,216 |
16,413 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,492 |
17,307 |
16,646 |
|
| R3 |
17,164 |
16,979 |
16,555 |
|
| R2 |
16,836 |
16,836 |
16,525 |
|
| R1 |
16,651 |
16,651 |
16,495 |
16,580 |
| PP |
16,508 |
16,508 |
16,508 |
16,473 |
| S1 |
16,323 |
16,323 |
16,435 |
16,252 |
| S2 |
16,180 |
16,180 |
16,405 |
|
| S3 |
15,852 |
15,995 |
16,375 |
|
| S4 |
15,524 |
15,667 |
16,285 |
|
|
| 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% |
30% |
False |
False |
132,849 |
| 10 |
16,694 |
16,305 |
389 |
2.4% |
140 |
0.8% |
41% |
False |
False |
146,244 |
| 20 |
16,694 |
16,242 |
452 |
2.7% |
129 |
0.8% |
49% |
False |
False |
137,423 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
151 |
0.9% |
72% |
False |
False |
157,102 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
155 |
0.9% |
72% |
False |
False |
120,794 |
| 80 |
16,694 |
15,216 |
1,478 |
9.0% |
160 |
1.0% |
85% |
False |
False |
90,608 |
| 100 |
16,694 |
15,216 |
1,478 |
9.0% |
146 |
0.9% |
85% |
False |
False |
72,491 |
| 120 |
16,694 |
15,216 |
1,478 |
9.0% |
129 |
0.8% |
85% |
False |
False |
60,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,871 |
|
2.618 |
16,717 |
|
1.618 |
16,623 |
|
1.000 |
16,565 |
|
0.618 |
16,529 |
|
HIGH |
16,471 |
|
0.618 |
16,435 |
|
0.500 |
16,424 |
|
0.382 |
16,413 |
|
LOW |
16,377 |
|
0.618 |
16,319 |
|
1.000 |
16,283 |
|
1.618 |
16,225 |
|
2.618 |
16,131 |
|
4.250 |
15,978 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,451 |
16,530 |
| PP |
16,438 |
16,508 |
| S1 |
16,424 |
16,487 |
|