| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,416 |
16,466 |
50 |
0.3% |
16,531 |
| High |
16,471 |
16,497 |
26 |
0.2% |
16,694 |
| Low |
16,377 |
16,387 |
10 |
0.1% |
16,366 |
| Close |
16,465 |
16,481 |
16 |
0.1% |
16,465 |
| Range |
94 |
110 |
16 |
17.0% |
328 |
| ATR |
143 |
141 |
-2 |
-1.7% |
0 |
| Volume |
130,925 |
101,151 |
-29,774 |
-22.7% |
664,245 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,785 |
16,743 |
16,542 |
|
| R3 |
16,675 |
16,633 |
16,511 |
|
| R2 |
16,565 |
16,565 |
16,501 |
|
| R1 |
16,523 |
16,523 |
16,491 |
16,544 |
| PP |
16,455 |
16,455 |
16,455 |
16,466 |
| S1 |
16,413 |
16,413 |
16,471 |
16,434 |
| S2 |
16,345 |
16,345 |
16,461 |
|
| S3 |
16,235 |
16,303 |
16,451 |
|
| S4 |
16,125 |
16,193 |
16,421 |
|
|
| 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% |
127 |
0.8% |
35% |
False |
False |
130,572 |
| 10 |
16,694 |
16,305 |
389 |
2.4% |
133 |
0.8% |
45% |
False |
False |
143,718 |
| 20 |
16,694 |
16,242 |
452 |
2.7% |
132 |
0.8% |
53% |
False |
False |
139,988 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
149 |
0.9% |
74% |
False |
False |
154,998 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
155 |
0.9% |
74% |
False |
False |
122,478 |
| 80 |
16,694 |
15,216 |
1,478 |
9.0% |
159 |
1.0% |
86% |
False |
False |
91,872 |
| 100 |
16,694 |
15,216 |
1,478 |
9.0% |
147 |
0.9% |
86% |
False |
False |
73,502 |
| 120 |
16,694 |
15,216 |
1,478 |
9.0% |
130 |
0.8% |
86% |
False |
False |
61,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,965 |
|
2.618 |
16,785 |
|
1.618 |
16,675 |
|
1.000 |
16,607 |
|
0.618 |
16,565 |
|
HIGH |
16,497 |
|
0.618 |
16,455 |
|
0.500 |
16,442 |
|
0.382 |
16,429 |
|
LOW |
16,387 |
|
0.618 |
16,319 |
|
1.000 |
16,277 |
|
1.618 |
16,209 |
|
2.618 |
16,099 |
|
4.250 |
15,920 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,468 |
16,493 |
| PP |
16,455 |
16,489 |
| S1 |
16,442 |
16,485 |
|