| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,466 |
16,480 |
14 |
0.1% |
16,531 |
| High |
16,497 |
16,505 |
8 |
0.0% |
16,694 |
| Low |
16,387 |
16,310 |
-77 |
-0.5% |
16,366 |
| Close |
16,481 |
16,337 |
-144 |
-0.9% |
16,465 |
| Range |
110 |
195 |
85 |
77.3% |
328 |
| ATR |
141 |
145 |
4 |
2.7% |
0 |
| Volume |
101,151 |
151,409 |
50,258 |
49.7% |
664,245 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,969 |
16,848 |
16,444 |
|
| R3 |
16,774 |
16,653 |
16,391 |
|
| R2 |
16,579 |
16,579 |
16,373 |
|
| R1 |
16,458 |
16,458 |
16,355 |
16,421 |
| PP |
16,384 |
16,384 |
16,384 |
16,366 |
| S1 |
16,263 |
16,263 |
16,319 |
16,226 |
| S2 |
16,189 |
16,189 |
16,301 |
|
| S3 |
15,994 |
16,068 |
16,284 |
|
| S4 |
15,799 |
15,873 |
16,230 |
|
|
| 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 |
16,310 |
384 |
2.4% |
158 |
1.0% |
7% |
False |
True |
141,826 |
| 10 |
16,694 |
16,305 |
389 |
2.4% |
137 |
0.8% |
8% |
False |
False |
145,935 |
| 20 |
16,694 |
16,242 |
452 |
2.8% |
134 |
0.8% |
21% |
False |
False |
141,919 |
| 40 |
16,694 |
15,881 |
813 |
5.0% |
150 |
0.9% |
56% |
False |
False |
154,208 |
| 60 |
16,694 |
15,881 |
813 |
5.0% |
155 |
0.9% |
56% |
False |
False |
124,998 |
| 80 |
16,694 |
15,216 |
1,478 |
9.0% |
158 |
1.0% |
76% |
False |
False |
93,765 |
| 100 |
16,694 |
15,216 |
1,478 |
9.0% |
148 |
0.9% |
76% |
False |
False |
75,016 |
| 120 |
16,694 |
15,216 |
1,478 |
9.0% |
132 |
0.8% |
76% |
False |
False |
62,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,334 |
|
2.618 |
17,016 |
|
1.618 |
16,821 |
|
1.000 |
16,700 |
|
0.618 |
16,626 |
|
HIGH |
16,505 |
|
0.618 |
16,431 |
|
0.500 |
16,408 |
|
0.382 |
16,385 |
|
LOW |
16,310 |
|
0.618 |
16,190 |
|
1.000 |
16,115 |
|
1.618 |
15,995 |
|
2.618 |
15,800 |
|
4.250 |
15,481 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,408 |
16,408 |
| PP |
16,384 |
16,384 |
| S1 |
16,361 |
16,361 |
|