| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,480 |
16,342 |
-138 |
-0.8% |
16,531 |
| High |
16,505 |
16,521 |
16 |
0.1% |
16,694 |
| Low |
16,310 |
16,326 |
16 |
0.1% |
16,366 |
| Close |
16,337 |
16,499 |
162 |
1.0% |
16,465 |
| Range |
195 |
195 |
0 |
0.0% |
328 |
| ATR |
145 |
148 |
4 |
2.5% |
0 |
| Volume |
151,409 |
143,972 |
-7,437 |
-4.9% |
664,245 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,034 |
16,961 |
16,606 |
|
| R3 |
16,839 |
16,766 |
16,553 |
|
| R2 |
16,644 |
16,644 |
16,535 |
|
| R1 |
16,571 |
16,571 |
16,517 |
16,608 |
| PP |
16,449 |
16,449 |
16,449 |
16,467 |
| S1 |
16,376 |
16,376 |
16,481 |
16,413 |
| S2 |
16,254 |
16,254 |
16,463 |
|
| S3 |
16,059 |
16,181 |
16,446 |
|
| S4 |
15,864 |
15,986 |
16,392 |
|
|
| 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 |
16,619 |
16,310 |
309 |
1.9% |
170 |
1.0% |
61% |
False |
False |
147,767 |
| 10 |
16,694 |
16,310 |
384 |
2.3% |
139 |
0.8% |
49% |
False |
False |
139,288 |
| 20 |
16,694 |
16,242 |
452 |
2.7% |
139 |
0.8% |
57% |
False |
False |
144,165 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
151 |
0.9% |
76% |
False |
False |
153,283 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
157 |
1.0% |
76% |
False |
False |
127,391 |
| 80 |
16,694 |
15,216 |
1,478 |
9.0% |
159 |
1.0% |
87% |
False |
False |
95,564 |
| 100 |
16,694 |
15,216 |
1,478 |
9.0% |
149 |
0.9% |
87% |
False |
False |
76,455 |
| 120 |
16,694 |
15,216 |
1,478 |
9.0% |
133 |
0.8% |
87% |
False |
False |
63,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,350 |
|
2.618 |
17,032 |
|
1.618 |
16,837 |
|
1.000 |
16,716 |
|
0.618 |
16,642 |
|
HIGH |
16,521 |
|
0.618 |
16,447 |
|
0.500 |
16,424 |
|
0.382 |
16,401 |
|
LOW |
16,326 |
|
0.618 |
16,206 |
|
1.000 |
16,131 |
|
1.618 |
16,011 |
|
2.618 |
15,816 |
|
4.250 |
15,497 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,474 |
16,471 |
| PP |
16,449 |
16,443 |
| S1 |
16,424 |
16,416 |
|