| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,342 |
16,490 |
148 |
0.9% |
16,531 |
| High |
16,521 |
16,560 |
39 |
0.2% |
16,694 |
| Low |
16,326 |
16,467 |
141 |
0.9% |
16,366 |
| Close |
16,499 |
16,528 |
29 |
0.2% |
16,465 |
| Range |
195 |
93 |
-102 |
-52.3% |
328 |
| ATR |
148 |
144 |
-4 |
-2.7% |
0 |
| Volume |
143,972 |
98,768 |
-45,204 |
-31.4% |
664,245 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,797 |
16,756 |
16,579 |
|
| R3 |
16,704 |
16,663 |
16,554 |
|
| R2 |
16,611 |
16,611 |
16,545 |
|
| R1 |
16,570 |
16,570 |
16,537 |
16,591 |
| PP |
16,518 |
16,518 |
16,518 |
16,529 |
| S1 |
16,477 |
16,477 |
16,520 |
16,498 |
| S2 |
16,425 |
16,425 |
16,511 |
|
| S3 |
16,332 |
16,384 |
16,503 |
|
| S4 |
16,239 |
16,291 |
16,477 |
|
|
| 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 |
16,560 |
16,310 |
250 |
1.5% |
138 |
0.8% |
87% |
True |
False |
125,245 |
| 10 |
16,694 |
16,310 |
384 |
2.3% |
135 |
0.8% |
57% |
False |
False |
130,083 |
| 20 |
16,694 |
16,242 |
452 |
2.7% |
137 |
0.8% |
63% |
False |
False |
141,211 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
148 |
0.9% |
80% |
False |
False |
150,905 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
157 |
0.9% |
80% |
False |
False |
129,032 |
| 80 |
16,694 |
15,216 |
1,478 |
8.9% |
160 |
1.0% |
89% |
False |
False |
96,798 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
150 |
0.9% |
89% |
False |
False |
77,443 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
134 |
0.8% |
89% |
False |
False |
64,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,955 |
|
2.618 |
16,804 |
|
1.618 |
16,711 |
|
1.000 |
16,653 |
|
0.618 |
16,618 |
|
HIGH |
16,560 |
|
0.618 |
16,525 |
|
0.500 |
16,514 |
|
0.382 |
16,503 |
|
LOW |
16,467 |
|
0.618 |
16,410 |
|
1.000 |
16,374 |
|
1.618 |
16,317 |
|
2.618 |
16,224 |
|
4.250 |
16,072 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,523 |
16,497 |
| PP |
16,518 |
16,466 |
| S1 |
16,514 |
16,435 |
|