| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,490 |
16,525 |
35 |
0.2% |
16,466 |
| High |
16,560 |
16,593 |
33 |
0.2% |
16,593 |
| Low |
16,467 |
16,522 |
55 |
0.3% |
16,310 |
| Close |
16,528 |
16,586 |
58 |
0.4% |
16,586 |
| Range |
93 |
71 |
-22 |
-23.7% |
283 |
| ATR |
144 |
139 |
-5 |
-3.6% |
0 |
| Volume |
98,768 |
73,944 |
-24,824 |
-25.1% |
569,244 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,780 |
16,754 |
16,625 |
|
| R3 |
16,709 |
16,683 |
16,606 |
|
| R2 |
16,638 |
16,638 |
16,599 |
|
| R1 |
16,612 |
16,612 |
16,593 |
16,625 |
| PP |
16,567 |
16,567 |
16,567 |
16,574 |
| S1 |
16,541 |
16,541 |
16,580 |
16,554 |
| S2 |
16,496 |
16,496 |
16,573 |
|
| S3 |
16,425 |
16,470 |
16,567 |
|
| S4 |
16,354 |
16,399 |
16,547 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,345 |
17,249 |
16,742 |
|
| R3 |
17,062 |
16,966 |
16,664 |
|
| R2 |
16,779 |
16,779 |
16,638 |
|
| R1 |
16,683 |
16,683 |
16,612 |
16,731 |
| PP |
16,496 |
16,496 |
16,496 |
16,521 |
| S1 |
16,400 |
16,400 |
16,560 |
16,448 |
| S2 |
16,213 |
16,213 |
16,534 |
|
| S3 |
15,930 |
16,117 |
16,508 |
|
| S4 |
15,647 |
15,834 |
16,430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,593 |
16,310 |
283 |
1.7% |
133 |
0.8% |
98% |
True |
False |
113,848 |
| 10 |
16,694 |
16,310 |
384 |
2.3% |
133 |
0.8% |
72% |
False |
False |
123,348 |
| 20 |
16,694 |
16,242 |
452 |
2.7% |
133 |
0.8% |
76% |
False |
False |
137,212 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
147 |
0.9% |
87% |
False |
False |
147,991 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
155 |
0.9% |
87% |
False |
False |
130,257 |
| 80 |
16,694 |
15,216 |
1,478 |
8.9% |
156 |
0.9% |
93% |
False |
False |
97,722 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
151 |
0.9% |
93% |
False |
False |
78,182 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
134 |
0.8% |
93% |
False |
False |
65,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,895 |
|
2.618 |
16,779 |
|
1.618 |
16,708 |
|
1.000 |
16,664 |
|
0.618 |
16,637 |
|
HIGH |
16,593 |
|
0.618 |
16,566 |
|
0.500 |
16,558 |
|
0.382 |
16,549 |
|
LOW |
16,522 |
|
0.618 |
16,478 |
|
1.000 |
16,451 |
|
1.618 |
16,407 |
|
2.618 |
16,336 |
|
4.250 |
16,220 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,577 |
16,544 |
| PP |
16,567 |
16,502 |
| S1 |
16,558 |
16,460 |
|