| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,593 |
16,656 |
63 |
0.4% |
16,466 |
| High |
16,666 |
16,691 |
25 |
0.2% |
16,593 |
| Low |
16,589 |
16,601 |
12 |
0.1% |
16,310 |
| Close |
16,654 |
16,628 |
-26 |
-0.2% |
16,586 |
| Range |
77 |
90 |
13 |
16.9% |
283 |
| ATR |
135 |
132 |
-3 |
-2.4% |
0 |
| Volume |
93,974 |
93,983 |
9 |
0.0% |
569,244 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,910 |
16,859 |
16,678 |
|
| R3 |
16,820 |
16,769 |
16,653 |
|
| R2 |
16,730 |
16,730 |
16,645 |
|
| R1 |
16,679 |
16,679 |
16,636 |
16,660 |
| PP |
16,640 |
16,640 |
16,640 |
16,630 |
| S1 |
16,589 |
16,589 |
16,620 |
16,570 |
| S2 |
16,550 |
16,550 |
16,612 |
|
| S3 |
16,460 |
16,499 |
16,603 |
|
| S4 |
16,370 |
16,409 |
16,579 |
|
|
| 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 |
16,691 |
16,326 |
365 |
2.2% |
105 |
0.6% |
83% |
True |
False |
100,928 |
| 10 |
16,694 |
16,310 |
384 |
2.3% |
132 |
0.8% |
83% |
False |
False |
121,377 |
| 20 |
16,694 |
16,305 |
389 |
2.3% |
127 |
0.8% |
83% |
False |
False |
129,942 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
144 |
0.9% |
92% |
False |
False |
145,391 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
152 |
0.9% |
92% |
False |
False |
133,369 |
| 80 |
16,694 |
15,216 |
1,478 |
8.9% |
155 |
0.9% |
96% |
False |
False |
100,070 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
150 |
0.9% |
96% |
False |
False |
80,062 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
135 |
0.8% |
96% |
False |
False |
66,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,074 |
|
2.618 |
16,927 |
|
1.618 |
16,837 |
|
1.000 |
16,781 |
|
0.618 |
16,747 |
|
HIGH |
16,691 |
|
0.618 |
16,657 |
|
0.500 |
16,646 |
|
0.382 |
16,636 |
|
LOW |
16,601 |
|
0.618 |
16,546 |
|
1.000 |
16,511 |
|
1.618 |
16,456 |
|
2.618 |
16,366 |
|
4.250 |
16,219 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,646 |
16,621 |
| PP |
16,640 |
16,614 |
| S1 |
16,634 |
16,607 |
|