| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,656 |
16,630 |
-26 |
-0.2% |
16,466 |
| High |
16,691 |
16,687 |
-4 |
0.0% |
16,593 |
| Low |
16,601 |
16,608 |
7 |
0.0% |
16,310 |
| Close |
16,628 |
16,681 |
53 |
0.3% |
16,586 |
| Range |
90 |
79 |
-11 |
-12.2% |
283 |
| ATR |
132 |
128 |
-4 |
-2.9% |
0 |
| Volume |
93,983 |
78,751 |
-15,232 |
-16.2% |
569,244 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,896 |
16,867 |
16,725 |
|
| R3 |
16,817 |
16,788 |
16,703 |
|
| R2 |
16,738 |
16,738 |
16,696 |
|
| R1 |
16,709 |
16,709 |
16,688 |
16,724 |
| PP |
16,659 |
16,659 |
16,659 |
16,666 |
| S1 |
16,630 |
16,630 |
16,674 |
16,645 |
| S2 |
16,580 |
16,580 |
16,667 |
|
| S3 |
16,501 |
16,551 |
16,659 |
|
| S4 |
16,422 |
16,472 |
16,638 |
|
|
| 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 |
16,467 |
224 |
1.3% |
82 |
0.5% |
96% |
False |
False |
87,884 |
| 10 |
16,691 |
16,310 |
381 |
2.3% |
126 |
0.8% |
97% |
False |
False |
117,825 |
| 20 |
16,694 |
16,305 |
389 |
2.3% |
126 |
0.8% |
97% |
False |
False |
127,155 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
142 |
0.9% |
98% |
False |
False |
144,637 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
149 |
0.9% |
98% |
False |
False |
134,648 |
| 80 |
16,694 |
15,228 |
1,466 |
8.8% |
151 |
0.9% |
99% |
False |
False |
101,054 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
150 |
0.9% |
99% |
False |
False |
80,849 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
136 |
0.8% |
99% |
False |
False |
67,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,023 |
|
2.618 |
16,894 |
|
1.618 |
16,815 |
|
1.000 |
16,766 |
|
0.618 |
16,736 |
|
HIGH |
16,687 |
|
0.618 |
16,657 |
|
0.500 |
16,648 |
|
0.382 |
16,638 |
|
LOW |
16,608 |
|
0.618 |
16,559 |
|
1.000 |
16,529 |
|
1.618 |
16,480 |
|
2.618 |
16,401 |
|
4.250 |
16,272 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,670 |
16,667 |
| PP |
16,659 |
16,654 |
| S1 |
16,648 |
16,640 |
|