| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,630 |
16,676 |
46 |
0.3% |
16,593 |
| High |
16,687 |
16,708 |
21 |
0.1% |
16,708 |
| Low |
16,608 |
16,635 |
27 |
0.2% |
16,589 |
| Close |
16,681 |
16,704 |
23 |
0.1% |
16,704 |
| Range |
79 |
73 |
-6 |
-7.6% |
119 |
| ATR |
128 |
124 |
-4 |
-3.1% |
0 |
| Volume |
78,751 |
92,528 |
13,777 |
17.5% |
359,236 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,901 |
16,876 |
16,744 |
|
| R3 |
16,828 |
16,803 |
16,724 |
|
| R2 |
16,755 |
16,755 |
16,718 |
|
| R1 |
16,730 |
16,730 |
16,711 |
16,743 |
| PP |
16,682 |
16,682 |
16,682 |
16,689 |
| S1 |
16,657 |
16,657 |
16,697 |
16,670 |
| S2 |
16,609 |
16,609 |
16,691 |
|
| S3 |
16,536 |
16,584 |
16,684 |
|
| S4 |
16,463 |
16,511 |
16,664 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,024 |
16,983 |
16,770 |
|
| R3 |
16,905 |
16,864 |
16,737 |
|
| R2 |
16,786 |
16,786 |
16,726 |
|
| R1 |
16,745 |
16,745 |
16,715 |
16,766 |
| PP |
16,667 |
16,667 |
16,667 |
16,677 |
| S1 |
16,626 |
16,626 |
16,693 |
16,647 |
| S2 |
16,548 |
16,548 |
16,682 |
|
| S3 |
16,429 |
16,507 |
16,671 |
|
| S4 |
16,310 |
16,388 |
16,639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,708 |
16,522 |
186 |
1.1% |
78 |
0.5% |
98% |
True |
False |
86,636 |
| 10 |
16,708 |
16,310 |
398 |
2.4% |
108 |
0.6% |
99% |
True |
False |
105,940 |
| 20 |
16,708 |
16,305 |
403 |
2.4% |
126 |
0.8% |
99% |
True |
False |
127,701 |
| 40 |
16,708 |
15,881 |
827 |
5.0% |
142 |
0.9% |
100% |
True |
False |
144,072 |
| 60 |
16,708 |
15,881 |
827 |
5.0% |
149 |
0.9% |
100% |
True |
False |
136,176 |
| 80 |
16,708 |
15,233 |
1,475 |
8.8% |
150 |
0.9% |
100% |
True |
False |
102,209 |
| 100 |
16,708 |
15,216 |
1,492 |
8.9% |
151 |
0.9% |
100% |
True |
False |
81,774 |
| 120 |
16,708 |
15,216 |
1,492 |
8.9% |
136 |
0.8% |
100% |
True |
False |
68,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,018 |
|
2.618 |
16,899 |
|
1.618 |
16,826 |
|
1.000 |
16,781 |
|
0.618 |
16,753 |
|
HIGH |
16,708 |
|
0.618 |
16,680 |
|
0.500 |
16,672 |
|
0.382 |
16,663 |
|
LOW |
16,635 |
|
0.618 |
16,590 |
|
1.000 |
16,562 |
|
1.618 |
16,517 |
|
2.618 |
16,444 |
|
4.250 |
16,325 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,693 |
16,688 |
| PP |
16,682 |
16,671 |
| S1 |
16,672 |
16,655 |
|