| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,611.50 |
3,610.50 |
-1.00 |
0.0% |
3,583.25 |
| High |
3,624.25 |
3,615.00 |
-9.25 |
-0.3% |
3,603.75 |
| Low |
3,603.50 |
3,583.25 |
-20.25 |
-0.6% |
3,497.50 |
| Close |
3,608.75 |
3,596.25 |
-12.50 |
-0.3% |
3,548.00 |
| Range |
20.75 |
31.75 |
11.00 |
53.0% |
106.25 |
| ATR |
54.33 |
52.72 |
-1.61 |
-3.0% |
0.00 |
| Volume |
221,779 |
234,686 |
12,907 |
5.8% |
1,652,104 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,693.50 |
3,676.50 |
3,613.75 |
|
| R3 |
3,661.75 |
3,644.75 |
3,605.00 |
|
| R2 |
3,630.00 |
3,630.00 |
3,602.00 |
|
| R1 |
3,613.00 |
3,613.00 |
3,599.25 |
3,605.50 |
| PP |
3,598.25 |
3,598.25 |
3,598.25 |
3,594.50 |
| S1 |
3,581.25 |
3,581.25 |
3,593.25 |
3,574.00 |
| S2 |
3,566.50 |
3,566.50 |
3,590.50 |
|
| S3 |
3,534.75 |
3,549.50 |
3,587.50 |
|
| S4 |
3,503.00 |
3,517.75 |
3,578.75 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,868.50 |
3,814.50 |
3,606.50 |
|
| R3 |
3,762.25 |
3,708.25 |
3,577.25 |
|
| R2 |
3,656.00 |
3,656.00 |
3,567.50 |
|
| R1 |
3,602.00 |
3,602.00 |
3,557.75 |
3,576.00 |
| PP |
3,549.75 |
3,549.75 |
3,549.75 |
3,536.75 |
| S1 |
3,495.75 |
3,495.75 |
3,538.25 |
3,469.50 |
| S2 |
3,443.50 |
3,443.50 |
3,528.50 |
|
| S3 |
3,337.25 |
3,389.50 |
3,518.75 |
|
| S4 |
3,231.00 |
3,283.25 |
3,489.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,624.25 |
3,510.50 |
113.75 |
3.2% |
44.25 |
1.2% |
75% |
False |
False |
282,342 |
| 10 |
3,624.25 |
3,497.50 |
126.75 |
3.5% |
46.75 |
1.3% |
78% |
False |
False |
284,806 |
| 20 |
3,624.25 |
3,479.50 |
144.75 |
4.0% |
50.25 |
1.4% |
81% |
False |
False |
296,697 |
| 40 |
3,712.75 |
3,404.75 |
308.00 |
8.6% |
59.00 |
1.6% |
62% |
False |
False |
344,451 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
54.00 |
1.5% |
58% |
False |
False |
250,651 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
52.25 |
1.5% |
58% |
False |
False |
188,102 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
46.75 |
1.3% |
58% |
False |
False |
150,487 |
| 120 |
3,733.25 |
3,354.00 |
379.25 |
10.5% |
40.25 |
1.1% |
64% |
False |
False |
125,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,750.00 |
|
2.618 |
3,698.00 |
|
1.618 |
3,666.25 |
|
1.000 |
3,646.75 |
|
0.618 |
3,634.50 |
|
HIGH |
3,615.00 |
|
0.618 |
3,602.75 |
|
0.500 |
3,599.00 |
|
0.382 |
3,595.50 |
|
LOW |
3,583.25 |
|
0.618 |
3,563.75 |
|
1.000 |
3,551.50 |
|
1.618 |
3,532.00 |
|
2.618 |
3,500.25 |
|
4.250 |
3,448.25 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,599.00 |
3,593.00 |
| PP |
3,598.25 |
3,589.50 |
| S1 |
3,597.25 |
3,586.25 |
|