| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,610.50 |
3,599.25 |
-11.25 |
-0.3% |
3,583.25 |
| High |
3,615.00 |
3,606.75 |
-8.25 |
-0.2% |
3,603.75 |
| Low |
3,583.25 |
3,540.25 |
-43.00 |
-1.2% |
3,497.50 |
| Close |
3,596.25 |
3,563.25 |
-33.00 |
-0.9% |
3,548.00 |
| Range |
31.75 |
66.50 |
34.75 |
109.4% |
106.25 |
| ATR |
52.72 |
53.70 |
0.98 |
1.9% |
0.00 |
| Volume |
234,686 |
398,709 |
164,023 |
69.9% |
1,652,104 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,769.50 |
3,733.00 |
3,599.75 |
|
| R3 |
3,703.00 |
3,666.50 |
3,581.50 |
|
| R2 |
3,636.50 |
3,636.50 |
3,575.50 |
|
| R1 |
3,600.00 |
3,600.00 |
3,569.25 |
3,585.00 |
| PP |
3,570.00 |
3,570.00 |
3,570.00 |
3,562.50 |
| S1 |
3,533.50 |
3,533.50 |
3,557.25 |
3,518.50 |
| S2 |
3,503.50 |
3,503.50 |
3,551.00 |
|
| S3 |
3,437.00 |
3,467.00 |
3,545.00 |
|
| S4 |
3,370.50 |
3,400.50 |
3,526.75 |
|
|
| 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% |
45.25 |
1.3% |
46% |
False |
False |
284,362 |
| 10 |
3,624.25 |
3,497.50 |
126.75 |
3.6% |
49.75 |
1.4% |
52% |
False |
False |
305,158 |
| 20 |
3,624.25 |
3,480.50 |
143.75 |
4.0% |
51.25 |
1.4% |
58% |
False |
False |
296,609 |
| 40 |
3,712.75 |
3,404.75 |
308.00 |
8.6% |
59.25 |
1.7% |
51% |
False |
False |
345,655 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
54.50 |
1.5% |
48% |
False |
False |
257,284 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
53.00 |
1.5% |
48% |
False |
False |
193,086 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
47.25 |
1.3% |
48% |
False |
False |
154,474 |
| 120 |
3,733.25 |
3,387.75 |
345.50 |
9.7% |
40.75 |
1.1% |
51% |
False |
False |
128,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,889.50 |
|
2.618 |
3,780.75 |
|
1.618 |
3,714.25 |
|
1.000 |
3,673.25 |
|
0.618 |
3,647.75 |
|
HIGH |
3,606.75 |
|
0.618 |
3,581.25 |
|
0.500 |
3,573.50 |
|
0.382 |
3,565.75 |
|
LOW |
3,540.25 |
|
0.618 |
3,499.25 |
|
1.000 |
3,473.75 |
|
1.618 |
3,432.75 |
|
2.618 |
3,366.25 |
|
4.250 |
3,257.50 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,573.50 |
3,582.25 |
| PP |
3,570.00 |
3,576.00 |
| S1 |
3,566.75 |
3,569.50 |
|