| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,599.25 |
3,563.50 |
-35.75 |
-1.0% |
3,549.25 |
| High |
3,606.75 |
3,589.50 |
-17.25 |
-0.5% |
3,624.25 |
| Low |
3,540.25 |
3,543.00 |
2.75 |
0.1% |
3,540.25 |
| Close |
3,563.25 |
3,582.75 |
19.50 |
0.5% |
3,582.75 |
| Range |
66.50 |
46.50 |
-20.00 |
-30.1% |
84.00 |
| ATR |
53.70 |
53.19 |
-0.51 |
-1.0% |
0.00 |
| Volume |
398,709 |
294,611 |
-104,098 |
-26.1% |
1,396,514 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,711.25 |
3,693.50 |
3,608.25 |
|
| R3 |
3,664.75 |
3,647.00 |
3,595.50 |
|
| R2 |
3,618.25 |
3,618.25 |
3,591.25 |
|
| R1 |
3,600.50 |
3,600.50 |
3,587.00 |
3,609.50 |
| PP |
3,571.75 |
3,571.75 |
3,571.75 |
3,576.25 |
| S1 |
3,554.00 |
3,554.00 |
3,578.50 |
3,563.00 |
| S2 |
3,525.25 |
3,525.25 |
3,574.25 |
|
| S3 |
3,478.75 |
3,507.50 |
3,570.00 |
|
| S4 |
3,432.25 |
3,461.00 |
3,557.25 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,834.50 |
3,792.50 |
3,629.00 |
|
| R3 |
3,750.50 |
3,708.50 |
3,605.75 |
|
| R2 |
3,666.50 |
3,666.50 |
3,598.25 |
|
| R1 |
3,624.50 |
3,624.50 |
3,590.50 |
3,645.50 |
| PP |
3,582.50 |
3,582.50 |
3,582.50 |
3,593.00 |
| S1 |
3,540.50 |
3,540.50 |
3,575.00 |
3,561.50 |
| S2 |
3,498.50 |
3,498.50 |
3,567.25 |
|
| S3 |
3,414.50 |
3,456.50 |
3,559.75 |
|
| S4 |
3,330.50 |
3,372.50 |
3,536.50 |
|
|
| 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 |
3,540.25 |
84.00 |
2.3% |
46.25 |
1.3% |
51% |
False |
False |
279,302 |
| 10 |
3,624.25 |
3,497.50 |
126.75 |
3.5% |
51.00 |
1.4% |
67% |
False |
False |
304,861 |
| 20 |
3,624.25 |
3,480.50 |
143.75 |
4.0% |
51.25 |
1.4% |
71% |
False |
False |
297,882 |
| 40 |
3,712.75 |
3,404.75 |
308.00 |
8.6% |
59.50 |
1.7% |
58% |
False |
False |
346,437 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
54.75 |
1.5% |
54% |
False |
False |
262,184 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
53.25 |
1.5% |
54% |
False |
False |
196,768 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
47.25 |
1.3% |
54% |
False |
False |
157,420 |
| 120 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
41.00 |
1.1% |
54% |
False |
False |
131,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,787.00 |
|
2.618 |
3,711.25 |
|
1.618 |
3,664.75 |
|
1.000 |
3,636.00 |
|
0.618 |
3,618.25 |
|
HIGH |
3,589.50 |
|
0.618 |
3,571.75 |
|
0.500 |
3,566.25 |
|
0.382 |
3,560.75 |
|
LOW |
3,543.00 |
|
0.618 |
3,514.25 |
|
1.000 |
3,496.50 |
|
1.618 |
3,467.75 |
|
2.618 |
3,421.25 |
|
4.250 |
3,345.50 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,577.25 |
3,581.00 |
| PP |
3,571.75 |
3,579.25 |
| S1 |
3,566.25 |
3,577.50 |
|