| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,631.50 |
3,648.25 |
16.75 |
0.5% |
3,586.75 |
| High |
3,659.75 |
3,677.00 |
17.25 |
0.5% |
3,677.00 |
| Low |
3,631.25 |
3,645.25 |
14.00 |
0.4% |
3,565.50 |
| Close |
3,648.00 |
3,675.00 |
27.00 |
0.7% |
3,675.00 |
| Range |
28.50 |
31.75 |
3.25 |
11.4% |
111.50 |
| ATR |
49.79 |
48.50 |
-1.29 |
-2.6% |
0.00 |
| Volume |
217,632 |
167,143 |
-50,489 |
-23.2% |
1,160,808 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,761.00 |
3,749.75 |
3,692.50 |
|
| R3 |
3,729.25 |
3,718.00 |
3,683.75 |
|
| R2 |
3,697.50 |
3,697.50 |
3,680.75 |
|
| R1 |
3,686.25 |
3,686.25 |
3,678.00 |
3,692.00 |
| PP |
3,665.75 |
3,665.75 |
3,665.75 |
3,668.50 |
| S1 |
3,654.50 |
3,654.50 |
3,672.00 |
3,660.00 |
| S2 |
3,634.00 |
3,634.00 |
3,669.25 |
|
| S3 |
3,602.25 |
3,622.75 |
3,666.25 |
|
| S4 |
3,570.50 |
3,591.00 |
3,657.50 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,973.75 |
3,935.75 |
3,736.25 |
|
| R3 |
3,862.25 |
3,824.25 |
3,705.75 |
|
| R2 |
3,750.75 |
3,750.75 |
3,695.50 |
|
| R1 |
3,712.75 |
3,712.75 |
3,685.25 |
3,731.75 |
| PP |
3,639.25 |
3,639.25 |
3,639.25 |
3,648.50 |
| S1 |
3,601.25 |
3,601.25 |
3,664.75 |
3,620.25 |
| S2 |
3,527.75 |
3,527.75 |
3,654.50 |
|
| S3 |
3,416.25 |
3,489.75 |
3,644.25 |
|
| S4 |
3,304.75 |
3,378.25 |
3,613.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,677.00 |
3,565.50 |
111.50 |
3.0% |
38.75 |
1.1% |
98% |
True |
False |
232,161 |
| 10 |
3,677.00 |
3,540.25 |
136.75 |
3.7% |
42.50 |
1.2% |
99% |
True |
False |
255,732 |
| 20 |
3,677.00 |
3,480.50 |
196.50 |
5.3% |
46.75 |
1.3% |
99% |
True |
False |
288,949 |
| 40 |
3,677.00 |
3,404.75 |
272.25 |
7.4% |
55.75 |
1.5% |
99% |
True |
False |
326,940 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
8.9% |
55.00 |
1.5% |
82% |
False |
False |
281,439 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
8.9% |
52.00 |
1.4% |
82% |
False |
False |
211,267 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
8.9% |
49.00 |
1.3% |
82% |
False |
False |
169,028 |
| 120 |
3,733.25 |
3,404.75 |
328.50 |
8.9% |
42.50 |
1.2% |
82% |
False |
False |
140,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,812.00 |
|
2.618 |
3,760.00 |
|
1.618 |
3,728.25 |
|
1.000 |
3,708.75 |
|
0.618 |
3,696.50 |
|
HIGH |
3,677.00 |
|
0.618 |
3,664.75 |
|
0.500 |
3,661.00 |
|
0.382 |
3,657.50 |
|
LOW |
3,645.25 |
|
0.618 |
3,625.75 |
|
1.000 |
3,613.50 |
|
1.618 |
3,594.00 |
|
2.618 |
3,562.25 |
|
4.250 |
3,510.25 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,670.50 |
3,661.75 |
| PP |
3,665.75 |
3,648.50 |
| S1 |
3,661.00 |
3,635.00 |
|