| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,289.8 |
1,296.0 |
6.2 |
0.5% |
1,300.9 |
| High |
1,304.5 |
1,299.0 |
-5.5 |
-0.4% |
1,315.8 |
| Low |
1,277.7 |
1,289.1 |
11.4 |
0.9% |
1,284.8 |
| Close |
1,295.8 |
1,294.8 |
-1.0 |
-0.1% |
1,287.6 |
| Range |
26.8 |
9.9 |
-16.9 |
-63.1% |
31.0 |
| ATR |
17.9 |
17.3 |
-0.6 |
-3.2% |
0.0 |
| Volume |
130,809 |
120,873 |
-9,936 |
-7.6% |
621,423 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.0 |
1,319.3 |
1,300.2 |
|
| R3 |
1,314.1 |
1,309.4 |
1,297.5 |
|
| R2 |
1,304.2 |
1,304.2 |
1,296.6 |
|
| R1 |
1,299.5 |
1,299.5 |
1,295.7 |
1,296.9 |
| PP |
1,294.3 |
1,294.3 |
1,294.3 |
1,293.0 |
| S1 |
1,289.6 |
1,289.6 |
1,293.9 |
1,287.0 |
| S2 |
1,284.4 |
1,284.4 |
1,293.0 |
|
| S3 |
1,274.5 |
1,279.7 |
1,292.1 |
|
| S4 |
1,264.6 |
1,269.8 |
1,289.4 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.1 |
1,369.3 |
1,304.7 |
|
| R3 |
1,358.1 |
1,338.3 |
1,296.1 |
|
| R2 |
1,327.1 |
1,327.1 |
1,293.3 |
|
| R1 |
1,307.3 |
1,307.3 |
1,290.4 |
1,301.7 |
| PP |
1,296.1 |
1,296.1 |
1,296.1 |
1,293.3 |
| S1 |
1,276.3 |
1,276.3 |
1,284.8 |
1,270.7 |
| S2 |
1,265.1 |
1,265.1 |
1,281.9 |
|
| S3 |
1,234.1 |
1,245.3 |
1,279.1 |
|
| S4 |
1,203.1 |
1,214.3 |
1,270.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.0 |
1,277.7 |
37.3 |
2.9% |
17.0 |
1.3% |
46% |
False |
False |
130,812 |
| 10 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
17.3 |
1.3% |
52% |
False |
False |
129,975 |
| 20 |
1,328.4 |
1,268.4 |
60.0 |
4.6% |
18.2 |
1.4% |
44% |
False |
False |
126,222 |
| 40 |
1,368.0 |
1,268.4 |
99.6 |
7.7% |
17.1 |
1.3% |
27% |
False |
False |
108,685 |
| 60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.4 |
1.3% |
21% |
False |
False |
76,857 |
| 80 |
1,392.2 |
1,233.0 |
159.2 |
12.3% |
17.6 |
1.4% |
39% |
False |
False |
58,608 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.3 |
1.3% |
53% |
False |
False |
47,255 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.8 |
1.4% |
53% |
False |
False |
39,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.1 |
|
2.618 |
1,324.9 |
|
1.618 |
1,315.0 |
|
1.000 |
1,308.9 |
|
0.618 |
1,305.1 |
|
HIGH |
1,299.0 |
|
0.618 |
1,295.2 |
|
0.500 |
1,294.1 |
|
0.382 |
1,292.9 |
|
LOW |
1,289.1 |
|
0.618 |
1,283.0 |
|
1.000 |
1,279.2 |
|
1.618 |
1,273.1 |
|
2.618 |
1,263.2 |
|
4.250 |
1,247.0 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,294.6 |
1,293.6 |
| PP |
1,294.3 |
1,292.3 |
| S1 |
1,294.1 |
1,291.1 |
|