| 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 |
1,293.9 |
1,305.5 |
11.6 |
0.9% |
1,300.9 |
| High |
1,309.2 |
1,307.3 |
-1.9 |
-0.1% |
1,315.8 |
| Low |
1,291.6 |
1,290.9 |
-0.7 |
-0.1% |
1,284.8 |
| Close |
1,305.9 |
1,293.6 |
-12.3 |
-0.9% |
1,287.6 |
| Range |
17.6 |
16.4 |
-1.2 |
-6.8% |
31.0 |
| ATR |
17.4 |
17.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
120,327 |
147,392 |
27,065 |
22.5% |
621,423 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.5 |
1,336.4 |
1,302.6 |
|
| R3 |
1,330.1 |
1,320.0 |
1,298.1 |
|
| R2 |
1,313.7 |
1,313.7 |
1,296.6 |
|
| R1 |
1,303.6 |
1,303.6 |
1,295.1 |
1,300.5 |
| PP |
1,297.3 |
1,297.3 |
1,297.3 |
1,295.7 |
| S1 |
1,287.2 |
1,287.2 |
1,292.1 |
1,284.1 |
| S2 |
1,280.9 |
1,280.9 |
1,290.6 |
|
| S3 |
1,264.5 |
1,270.8 |
1,289.1 |
|
| S4 |
1,248.1 |
1,254.4 |
1,284.6 |
|
|
| 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 |
1,309.2 |
1,277.7 |
31.5 |
2.4% |
15.9 |
1.2% |
50% |
False |
False |
125,974 |
| 10 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
17.8 |
1.4% |
49% |
False |
False |
131,276 |
| 20 |
1,315.8 |
1,268.4 |
47.4 |
3.7% |
17.0 |
1.3% |
53% |
False |
False |
124,285 |
| 40 |
1,343.2 |
1,268.4 |
74.8 |
5.8% |
16.8 |
1.3% |
34% |
False |
False |
114,484 |
| 60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.5 |
1.4% |
20% |
False |
False |
81,170 |
| 80 |
1,392.2 |
1,233.0 |
159.2 |
12.3% |
17.5 |
1.4% |
38% |
False |
False |
61,850 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.0 |
1.3% |
52% |
False |
False |
49,918 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
52% |
False |
False |
41,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.0 |
|
2.618 |
1,350.2 |
|
1.618 |
1,333.8 |
|
1.000 |
1,323.7 |
|
0.618 |
1,317.4 |
|
HIGH |
1,307.3 |
|
0.618 |
1,301.0 |
|
0.500 |
1,299.1 |
|
0.382 |
1,297.2 |
|
LOW |
1,290.9 |
|
0.618 |
1,280.8 |
|
1.000 |
1,274.5 |
|
1.618 |
1,264.4 |
|
2.618 |
1,248.0 |
|
4.250 |
1,221.2 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.1 |
1,299.2 |
| PP |
1,297.3 |
1,297.3 |
| S1 |
1,295.4 |
1,295.5 |
|