| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,294.3 |
1,293.6 |
-0.7 |
-0.1% |
1,293.0 |
| High |
1,295.7 |
1,294.8 |
-0.9 |
-0.1% |
1,305.7 |
| Low |
1,286.6 |
1,263.2 |
-23.4 |
-1.8% |
1,282.9 |
| Close |
1,291.7 |
1,265.5 |
-26.2 |
-2.0% |
1,291.7 |
| Range |
9.1 |
31.6 |
22.5 |
247.3% |
22.8 |
| ATR |
15.6 |
16.8 |
1.1 |
7.3% |
0.0 |
| Volume |
146,979 |
252,104 |
105,125 |
71.5% |
639,206 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.3 |
1,349.0 |
1,282.9 |
|
| R3 |
1,337.7 |
1,317.4 |
1,274.2 |
|
| R2 |
1,306.1 |
1,306.1 |
1,271.3 |
|
| R1 |
1,285.8 |
1,285.8 |
1,268.4 |
1,280.2 |
| PP |
1,274.5 |
1,274.5 |
1,274.5 |
1,271.7 |
| S1 |
1,254.2 |
1,254.2 |
1,262.6 |
1,248.6 |
| S2 |
1,242.9 |
1,242.9 |
1,259.7 |
|
| S3 |
1,211.3 |
1,222.6 |
1,256.8 |
|
| S4 |
1,179.7 |
1,191.0 |
1,248.1 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.8 |
1,349.6 |
1,304.2 |
|
| R3 |
1,339.0 |
1,326.8 |
1,298.0 |
|
| R2 |
1,316.2 |
1,316.2 |
1,295.9 |
|
| R1 |
1,304.0 |
1,304.0 |
1,293.8 |
1,298.7 |
| PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,290.8 |
| S1 |
1,281.2 |
1,281.2 |
1,289.6 |
1,275.9 |
| S2 |
1,270.6 |
1,270.6 |
1,287.5 |
|
| S3 |
1,247.8 |
1,258.4 |
1,285.4 |
|
| S4 |
1,225.0 |
1,235.6 |
1,279.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,304.1 |
1,263.2 |
40.9 |
3.2% |
15.9 |
1.3% |
6% |
False |
True |
156,562 |
| 10 |
1,309.2 |
1,263.2 |
46.0 |
3.6% |
15.0 |
1.2% |
5% |
False |
True |
139,673 |
| 20 |
1,315.8 |
1,263.2 |
52.6 |
4.2% |
16.4 |
1.3% |
4% |
False |
True |
133,971 |
| 40 |
1,331.4 |
1,263.2 |
68.2 |
5.4% |
16.5 |
1.3% |
3% |
False |
True |
126,477 |
| 60 |
1,392.2 |
1,263.2 |
129.0 |
10.2% |
17.4 |
1.4% |
2% |
False |
True |
97,004 |
| 80 |
1,392.2 |
1,238.8 |
153.4 |
12.1% |
17.1 |
1.3% |
17% |
False |
False |
73,987 |
| 100 |
1,392.2 |
1,206.0 |
186.2 |
14.7% |
17.1 |
1.3% |
32% |
False |
False |
59,964 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.2% |
17.7 |
1.4% |
38% |
False |
False |
50,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.1 |
|
2.618 |
1,377.5 |
|
1.618 |
1,345.9 |
|
1.000 |
1,326.4 |
|
0.618 |
1,314.3 |
|
HIGH |
1,294.8 |
|
0.618 |
1,282.7 |
|
0.500 |
1,279.0 |
|
0.382 |
1,275.3 |
|
LOW |
1,263.2 |
|
0.618 |
1,243.7 |
|
1.000 |
1,231.6 |
|
1.618 |
1,212.1 |
|
2.618 |
1,180.5 |
|
4.250 |
1,128.9 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.0 |
1,283.7 |
| PP |
1,274.5 |
1,277.6 |
| S1 |
1,270.0 |
1,271.6 |
|