| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,293.6 |
1,264.0 |
-29.6 |
-2.3% |
1,293.0 |
| High |
1,294.8 |
1,267.3 |
-27.5 |
-2.1% |
1,305.7 |
| Low |
1,263.2 |
1,255.8 |
-7.4 |
-0.6% |
1,282.9 |
| Close |
1,265.5 |
1,259.3 |
-6.2 |
-0.5% |
1,291.7 |
| Range |
31.6 |
11.5 |
-20.1 |
-63.6% |
22.8 |
| ATR |
16.8 |
16.4 |
-0.4 |
-2.2% |
0.0 |
| Volume |
252,104 |
168,825 |
-83,279 |
-33.0% |
639,206 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.3 |
1,288.8 |
1,265.6 |
|
| R3 |
1,283.8 |
1,277.3 |
1,262.5 |
|
| R2 |
1,272.3 |
1,272.3 |
1,261.4 |
|
| R1 |
1,265.8 |
1,265.8 |
1,260.4 |
1,263.3 |
| PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,259.6 |
| S1 |
1,254.3 |
1,254.3 |
1,258.2 |
1,251.8 |
| S2 |
1,249.3 |
1,249.3 |
1,257.2 |
|
| S3 |
1,237.8 |
1,242.8 |
1,256.1 |
|
| S4 |
1,226.3 |
1,231.3 |
1,253.0 |
|
|
| 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 |
1,255.8 |
48.3 |
3.8% |
15.9 |
1.3% |
7% |
False |
True |
164,429 |
| 10 |
1,309.2 |
1,255.8 |
53.4 |
4.2% |
15.2 |
1.2% |
7% |
False |
True |
144,469 |
| 20 |
1,315.8 |
1,255.8 |
60.0 |
4.8% |
16.2 |
1.3% |
6% |
False |
True |
137,222 |
| 40 |
1,331.4 |
1,255.8 |
75.6 |
6.0% |
16.4 |
1.3% |
5% |
False |
True |
127,367 |
| 60 |
1,392.2 |
1,255.8 |
136.4 |
10.8% |
17.2 |
1.4% |
3% |
False |
True |
99,589 |
| 80 |
1,392.2 |
1,241.2 |
151.0 |
12.0% |
17.0 |
1.4% |
12% |
False |
False |
76,035 |
| 100 |
1,392.2 |
1,219.8 |
172.4 |
13.7% |
16.9 |
1.3% |
23% |
False |
False |
61,642 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.3% |
17.7 |
1.4% |
35% |
False |
False |
51,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.2 |
|
2.618 |
1,297.4 |
|
1.618 |
1,285.9 |
|
1.000 |
1,278.8 |
|
0.618 |
1,274.4 |
|
HIGH |
1,267.3 |
|
0.618 |
1,262.9 |
|
0.500 |
1,261.6 |
|
0.382 |
1,260.2 |
|
LOW |
1,255.8 |
|
0.618 |
1,248.7 |
|
1.000 |
1,244.3 |
|
1.618 |
1,237.2 |
|
2.618 |
1,225.7 |
|
4.250 |
1,206.9 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.6 |
1,275.8 |
| PP |
1,260.8 |
1,270.3 |
| S1 |
1,260.1 |
1,264.8 |
|