| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,264.0 |
1,258.3 |
-5.7 |
-0.5% |
1,293.0 |
| High |
1,267.3 |
1,260.6 |
-6.7 |
-0.5% |
1,305.7 |
| Low |
1,255.8 |
1,250.9 |
-4.9 |
-0.4% |
1,282.9 |
| Close |
1,259.3 |
1,256.3 |
-3.0 |
-0.2% |
1,291.7 |
| Range |
11.5 |
9.7 |
-1.8 |
-15.7% |
22.8 |
| ATR |
16.4 |
15.9 |
-0.5 |
-2.9% |
0.0 |
| Volume |
168,825 |
38,045 |
-130,780 |
-77.5% |
639,206 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.0 |
1,280.4 |
1,261.6 |
|
| R3 |
1,275.3 |
1,270.7 |
1,259.0 |
|
| R2 |
1,265.6 |
1,265.6 |
1,258.1 |
|
| R1 |
1,261.0 |
1,261.0 |
1,257.2 |
1,258.5 |
| PP |
1,255.9 |
1,255.9 |
1,255.9 |
1,254.7 |
| S1 |
1,251.3 |
1,251.3 |
1,255.4 |
1,248.8 |
| S2 |
1,246.2 |
1,246.2 |
1,254.5 |
|
| S3 |
1,236.5 |
1,241.6 |
1,253.6 |
|
| S4 |
1,226.8 |
1,231.9 |
1,251.0 |
|
|
| 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 |
1,250.9 |
53.2 |
4.2% |
15.2 |
1.2% |
10% |
False |
True |
146,837 |
| 10 |
1,307.3 |
1,250.9 |
56.4 |
4.5% |
14.4 |
1.1% |
10% |
False |
True |
136,240 |
| 20 |
1,315.8 |
1,250.9 |
64.9 |
5.2% |
16.0 |
1.3% |
8% |
False |
True |
132,161 |
| 40 |
1,331.4 |
1,250.9 |
80.5 |
6.4% |
16.4 |
1.3% |
7% |
False |
True |
125,495 |
| 60 |
1,392.2 |
1,250.9 |
141.3 |
11.2% |
17.0 |
1.4% |
4% |
False |
True |
100,067 |
| 80 |
1,392.2 |
1,247.5 |
144.7 |
11.5% |
16.8 |
1.3% |
6% |
False |
False |
76,476 |
| 100 |
1,392.2 |
1,219.8 |
172.4 |
13.7% |
16.9 |
1.3% |
21% |
False |
False |
61,998 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.4% |
17.4 |
1.4% |
34% |
False |
False |
51,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.8 |
|
2.618 |
1,286.0 |
|
1.618 |
1,276.3 |
|
1.000 |
1,270.3 |
|
0.618 |
1,266.6 |
|
HIGH |
1,260.6 |
|
0.618 |
1,256.9 |
|
0.500 |
1,255.8 |
|
0.382 |
1,254.6 |
|
LOW |
1,250.9 |
|
0.618 |
1,244.9 |
|
1.000 |
1,241.2 |
|
1.618 |
1,235.2 |
|
2.618 |
1,225.5 |
|
4.250 |
1,209.7 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.1 |
1,272.9 |
| PP |
1,255.9 |
1,267.3 |
| S1 |
1,255.8 |
1,261.8 |
|