| 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 |
1,294.4 |
1,294.3 |
-0.1 |
0.0% |
1,293.5 |
| High |
1,295.9 |
1,294.7 |
-1.2 |
-0.1% |
1,305.8 |
| Low |
1,286.7 |
1,263.4 |
-23.3 |
-1.8% |
1,283.3 |
| Close |
1,291.9 |
1,265.7 |
-26.2 |
-2.0% |
1,291.9 |
| Range |
9.2 |
31.3 |
22.1 |
240.2% |
22.5 |
| ATR |
14.9 |
16.1 |
1.2 |
7.8% |
0.0 |
| Volume |
78,706 |
90,266 |
11,560 |
14.7% |
141,435 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.5 |
1,348.4 |
1,282.9 |
|
| R3 |
1,337.2 |
1,317.1 |
1,274.3 |
|
| R2 |
1,305.9 |
1,305.9 |
1,271.4 |
|
| R1 |
1,285.8 |
1,285.8 |
1,268.6 |
1,280.2 |
| PP |
1,274.6 |
1,274.6 |
1,274.6 |
1,271.8 |
| S1 |
1,254.5 |
1,254.5 |
1,262.8 |
1,248.9 |
| S2 |
1,243.3 |
1,243.3 |
1,260.0 |
|
| S3 |
1,212.0 |
1,223.2 |
1,257.1 |
|
| S4 |
1,180.7 |
1,191.9 |
1,248.5 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.2 |
1,349.0 |
1,304.3 |
|
| R3 |
1,338.7 |
1,326.5 |
1,298.1 |
|
| R2 |
1,316.2 |
1,316.2 |
1,296.0 |
|
| R1 |
1,304.0 |
1,304.0 |
1,294.0 |
1,298.9 |
| PP |
1,293.7 |
1,293.7 |
1,293.7 |
1,291.1 |
| S1 |
1,281.5 |
1,281.5 |
1,289.8 |
1,276.4 |
| S2 |
1,271.2 |
1,271.2 |
1,287.8 |
|
| S3 |
1,248.7 |
1,259.0 |
1,285.7 |
|
| S4 |
1,226.2 |
1,236.5 |
1,279.5 |
|
|
| 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 |
1,263.4 |
40.7 |
3.2% |
15.6 |
1.2% |
6% |
False |
True |
44,830 |
| 10 |
1,309.4 |
1,263.4 |
46.0 |
3.6% |
14.6 |
1.2% |
5% |
False |
True |
29,737 |
| 20 |
1,315.7 |
1,263.4 |
52.3 |
4.1% |
15.7 |
1.2% |
4% |
False |
True |
21,703 |
| 40 |
1,331.0 |
1,263.4 |
67.6 |
5.3% |
15.5 |
1.2% |
3% |
False |
True |
12,703 |
| 60 |
1,392.0 |
1,263.4 |
128.6 |
10.2% |
16.0 |
1.3% |
2% |
False |
True |
9,389 |
| 80 |
1,392.0 |
1,240.5 |
151.5 |
12.0% |
15.4 |
1.2% |
17% |
False |
False |
7,437 |
| 100 |
1,392.0 |
1,215.2 |
176.8 |
14.0% |
14.6 |
1.2% |
29% |
False |
False |
6,217 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.2% |
14.5 |
1.1% |
38% |
False |
False |
5,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,427.7 |
|
2.618 |
1,376.6 |
|
1.618 |
1,345.3 |
|
1.000 |
1,326.0 |
|
0.618 |
1,314.0 |
|
HIGH |
1,294.7 |
|
0.618 |
1,282.7 |
|
0.500 |
1,279.1 |
|
0.382 |
1,275.4 |
|
LOW |
1,263.4 |
|
0.618 |
1,244.1 |
|
1.000 |
1,232.1 |
|
1.618 |
1,212.8 |
|
2.618 |
1,181.5 |
|
4.250 |
1,130.4 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.1 |
1,283.8 |
| PP |
1,274.6 |
1,277.7 |
| S1 |
1,270.2 |
1,271.7 |
|