| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,145.0 |
3,150.0 |
5.0 |
0.2% |
3,153.0 |
| High |
3,157.0 |
3,160.0 |
3.0 |
0.1% |
3,195.0 |
| Low |
3,118.0 |
3,129.0 |
11.0 |
0.4% |
3,120.0 |
| Close |
3,153.0 |
3,148.0 |
-5.0 |
-0.2% |
3,146.0 |
| Range |
39.0 |
31.0 |
-8.0 |
-20.5% |
75.0 |
| ATR |
39.1 |
38.5 |
-0.6 |
-1.5% |
0.0 |
| Volume |
3,170 |
610 |
-2,560 |
-80.8% |
1,996 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,238.7 |
3,224.3 |
3,165.1 |
|
| R3 |
3,207.7 |
3,193.3 |
3,156.5 |
|
| R2 |
3,176.7 |
3,176.7 |
3,153.7 |
|
| R1 |
3,162.3 |
3,162.3 |
3,150.8 |
3,154.0 |
| PP |
3,145.7 |
3,145.7 |
3,145.7 |
3,141.5 |
| S1 |
3,131.3 |
3,131.3 |
3,145.2 |
3,123.0 |
| S2 |
3,114.7 |
3,114.7 |
3,142.3 |
|
| S3 |
3,083.7 |
3,100.3 |
3,139.5 |
|
| S4 |
3,052.7 |
3,069.3 |
3,131.0 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.7 |
3,337.3 |
3,187.3 |
|
| R3 |
3,303.7 |
3,262.3 |
3,166.6 |
|
| R2 |
3,228.7 |
3,228.7 |
3,159.8 |
|
| R1 |
3,187.3 |
3,187.3 |
3,152.9 |
3,170.5 |
| PP |
3,153.7 |
3,153.7 |
3,153.7 |
3,145.3 |
| S1 |
3,112.3 |
3,112.3 |
3,139.1 |
3,095.5 |
| S2 |
3,078.7 |
3,078.7 |
3,132.3 |
|
| S3 |
3,003.7 |
3,037.3 |
3,125.4 |
|
| S4 |
2,928.7 |
2,962.3 |
3,104.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,195.0 |
3,118.0 |
77.0 |
2.4% |
36.8 |
1.2% |
39% |
False |
False |
1,075 |
| 10 |
3,195.0 |
3,092.0 |
103.0 |
3.3% |
34.1 |
1.1% |
54% |
False |
False |
1,241 |
| 20 |
3,195.0 |
3,075.0 |
120.0 |
3.8% |
35.9 |
1.1% |
61% |
False |
False |
2,086 |
| 40 |
3,195.0 |
2,975.0 |
220.0 |
7.0% |
37.5 |
1.2% |
79% |
False |
False |
1,244 |
| 60 |
3,195.0 |
2,910.0 |
285.0 |
9.1% |
35.7 |
1.1% |
84% |
False |
False |
843 |
| 80 |
3,195.0 |
2,866.0 |
329.0 |
10.5% |
32.9 |
1.0% |
86% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,291.8 |
|
2.618 |
3,241.2 |
|
1.618 |
3,210.2 |
|
1.000 |
3,191.0 |
|
0.618 |
3,179.2 |
|
HIGH |
3,160.0 |
|
0.618 |
3,148.2 |
|
0.500 |
3,144.5 |
|
0.382 |
3,140.8 |
|
LOW |
3,129.0 |
|
0.618 |
3,109.8 |
|
1.000 |
3,098.0 |
|
1.618 |
3,078.8 |
|
2.618 |
3,047.8 |
|
4.250 |
2,997.3 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,146.8 |
3,145.0 |
| PP |
3,145.7 |
3,142.0 |
| S1 |
3,144.5 |
3,139.0 |
|