| Trading Metrics calculated at close of trading on 26-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
26-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,174.0 |
3,198.0 |
24.0 |
0.8% |
3,145.0 |
| High |
3,192.0 |
3,229.0 |
37.0 |
1.2% |
3,192.0 |
| Low |
3,167.0 |
3,196.0 |
29.0 |
0.9% |
3,118.0 |
| Close |
3,188.0 |
3,226.0 |
38.0 |
1.2% |
3,188.0 |
| Range |
25.0 |
33.0 |
8.0 |
32.0% |
74.0 |
| ATR |
37.0 |
37.3 |
0.3 |
0.8% |
0.0 |
| Volume |
1,100 |
4,932 |
3,832 |
348.4% |
13,573 |
|
| Daily Pivots for day following 26-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.0 |
3,304.0 |
3,244.2 |
|
| R3 |
3,283.0 |
3,271.0 |
3,235.1 |
|
| R2 |
3,250.0 |
3,250.0 |
3,232.1 |
|
| R1 |
3,238.0 |
3,238.0 |
3,229.0 |
3,244.0 |
| PP |
3,217.0 |
3,217.0 |
3,217.0 |
3,220.0 |
| S1 |
3,205.0 |
3,205.0 |
3,223.0 |
3,211.0 |
| S2 |
3,184.0 |
3,184.0 |
3,220.0 |
|
| S3 |
3,151.0 |
3,172.0 |
3,216.9 |
|
| S4 |
3,118.0 |
3,139.0 |
3,207.9 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,388.0 |
3,362.0 |
3,228.7 |
|
| R3 |
3,314.0 |
3,288.0 |
3,208.4 |
|
| R2 |
3,240.0 |
3,240.0 |
3,201.6 |
|
| R1 |
3,214.0 |
3,214.0 |
3,194.8 |
3,227.0 |
| PP |
3,166.0 |
3,166.0 |
3,166.0 |
3,172.5 |
| S1 |
3,140.0 |
3,140.0 |
3,181.2 |
3,153.0 |
| S2 |
3,092.0 |
3,092.0 |
3,174.4 |
|
| S3 |
3,018.0 |
3,066.0 |
3,167.7 |
|
| S4 |
2,944.0 |
2,992.0 |
3,147.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,229.0 |
3,129.0 |
100.0 |
3.1% |
31.8 |
1.0% |
97% |
True |
False |
3,067 |
| 10 |
3,229.0 |
3,118.0 |
111.0 |
3.4% |
32.8 |
1.0% |
97% |
True |
False |
2,032 |
| 20 |
3,229.0 |
3,077.0 |
152.0 |
4.7% |
34.3 |
1.1% |
98% |
True |
False |
1,946 |
| 40 |
3,229.0 |
3,009.0 |
220.0 |
6.8% |
36.4 |
1.1% |
99% |
True |
False |
1,543 |
| 60 |
3,229.0 |
2,910.0 |
319.0 |
9.9% |
36.7 |
1.1% |
99% |
True |
False |
1,088 |
| 80 |
3,229.0 |
2,866.0 |
363.0 |
11.3% |
32.3 |
1.0% |
99% |
True |
False |
816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,369.3 |
|
2.618 |
3,315.4 |
|
1.618 |
3,282.4 |
|
1.000 |
3,262.0 |
|
0.618 |
3,249.4 |
|
HIGH |
3,229.0 |
|
0.618 |
3,216.4 |
|
0.500 |
3,212.5 |
|
0.382 |
3,208.6 |
|
LOW |
3,196.0 |
|
0.618 |
3,175.6 |
|
1.000 |
3,163.0 |
|
1.618 |
3,142.6 |
|
2.618 |
3,109.6 |
|
4.250 |
3,055.8 |
|
|
| Fisher Pivots for day following 26-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,221.5 |
3,215.2 |
| PP |
3,217.0 |
3,204.3 |
| S1 |
3,212.5 |
3,193.5 |
|