| 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 |
3,233.0 |
3,234.0 |
1.0 |
0.0% |
3,145.0 |
| High |
3,238.0 |
3,240.0 |
2.0 |
0.1% |
3,192.0 |
| Low |
3,223.0 |
3,227.0 |
4.0 |
0.1% |
3,118.0 |
| Close |
3,231.0 |
3,234.0 |
3.0 |
0.1% |
3,188.0 |
| Range |
15.0 |
13.0 |
-2.0 |
-13.3% |
74.0 |
| ATR |
34.5 |
33.0 |
-1.5 |
-4.5% |
0.0 |
| Volume |
11,166 |
3,351 |
-7,815 |
-70.0% |
13,573 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,272.7 |
3,266.3 |
3,241.2 |
|
| R3 |
3,259.7 |
3,253.3 |
3,237.6 |
|
| R2 |
3,246.7 |
3,246.7 |
3,236.4 |
|
| R1 |
3,240.3 |
3,240.3 |
3,235.2 |
3,240.5 |
| PP |
3,233.7 |
3,233.7 |
3,233.7 |
3,233.8 |
| S1 |
3,227.3 |
3,227.3 |
3,232.8 |
3,227.5 |
| S2 |
3,220.7 |
3,220.7 |
3,231.6 |
|
| S3 |
3,207.7 |
3,214.3 |
3,230.4 |
|
| S4 |
3,194.7 |
3,201.3 |
3,226.9 |
|
|
| 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 |
3,240.0 |
3,167.0 |
73.0 |
2.3% |
21.0 |
0.6% |
92% |
True |
False |
5,528 |
| 10 |
3,240.0 |
3,118.0 |
122.0 |
3.8% |
28.0 |
0.9% |
95% |
True |
False |
4,092 |
| 20 |
3,240.0 |
3,085.0 |
155.0 |
4.8% |
31.8 |
1.0% |
96% |
True |
False |
2,497 |
| 40 |
3,240.0 |
3,009.0 |
231.0 |
7.1% |
35.6 |
1.1% |
97% |
True |
False |
2,075 |
| 60 |
3,240.0 |
2,910.0 |
330.0 |
10.2% |
36.2 |
1.1% |
98% |
True |
False |
1,447 |
| 80 |
3,240.0 |
2,866.0 |
374.0 |
11.6% |
31.3 |
1.0% |
98% |
True |
False |
1,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,295.3 |
|
2.618 |
3,274.0 |
|
1.618 |
3,261.0 |
|
1.000 |
3,253.0 |
|
0.618 |
3,248.0 |
|
HIGH |
3,240.0 |
|
0.618 |
3,235.0 |
|
0.500 |
3,233.5 |
|
0.382 |
3,232.0 |
|
LOW |
3,227.0 |
|
0.618 |
3,219.0 |
|
1.000 |
3,214.0 |
|
1.618 |
3,206.0 |
|
2.618 |
3,193.0 |
|
4.250 |
3,171.8 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,233.8 |
3,232.5 |
| PP |
3,233.7 |
3,231.0 |
| S1 |
3,233.5 |
3,229.5 |
|