| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
9,802.0 |
9,884.0 |
82.0 |
0.8% |
9,625.0 |
| High |
9,905.5 |
9,961.5 |
56.0 |
0.6% |
9,786.5 |
| Low |
9,800.5 |
9,884.0 |
83.5 |
0.9% |
9,556.0 |
| Close |
9,904.5 |
9,948.5 |
44.0 |
0.4% |
9,771.0 |
| Range |
105.0 |
77.5 |
-27.5 |
-26.2% |
230.5 |
| ATR |
118.6 |
115.6 |
-2.9 |
-2.5% |
0.0 |
| Volume |
280 |
490 |
210 |
75.0% |
3,337 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,163.8 |
10,133.7 |
9,991.1 |
|
| R3 |
10,086.3 |
10,056.2 |
9,969.8 |
|
| R2 |
10,008.8 |
10,008.8 |
9,962.7 |
|
| R1 |
9,978.7 |
9,978.7 |
9,955.6 |
9,993.8 |
| PP |
9,931.3 |
9,931.3 |
9,931.3 |
9,938.9 |
| S1 |
9,901.2 |
9,901.2 |
9,941.4 |
9,916.3 |
| S2 |
9,853.8 |
9,853.8 |
9,934.3 |
|
| S3 |
9,776.3 |
9,823.7 |
9,927.2 |
|
| S4 |
9,698.8 |
9,746.2 |
9,905.9 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,396.0 |
10,314.0 |
9,897.8 |
|
| R3 |
10,165.5 |
10,083.5 |
9,834.4 |
|
| R2 |
9,935.0 |
9,935.0 |
9,813.3 |
|
| R1 |
9,853.0 |
9,853.0 |
9,792.1 |
9,894.0 |
| PP |
9,704.5 |
9,704.5 |
9,704.5 |
9,725.0 |
| S1 |
9,622.5 |
9,622.5 |
9,749.9 |
9,663.5 |
| S2 |
9,474.0 |
9,474.0 |
9,728.7 |
|
| S3 |
9,243.5 |
9,392.0 |
9,707.6 |
|
| S4 |
9,013.0 |
9,161.5 |
9,644.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,961.5 |
9,595.5 |
366.0 |
3.7% |
85.6 |
0.9% |
96% |
True |
False |
390 |
| 10 |
9,961.5 |
9,556.0 |
405.5 |
4.1% |
99.7 |
1.0% |
97% |
True |
False |
622 |
| 20 |
9,961.5 |
9,426.5 |
535.0 |
5.4% |
103.2 |
1.0% |
98% |
True |
False |
458 |
| 40 |
9,961.5 |
9,113.5 |
848.0 |
8.5% |
117.4 |
1.2% |
98% |
True |
False |
329 |
| 60 |
9,961.5 |
8,953.5 |
1,008.0 |
10.1% |
123.9 |
1.2% |
99% |
True |
False |
255 |
| 80 |
9,961.5 |
8,953.5 |
1,008.0 |
10.1% |
118.5 |
1.2% |
99% |
True |
False |
200 |
| 100 |
9,961.5 |
8,953.5 |
1,008.0 |
10.1% |
112.6 |
1.1% |
99% |
True |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,290.9 |
|
2.618 |
10,164.4 |
|
1.618 |
10,086.9 |
|
1.000 |
10,039.0 |
|
0.618 |
10,009.4 |
|
HIGH |
9,961.5 |
|
0.618 |
9,931.9 |
|
0.500 |
9,922.8 |
|
0.382 |
9,913.6 |
|
LOW |
9,884.0 |
|
0.618 |
9,836.1 |
|
1.000 |
9,806.5 |
|
1.618 |
9,758.6 |
|
2.618 |
9,681.1 |
|
4.250 |
9,554.6 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,939.9 |
9,912.0 |
| PP |
9,931.3 |
9,875.5 |
| S1 |
9,922.8 |
9,839.0 |
|