| 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 |
9,969.0 |
9,949.0 |
-20.0 |
-0.2% |
9,625.0 |
| High |
9,980.0 |
9,970.0 |
-10.0 |
-0.1% |
9,786.5 |
| Low |
9,918.0 |
9,930.0 |
12.0 |
0.1% |
9,556.0 |
| Close |
9,936.5 |
9,946.0 |
9.5 |
0.1% |
9,771.0 |
| Range |
62.0 |
40.0 |
-22.0 |
-35.5% |
230.5 |
| ATR |
111.8 |
106.7 |
-5.1 |
-4.6% |
0.0 |
| Volume |
306 |
214 |
-92 |
-30.1% |
3,337 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,068.7 |
10,047.3 |
9,968.0 |
|
| R3 |
10,028.7 |
10,007.3 |
9,957.0 |
|
| R2 |
9,988.7 |
9,988.7 |
9,953.3 |
|
| R1 |
9,967.3 |
9,967.3 |
9,949.7 |
9,958.0 |
| PP |
9,948.7 |
9,948.7 |
9,948.7 |
9,944.0 |
| S1 |
9,927.3 |
9,927.3 |
9,942.3 |
9,918.0 |
| S2 |
9,908.7 |
9,908.7 |
9,938.7 |
|
| S3 |
9,868.7 |
9,887.3 |
9,935.0 |
|
| S4 |
9,828.7 |
9,847.3 |
9,924.0 |
|
|
| 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 |
9,980.0 |
9,716.5 |
263.5 |
2.6% |
70.9 |
0.7% |
87% |
False |
False |
295 |
| 10 |
9,980.0 |
9,556.0 |
424.0 |
4.3% |
86.5 |
0.9% |
92% |
False |
False |
528 |
| 20 |
9,980.0 |
9,426.5 |
553.5 |
5.6% |
99.2 |
1.0% |
94% |
False |
False |
462 |
| 40 |
9,980.0 |
9,113.5 |
866.5 |
8.7% |
114.9 |
1.2% |
96% |
False |
False |
338 |
| 60 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
119.9 |
1.2% |
97% |
False |
False |
262 |
| 80 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
114.7 |
1.2% |
97% |
False |
False |
205 |
| 100 |
9,980.0 |
8,953.5 |
1,026.5 |
10.3% |
113.4 |
1.1% |
97% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,140.0 |
|
2.618 |
10,074.7 |
|
1.618 |
10,034.7 |
|
1.000 |
10,010.0 |
|
0.618 |
9,994.7 |
|
HIGH |
9,970.0 |
|
0.618 |
9,954.7 |
|
0.500 |
9,950.0 |
|
0.382 |
9,945.3 |
|
LOW |
9,930.0 |
|
0.618 |
9,905.3 |
|
1.000 |
9,890.0 |
|
1.618 |
9,865.3 |
|
2.618 |
9,825.3 |
|
4.250 |
9,760.0 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,950.0 |
9,941.3 |
| PP |
9,948.7 |
9,936.7 |
| S1 |
9,947.3 |
9,932.0 |
|