| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,612 |
16,515 |
-97 |
-0.6% |
16,357 |
| High |
16,615 |
16,549 |
-66 |
-0.4% |
16,500 |
| Low |
16,501 |
16,300 |
-201 |
-1.2% |
16,252 |
| Close |
16,516 |
16,350 |
-166 |
-1.0% |
16,458 |
| Range |
114 |
249 |
135 |
118.4% |
248 |
| ATR |
109 |
119 |
10 |
9.2% |
0 |
| Volume |
20 |
48 |
28 |
140.0% |
91 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,147 |
16,997 |
16,487 |
|
| R3 |
16,898 |
16,748 |
16,419 |
|
| R2 |
16,649 |
16,649 |
16,396 |
|
| R1 |
16,499 |
16,499 |
16,373 |
16,450 |
| PP |
16,400 |
16,400 |
16,400 |
16,375 |
| S1 |
16,250 |
16,250 |
16,327 |
16,201 |
| S2 |
16,151 |
16,151 |
16,304 |
|
| S3 |
15,902 |
16,001 |
16,282 |
|
| S4 |
15,653 |
15,752 |
16,213 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,147 |
17,051 |
16,595 |
|
| R3 |
16,899 |
16,803 |
16,526 |
|
| R2 |
16,651 |
16,651 |
16,504 |
|
| R1 |
16,555 |
16,555 |
16,481 |
16,603 |
| PP |
16,403 |
16,403 |
16,403 |
16,428 |
| S1 |
16,307 |
16,307 |
16,435 |
16,355 |
| S2 |
16,155 |
16,155 |
16,413 |
|
| S3 |
15,907 |
16,059 |
16,390 |
|
| S4 |
15,659 |
15,811 |
16,322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,645 |
16,300 |
345 |
2.1% |
126 |
0.8% |
14% |
False |
True |
43 |
| 10 |
16,645 |
16,252 |
393 |
2.4% |
127 |
0.8% |
25% |
False |
False |
27 |
| 20 |
16,645 |
16,209 |
436 |
2.7% |
95 |
0.6% |
32% |
False |
False |
19 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
104 |
0.6% |
61% |
False |
False |
14 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
93 |
0.6% |
61% |
False |
False |
13 |
| 80 |
16,645 |
15,154 |
1,491 |
9.1% |
85 |
0.5% |
80% |
False |
False |
10 |
| 100 |
16,645 |
15,154 |
1,491 |
9.1% |
71 |
0.4% |
80% |
False |
False |
8 |
| 120 |
16,645 |
15,154 |
1,491 |
9.1% |
61 |
0.4% |
80% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,607 |
|
2.618 |
17,201 |
|
1.618 |
16,952 |
|
1.000 |
16,798 |
|
0.618 |
16,703 |
|
HIGH |
16,549 |
|
0.618 |
16,454 |
|
0.500 |
16,425 |
|
0.382 |
16,395 |
|
LOW |
16,300 |
|
0.618 |
16,146 |
|
1.000 |
16,051 |
|
1.618 |
15,897 |
|
2.618 |
15,648 |
|
4.250 |
15,242 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,425 |
16,473 |
| PP |
16,400 |
16,432 |
| S1 |
16,375 |
16,391 |
|