| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,350 |
16,410 |
60 |
0.4% |
16,480 |
| High |
16,400 |
16,418 |
18 |
0.1% |
16,645 |
| Low |
16,313 |
16,316 |
3 |
0.0% |
16,300 |
| Close |
16,395 |
16,409 |
14 |
0.1% |
16,395 |
| Range |
87 |
102 |
15 |
17.2% |
345 |
| ATR |
117 |
116 |
-1 |
-0.9% |
0 |
| Volume |
69 |
53 |
-16 |
-23.2% |
236 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,687 |
16,650 |
16,465 |
|
| R3 |
16,585 |
16,548 |
16,437 |
|
| R2 |
16,483 |
16,483 |
16,428 |
|
| R1 |
16,446 |
16,446 |
16,418 |
16,414 |
| PP |
16,381 |
16,381 |
16,381 |
16,365 |
| S1 |
16,344 |
16,344 |
16,400 |
16,312 |
| S2 |
16,279 |
16,279 |
16,390 |
|
| S3 |
16,177 |
16,242 |
16,381 |
|
| S4 |
16,075 |
16,140 |
16,353 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,482 |
17,283 |
16,585 |
|
| R3 |
17,137 |
16,938 |
16,490 |
|
| R2 |
16,792 |
16,792 |
16,458 |
|
| R1 |
16,593 |
16,593 |
16,427 |
16,520 |
| PP |
16,447 |
16,447 |
16,447 |
16,410 |
| S1 |
16,248 |
16,248 |
16,364 |
16,175 |
| S2 |
16,102 |
16,102 |
16,332 |
|
| S3 |
15,757 |
15,903 |
16,300 |
|
| S4 |
15,412 |
15,558 |
16,205 |
|
|
| 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% |
125 |
0.8% |
32% |
False |
False |
52 |
| 10 |
16,645 |
16,260 |
385 |
2.3% |
124 |
0.8% |
39% |
False |
False |
37 |
| 20 |
16,645 |
16,209 |
436 |
2.7% |
98 |
0.6% |
46% |
False |
False |
25 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
104 |
0.6% |
69% |
False |
False |
17 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
96 |
0.6% |
69% |
False |
False |
14 |
| 80 |
16,645 |
15,154 |
1,491 |
9.1% |
87 |
0.5% |
84% |
False |
False |
11 |
| 100 |
16,645 |
15,154 |
1,491 |
9.1% |
73 |
0.4% |
84% |
False |
False |
9 |
| 120 |
16,645 |
15,154 |
1,491 |
9.1% |
63 |
0.4% |
84% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,852 |
|
2.618 |
16,685 |
|
1.618 |
16,583 |
|
1.000 |
16,520 |
|
0.618 |
16,481 |
|
HIGH |
16,418 |
|
0.618 |
16,379 |
|
0.500 |
16,367 |
|
0.382 |
16,355 |
|
LOW |
16,316 |
|
0.618 |
16,253 |
|
1.000 |
16,214 |
|
1.618 |
16,151 |
|
2.618 |
16,049 |
|
4.250 |
15,883 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,395 |
16,425 |
| PP |
16,381 |
16,419 |
| S1 |
16,367 |
16,414 |
|