| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,410 |
16,394 |
-16 |
-0.1% |
16,480 |
| High |
16,418 |
16,430 |
12 |
0.1% |
16,645 |
| Low |
16,316 |
16,255 |
-61 |
-0.4% |
16,300 |
| Close |
16,409 |
16,265 |
-144 |
-0.9% |
16,395 |
| Range |
102 |
175 |
73 |
71.6% |
345 |
| ATR |
116 |
120 |
4 |
3.7% |
0 |
| Volume |
53 |
72 |
19 |
35.8% |
236 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,842 |
16,728 |
16,361 |
|
| R3 |
16,667 |
16,553 |
16,313 |
|
| R2 |
16,492 |
16,492 |
16,297 |
|
| R1 |
16,378 |
16,378 |
16,281 |
16,348 |
| PP |
16,317 |
16,317 |
16,317 |
16,301 |
| S1 |
16,203 |
16,203 |
16,249 |
16,173 |
| S2 |
16,142 |
16,142 |
16,233 |
|
| S3 |
15,967 |
16,028 |
16,217 |
|
| S4 |
15,792 |
15,853 |
16,169 |
|
|
| 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 |
16,615 |
16,255 |
360 |
2.2% |
146 |
0.9% |
3% |
False |
True |
52 |
| 10 |
16,645 |
16,255 |
390 |
2.4% |
128 |
0.8% |
3% |
False |
True |
43 |
| 20 |
16,645 |
16,209 |
436 |
2.7% |
102 |
0.6% |
13% |
False |
False |
28 |
| 40 |
16,645 |
15,888 |
757 |
4.7% |
108 |
0.7% |
50% |
False |
False |
19 |
| 60 |
16,645 |
15,888 |
757 |
4.7% |
98 |
0.6% |
50% |
False |
False |
15 |
| 80 |
16,645 |
15,154 |
1,491 |
9.2% |
86 |
0.5% |
75% |
False |
False |
12 |
| 100 |
16,645 |
15,154 |
1,491 |
9.2% |
74 |
0.5% |
75% |
False |
False |
10 |
| 120 |
16,645 |
15,154 |
1,491 |
9.2% |
64 |
0.4% |
75% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,174 |
|
2.618 |
16,888 |
|
1.618 |
16,713 |
|
1.000 |
16,605 |
|
0.618 |
16,538 |
|
HIGH |
16,430 |
|
0.618 |
16,363 |
|
0.500 |
16,343 |
|
0.382 |
16,322 |
|
LOW |
16,255 |
|
0.618 |
16,147 |
|
1.000 |
16,080 |
|
1.618 |
15,972 |
|
2.618 |
15,797 |
|
4.250 |
15,511 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,343 |
16,343 |
| PP |
16,317 |
16,317 |
| S1 |
16,291 |
16,291 |
|