| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,394 |
16,268 |
-126 |
-0.8% |
16,480 |
| High |
16,430 |
16,444 |
14 |
0.1% |
16,645 |
| Low |
16,255 |
16,257 |
2 |
0.0% |
16,300 |
| Close |
16,265 |
16,427 |
162 |
1.0% |
16,395 |
| Range |
175 |
187 |
12 |
6.9% |
345 |
| ATR |
120 |
125 |
5 |
4.0% |
0 |
| Volume |
72 |
73 |
1 |
1.4% |
236 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,937 |
16,869 |
16,530 |
|
| R3 |
16,750 |
16,682 |
16,479 |
|
| R2 |
16,563 |
16,563 |
16,461 |
|
| R1 |
16,495 |
16,495 |
16,444 |
16,529 |
| PP |
16,376 |
16,376 |
16,376 |
16,393 |
| S1 |
16,308 |
16,308 |
16,410 |
16,342 |
| S2 |
16,189 |
16,189 |
16,393 |
|
| S3 |
16,002 |
16,121 |
16,376 |
|
| S4 |
15,815 |
15,934 |
16,324 |
|
|
| 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 |
16,549 |
16,255 |
294 |
1.8% |
160 |
1.0% |
59% |
False |
False |
63 |
| 10 |
16,645 |
16,255 |
390 |
2.4% |
133 |
0.8% |
44% |
False |
False |
50 |
| 20 |
16,645 |
16,209 |
436 |
2.7% |
110 |
0.7% |
50% |
False |
False |
30 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
112 |
0.7% |
71% |
False |
False |
20 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
101 |
0.6% |
71% |
False |
False |
16 |
| 80 |
16,645 |
15,154 |
1,491 |
9.1% |
88 |
0.5% |
85% |
False |
False |
13 |
| 100 |
16,645 |
15,154 |
1,491 |
9.1% |
76 |
0.5% |
85% |
False |
False |
11 |
| 120 |
16,645 |
15,154 |
1,491 |
9.1% |
66 |
0.4% |
85% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,239 |
|
2.618 |
16,934 |
|
1.618 |
16,747 |
|
1.000 |
16,631 |
|
0.618 |
16,560 |
|
HIGH |
16,444 |
|
0.618 |
16,373 |
|
0.500 |
16,351 |
|
0.382 |
16,329 |
|
LOW |
16,257 |
|
0.618 |
16,142 |
|
1.000 |
16,070 |
|
1.618 |
15,955 |
|
2.618 |
15,768 |
|
4.250 |
15,462 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,402 |
16,401 |
| PP |
16,376 |
16,375 |
| S1 |
16,351 |
16,350 |
|