| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,268 |
16,445 |
177 |
1.1% |
16,480 |
| High |
16,444 |
16,485 |
41 |
0.2% |
16,645 |
| Low |
16,257 |
16,427 |
170 |
1.0% |
16,300 |
| Close |
16,427 |
16,456 |
29 |
0.2% |
16,395 |
| Range |
187 |
58 |
-129 |
-69.0% |
345 |
| ATR |
125 |
120 |
-5 |
-3.8% |
0 |
| Volume |
73 |
119 |
46 |
63.0% |
236 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,630 |
16,601 |
16,488 |
|
| R3 |
16,572 |
16,543 |
16,472 |
|
| R2 |
16,514 |
16,514 |
16,467 |
|
| R1 |
16,485 |
16,485 |
16,461 |
16,500 |
| PP |
16,456 |
16,456 |
16,456 |
16,463 |
| S1 |
16,427 |
16,427 |
16,451 |
16,442 |
| S2 |
16,398 |
16,398 |
16,445 |
|
| S3 |
16,340 |
16,369 |
16,440 |
|
| S4 |
16,282 |
16,311 |
16,424 |
|
|
| 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 |
16,485 |
16,255 |
230 |
1.4% |
122 |
0.7% |
87% |
True |
False |
77 |
| 10 |
16,645 |
16,255 |
390 |
2.4% |
124 |
0.8% |
52% |
False |
False |
60 |
| 20 |
16,645 |
16,209 |
436 |
2.6% |
112 |
0.7% |
57% |
False |
False |
35 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
108 |
0.7% |
75% |
False |
False |
23 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
101 |
0.6% |
75% |
False |
False |
18 |
| 80 |
16,645 |
15,154 |
1,491 |
9.1% |
89 |
0.5% |
87% |
False |
False |
15 |
| 100 |
16,645 |
15,154 |
1,491 |
9.1% |
77 |
0.5% |
87% |
False |
False |
12 |
| 120 |
16,645 |
15,154 |
1,491 |
9.1% |
66 |
0.4% |
87% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,732 |
|
2.618 |
16,637 |
|
1.618 |
16,579 |
|
1.000 |
16,543 |
|
0.618 |
16,521 |
|
HIGH |
16,485 |
|
0.618 |
16,463 |
|
0.500 |
16,456 |
|
0.382 |
16,449 |
|
LOW |
16,427 |
|
0.618 |
16,391 |
|
1.000 |
16,369 |
|
1.618 |
16,333 |
|
2.618 |
16,275 |
|
4.250 |
16,181 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,456 |
16,427 |
| PP |
16,456 |
16,399 |
| S1 |
16,456 |
16,370 |
|