| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,457 |
16,540 |
83 |
0.5% |
16,410 |
| High |
16,515 |
16,592 |
77 |
0.5% |
16,515 |
| Low |
16,455 |
16,520 |
65 |
0.4% |
16,255 |
| Close |
16,514 |
16,583 |
69 |
0.4% |
16,514 |
| Range |
60 |
72 |
12 |
20.0% |
260 |
| ATR |
116 |
113 |
-3 |
-2.3% |
0 |
| Volume |
83 |
75 |
-8 |
-9.6% |
400 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,781 |
16,754 |
16,623 |
|
| R3 |
16,709 |
16,682 |
16,603 |
|
| R2 |
16,637 |
16,637 |
16,596 |
|
| R1 |
16,610 |
16,610 |
16,590 |
16,624 |
| PP |
16,565 |
16,565 |
16,565 |
16,572 |
| S1 |
16,538 |
16,538 |
16,577 |
16,552 |
| S2 |
16,493 |
16,493 |
16,570 |
|
| S3 |
16,421 |
16,466 |
16,563 |
|
| S4 |
16,349 |
16,394 |
16,544 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,208 |
17,121 |
16,657 |
|
| R3 |
16,948 |
16,861 |
16,586 |
|
| R2 |
16,688 |
16,688 |
16,562 |
|
| R1 |
16,601 |
16,601 |
16,538 |
16,645 |
| PP |
16,428 |
16,428 |
16,428 |
16,450 |
| S1 |
16,341 |
16,341 |
16,490 |
16,385 |
| S2 |
16,168 |
16,168 |
16,466 |
|
| S3 |
15,908 |
16,081 |
16,443 |
|
| S4 |
15,648 |
15,821 |
16,371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,592 |
16,255 |
337 |
2.0% |
111 |
0.7% |
97% |
True |
False |
84 |
| 10 |
16,645 |
16,255 |
390 |
2.4% |
118 |
0.7% |
84% |
False |
False |
68 |
| 20 |
16,645 |
16,252 |
393 |
2.4% |
108 |
0.7% |
84% |
False |
False |
43 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
107 |
0.6% |
92% |
False |
False |
27 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
103 |
0.6% |
92% |
False |
False |
21 |
| 80 |
16,645 |
15,154 |
1,491 |
9.0% |
88 |
0.5% |
96% |
False |
False |
17 |
| 100 |
16,645 |
15,154 |
1,491 |
9.0% |
78 |
0.5% |
96% |
False |
False |
14 |
| 120 |
16,645 |
15,154 |
1,491 |
9.0% |
67 |
0.4% |
96% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,898 |
|
2.618 |
16,781 |
|
1.618 |
16,709 |
|
1.000 |
16,664 |
|
0.618 |
16,637 |
|
HIGH |
16,592 |
|
0.618 |
16,565 |
|
0.500 |
16,556 |
|
0.382 |
16,548 |
|
LOW |
16,520 |
|
0.618 |
16,476 |
|
1.000 |
16,448 |
|
1.618 |
16,404 |
|
2.618 |
16,332 |
|
4.250 |
16,214 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,574 |
16,559 |
| PP |
16,565 |
16,534 |
| S1 |
16,556 |
16,510 |
|