| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,540 |
16,575 |
35 |
0.2% |
16,410 |
| High |
16,592 |
16,612 |
20 |
0.1% |
16,515 |
| Low |
16,520 |
16,535 |
15 |
0.1% |
16,255 |
| Close |
16,583 |
16,557 |
-26 |
-0.2% |
16,514 |
| Range |
72 |
77 |
5 |
6.9% |
260 |
| ATR |
113 |
110 |
-3 |
-2.3% |
0 |
| Volume |
75 |
106 |
31 |
41.3% |
400 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,799 |
16,755 |
16,599 |
|
| R3 |
16,722 |
16,678 |
16,578 |
|
| R2 |
16,645 |
16,645 |
16,571 |
|
| R1 |
16,601 |
16,601 |
16,564 |
16,585 |
| PP |
16,568 |
16,568 |
16,568 |
16,560 |
| S1 |
16,524 |
16,524 |
16,550 |
16,508 |
| S2 |
16,491 |
16,491 |
16,543 |
|
| S3 |
16,414 |
16,447 |
16,536 |
|
| S4 |
16,337 |
16,370 |
16,515 |
|
|
| 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 |
16,612 |
16,257 |
355 |
2.1% |
91 |
0.5% |
85% |
True |
False |
91 |
| 10 |
16,615 |
16,255 |
360 |
2.2% |
118 |
0.7% |
84% |
False |
False |
71 |
| 20 |
16,645 |
16,252 |
393 |
2.4% |
109 |
0.7% |
78% |
False |
False |
47 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
109 |
0.7% |
88% |
False |
False |
29 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
103 |
0.6% |
88% |
False |
False |
23 |
| 80 |
16,645 |
15,154 |
1,491 |
9.0% |
89 |
0.5% |
94% |
False |
False |
18 |
| 100 |
16,645 |
15,154 |
1,491 |
9.0% |
78 |
0.5% |
94% |
False |
False |
15 |
| 120 |
16,645 |
15,154 |
1,491 |
9.0% |
68 |
0.4% |
94% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,939 |
|
2.618 |
16,814 |
|
1.618 |
16,737 |
|
1.000 |
16,689 |
|
0.618 |
16,660 |
|
HIGH |
16,612 |
|
0.618 |
16,583 |
|
0.500 |
16,574 |
|
0.382 |
16,565 |
|
LOW |
16,535 |
|
0.618 |
16,488 |
|
1.000 |
16,458 |
|
1.618 |
16,411 |
|
2.618 |
16,334 |
|
4.250 |
16,208 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,574 |
16,549 |
| PP |
16,568 |
16,541 |
| S1 |
16,563 |
16,534 |
|