| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,575 |
16,555 |
-20 |
-0.1% |
16,410 |
| High |
16,612 |
16,610 |
-2 |
0.0% |
16,515 |
| Low |
16,535 |
16,550 |
15 |
0.1% |
16,255 |
| Close |
16,557 |
16,609 |
52 |
0.3% |
16,514 |
| Range |
77 |
60 |
-17 |
-22.1% |
260 |
| ATR |
110 |
107 |
-4 |
-3.3% |
0 |
| Volume |
106 |
924 |
818 |
771.7% |
400 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,770 |
16,749 |
16,642 |
|
| R3 |
16,710 |
16,689 |
16,626 |
|
| R2 |
16,650 |
16,650 |
16,620 |
|
| R1 |
16,629 |
16,629 |
16,615 |
16,640 |
| PP |
16,590 |
16,590 |
16,590 |
16,595 |
| S1 |
16,569 |
16,569 |
16,604 |
16,580 |
| S2 |
16,530 |
16,530 |
16,598 |
|
| S3 |
16,470 |
16,509 |
16,593 |
|
| S4 |
16,410 |
16,449 |
16,576 |
|
|
| 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 |
16,427 |
185 |
1.1% |
66 |
0.4% |
98% |
False |
False |
261 |
| 10 |
16,612 |
16,255 |
357 |
2.1% |
113 |
0.7% |
99% |
False |
False |
162 |
| 20 |
16,645 |
16,252 |
393 |
2.4% |
109 |
0.7% |
91% |
False |
False |
92 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
108 |
0.6% |
95% |
False |
False |
52 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
102 |
0.6% |
95% |
False |
False |
38 |
| 80 |
16,645 |
15,199 |
1,446 |
8.7% |
87 |
0.5% |
98% |
False |
False |
29 |
| 100 |
16,645 |
15,154 |
1,491 |
9.0% |
79 |
0.5% |
98% |
False |
False |
24 |
| 120 |
16,645 |
15,154 |
1,491 |
9.0% |
68 |
0.4% |
98% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,865 |
|
2.618 |
16,767 |
|
1.618 |
16,707 |
|
1.000 |
16,670 |
|
0.618 |
16,647 |
|
HIGH |
16,610 |
|
0.618 |
16,587 |
|
0.500 |
16,580 |
|
0.382 |
16,573 |
|
LOW |
16,550 |
|
0.618 |
16,513 |
|
1.000 |
16,490 |
|
1.618 |
16,453 |
|
2.618 |
16,393 |
|
4.250 |
16,295 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,599 |
16,595 |
| PP |
16,590 |
16,580 |
| S1 |
16,580 |
16,566 |
|