| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,625.00 |
3,642.25 |
17.25 |
0.5% |
3,582.75 |
| High |
3,652.00 |
3,669.75 |
17.75 |
0.5% |
3,669.75 |
| Low |
3,625.00 |
3,639.25 |
14.25 |
0.4% |
3,558.75 |
| Close |
3,641.00 |
3,668.00 |
27.00 |
0.7% |
3,668.00 |
| Range |
27.00 |
30.50 |
3.50 |
13.0% |
111.00 |
| ATR |
44.01 |
43.04 |
-0.96 |
-2.2% |
0.00 |
| Volume |
3,337 |
1,277 |
-2,060 |
-61.7% |
5,651 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.50 |
3,739.75 |
3,684.75 |
|
| R3 |
3,720.00 |
3,709.25 |
3,676.50 |
|
| R2 |
3,689.50 |
3,689.50 |
3,673.50 |
|
| R1 |
3,678.75 |
3,678.75 |
3,670.75 |
3,684.00 |
| PP |
3,659.00 |
3,659.00 |
3,659.00 |
3,661.75 |
| S1 |
3,648.25 |
3,648.25 |
3,665.25 |
3,653.50 |
| S2 |
3,628.50 |
3,628.50 |
3,662.50 |
|
| S3 |
3,598.00 |
3,617.75 |
3,659.50 |
|
| S4 |
3,567.50 |
3,587.25 |
3,651.25 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,965.25 |
3,927.50 |
3,729.00 |
|
| R3 |
3,854.25 |
3,816.50 |
3,698.50 |
|
| R2 |
3,743.25 |
3,743.25 |
3,688.25 |
|
| R1 |
3,705.50 |
3,705.50 |
3,678.25 |
3,724.50 |
| PP |
3,632.25 |
3,632.25 |
3,632.25 |
3,641.50 |
| S1 |
3,594.50 |
3,594.50 |
3,657.75 |
3,613.50 |
| S2 |
3,521.25 |
3,521.25 |
3,647.75 |
|
| S3 |
3,410.25 |
3,483.50 |
3,637.50 |
|
| S4 |
3,299.25 |
3,372.50 |
3,607.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,669.75 |
3,558.75 |
111.00 |
3.0% |
37.75 |
1.0% |
98% |
True |
False |
1,130 |
| 10 |
3,669.75 |
3,532.75 |
137.00 |
3.7% |
39.50 |
1.1% |
99% |
True |
False |
624 |
| 20 |
3,669.75 |
3,476.00 |
193.75 |
5.3% |
40.75 |
1.1% |
99% |
True |
False |
362 |
| 40 |
3,669.75 |
3,404.00 |
265.75 |
7.2% |
47.75 |
1.3% |
99% |
True |
False |
205 |
| 60 |
3,722.75 |
3,404.00 |
318.75 |
8.7% |
45.00 |
1.2% |
83% |
False |
False |
144 |
| 80 |
3,722.75 |
3,404.00 |
318.75 |
8.7% |
36.50 |
1.0% |
83% |
False |
False |
109 |
| 100 |
3,722.75 |
3,404.00 |
318.75 |
8.7% |
30.00 |
0.8% |
83% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,799.50 |
|
2.618 |
3,749.50 |
|
1.618 |
3,719.00 |
|
1.000 |
3,700.25 |
|
0.618 |
3,688.50 |
|
HIGH |
3,669.75 |
|
0.618 |
3,658.00 |
|
0.500 |
3,654.50 |
|
0.382 |
3,651.00 |
|
LOW |
3,639.25 |
|
0.618 |
3,620.50 |
|
1.000 |
3,608.75 |
|
1.618 |
3,590.00 |
|
2.618 |
3,559.50 |
|
4.250 |
3,509.50 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,663.50 |
3,654.75 |
| PP |
3,659.00 |
3,641.50 |
| S1 |
3,654.50 |
3,628.00 |
|