| 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 |
3,674.50 |
3,713.25 |
38.75 |
1.1% |
3,582.75 |
| High |
3,715.75 |
3,723.00 |
7.25 |
0.2% |
3,669.75 |
| Low |
3,673.00 |
3,701.00 |
28.00 |
0.8% |
3,558.75 |
| Close |
3,714.25 |
3,709.00 |
-5.25 |
-0.1% |
3,668.00 |
| Range |
42.75 |
22.00 |
-20.75 |
-48.5% |
111.00 |
| ATR |
43.38 |
41.85 |
-1.53 |
-3.5% |
0.00 |
| Volume |
693 |
7,229 |
6,536 |
943.1% |
5,651 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,777.00 |
3,765.00 |
3,721.00 |
|
| R3 |
3,755.00 |
3,743.00 |
3,715.00 |
|
| R2 |
3,733.00 |
3,733.00 |
3,713.00 |
|
| R1 |
3,721.00 |
3,721.00 |
3,711.00 |
3,716.00 |
| PP |
3,711.00 |
3,711.00 |
3,711.00 |
3,708.50 |
| S1 |
3,699.00 |
3,699.00 |
3,707.00 |
3,694.00 |
| S2 |
3,689.00 |
3,689.00 |
3,705.00 |
|
| S3 |
3,667.00 |
3,677.00 |
3,703.00 |
|
| S4 |
3,645.00 |
3,655.00 |
3,697.00 |
|
|
| 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 |
3,723.00 |
3,586.50 |
136.50 |
3.7% |
32.75 |
0.9% |
90% |
True |
False |
2,608 |
| 10 |
3,723.00 |
3,532.75 |
190.25 |
5.1% |
38.50 |
1.0% |
93% |
True |
False |
1,395 |
| 20 |
3,723.00 |
3,500.00 |
223.00 |
6.0% |
38.25 |
1.0% |
94% |
True |
False |
741 |
| 40 |
3,723.00 |
3,404.00 |
319.00 |
8.6% |
48.00 |
1.3% |
96% |
True |
False |
399 |
| 60 |
3,723.00 |
3,404.00 |
319.00 |
8.6% |
45.50 |
1.2% |
96% |
True |
False |
276 |
| 80 |
3,723.00 |
3,404.00 |
319.00 |
8.6% |
36.75 |
1.0% |
96% |
True |
False |
208 |
| 100 |
3,723.00 |
3,404.00 |
319.00 |
8.6% |
30.50 |
0.8% |
96% |
True |
False |
167 |
| 120 |
3,723.00 |
3,404.00 |
319.00 |
8.6% |
26.50 |
0.7% |
96% |
True |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,816.50 |
|
2.618 |
3,780.50 |
|
1.618 |
3,758.50 |
|
1.000 |
3,745.00 |
|
0.618 |
3,736.50 |
|
HIGH |
3,723.00 |
|
0.618 |
3,714.50 |
|
0.500 |
3,712.00 |
|
0.382 |
3,709.50 |
|
LOW |
3,701.00 |
|
0.618 |
3,687.50 |
|
1.000 |
3,679.00 |
|
1.618 |
3,665.50 |
|
2.618 |
3,643.50 |
|
4.250 |
3,607.50 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,712.00 |
3,699.75 |
| PP |
3,711.00 |
3,690.50 |
| S1 |
3,710.00 |
3,681.00 |
|