| 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 |
3,713.25 |
3,708.75 |
-4.50 |
-0.1% |
3,582.75 |
| High |
3,723.00 |
3,730.00 |
7.00 |
0.2% |
3,669.75 |
| Low |
3,701.00 |
3,706.25 |
5.25 |
0.1% |
3,558.75 |
| Close |
3,709.00 |
3,728.25 |
19.25 |
0.5% |
3,668.00 |
| Range |
22.00 |
23.75 |
1.75 |
8.0% |
111.00 |
| ATR |
41.85 |
40.56 |
-1.29 |
-3.1% |
0.00 |
| Volume |
7,229 |
1,167 |
-6,062 |
-83.9% |
5,651 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,792.75 |
3,784.25 |
3,741.25 |
|
| R3 |
3,769.00 |
3,760.50 |
3,734.75 |
|
| R2 |
3,745.25 |
3,745.25 |
3,732.50 |
|
| R1 |
3,736.75 |
3,736.75 |
3,730.50 |
3,741.00 |
| PP |
3,721.50 |
3,721.50 |
3,721.50 |
3,723.50 |
| S1 |
3,713.00 |
3,713.00 |
3,726.00 |
3,717.25 |
| S2 |
3,697.75 |
3,697.75 |
3,724.00 |
|
| S3 |
3,674.00 |
3,689.25 |
3,721.75 |
|
| S4 |
3,650.25 |
3,665.50 |
3,715.25 |
|
|
| 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 |
3,730.00 |
3,625.00 |
105.00 |
2.8% |
29.25 |
0.8% |
98% |
True |
False |
2,740 |
| 10 |
3,730.00 |
3,532.75 |
197.25 |
5.3% |
38.00 |
1.0% |
99% |
True |
False |
1,506 |
| 20 |
3,730.00 |
3,500.00 |
230.00 |
6.2% |
38.00 |
1.0% |
99% |
True |
False |
797 |
| 40 |
3,730.00 |
3,404.00 |
326.00 |
8.7% |
46.75 |
1.3% |
99% |
True |
False |
428 |
| 60 |
3,730.00 |
3,404.00 |
326.00 |
8.7% |
45.75 |
1.2% |
99% |
True |
False |
295 |
| 80 |
3,730.00 |
3,404.00 |
326.00 |
8.7% |
37.00 |
1.0% |
99% |
True |
False |
223 |
| 100 |
3,730.00 |
3,404.00 |
326.00 |
8.7% |
30.50 |
0.8% |
99% |
True |
False |
179 |
| 120 |
3,730.00 |
3,404.00 |
326.00 |
8.7% |
26.50 |
0.7% |
99% |
True |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,831.00 |
|
2.618 |
3,792.25 |
|
1.618 |
3,768.50 |
|
1.000 |
3,753.75 |
|
0.618 |
3,744.75 |
|
HIGH |
3,730.00 |
|
0.618 |
3,721.00 |
|
0.500 |
3,718.00 |
|
0.382 |
3,715.25 |
|
LOW |
3,706.25 |
|
0.618 |
3,691.50 |
|
1.000 |
3,682.50 |
|
1.618 |
3,667.75 |
|
2.618 |
3,644.00 |
|
4.250 |
3,605.25 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,725.00 |
3,719.25 |
| PP |
3,721.50 |
3,710.50 |
| S1 |
3,718.00 |
3,701.50 |
|